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BAC vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BAC vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of America Corporation (BAC) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.11%
25.75%
BAC
JPM

Returns By Period

In the year-to-date period, BAC achieves a 40.71% return, which is significantly lower than JPM's 47.33% return. Over the past 10 years, BAC has underperformed JPM with an annualized return of 12.79%, while JPM has yielded a comparatively higher 18.17% annualized return.


BAC

YTD

40.71%

1M

9.83%

6M

20.11%

1Y

61.18%

5Y (annualized)

9.68%

10Y (annualized)

12.79%

JPM

YTD

47.33%

1M

9.21%

6M

25.75%

1Y

63.44%

5Y (annualized)

16.72%

10Y (annualized)

18.17%

Fundamentals


BACJPM
Market Cap$356.48B$684.38B
EPS$2.76$17.82
PE Ratio16.8313.51
PEG Ratio2.064.84
Total Revenue (TTM)$97.40B$173.22B
Gross Profit (TTM)$58.68B$169.52B
EBITDA (TTM)$42.54B$118.87B

Key characteristics


BACJPM
Sharpe Ratio2.592.77
Sortino Ratio3.823.58
Omega Ratio1.461.56
Calmar Ratio1.636.30
Martin Ratio11.1419.13
Ulcer Index5.47%3.34%
Daily Std Dev23.53%23.04%
Max Drawdown-93.45%-74.02%
Current Drawdown-0.62%-0.93%

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Correlation

-0.50.00.51.00.7

The correlation between BAC and JPM is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

BAC vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and JPMorgan Chase & Co. (JPM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BAC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.592.77
The chart of Sortino ratio for BAC, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.003.823.58
The chart of Omega ratio for BAC, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.56
The chart of Calmar ratio for BAC, currently valued at 1.63, compared to the broader market0.002.004.006.001.636.30
The chart of Martin ratio for BAC, currently valued at 11.14, compared to the broader market0.0010.0020.0030.0011.1419.13
BAC
JPM

The current BAC Sharpe Ratio is 2.59, which is comparable to the JPM Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of BAC and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.59
2.77
BAC
JPM

Dividends

BAC vs. JPM - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.11%, more than JPM's 1.88% yield.


TTM20232022202120202019201820172016201520142013
BAC
Bank of America Corporation
2.11%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
JPM
JPMorgan Chase & Co.
1.88%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

BAC vs. JPM - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.45%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for BAC and JPM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.62%
-0.93%
BAC
JPM

Volatility

BAC vs. JPM - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 9.45%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.45%
12.66%
BAC
JPM

Financials

BAC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Bank of America Corporation and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items