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

Correlation

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.


-0.50.00.51.00.7

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.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,039.75%
10,628.32%
BAC
JPM

Key characteristics

Sharpe Ratio

BAC:

1.64

JPM:

1.97

Sortino Ratio

BAC:

2.50

JPM:

2.70

Omega Ratio

BAC:

1.30

JPM:

1.40

Calmar Ratio

BAC:

1.16

JPM:

4.55

Martin Ratio

BAC:

6.69

JPM:

13.24

Ulcer Index

BAC:

5.58%

JPM:

3.48%

Daily Std Dev

BAC:

22.71%

JPM:

23.42%

Max Drawdown

BAC:

-93.45%

JPM:

-74.02%

Current Drawdown

BAC:

-7.02%

JPM:

-5.07%

Fundamentals

Market Cap

BAC:

$345.66B

JPM:

$671.06B

EPS

BAC:

$2.76

JPM:

$17.99

PE Ratio

BAC:

16.32

JPM:

13.25

PEG Ratio

BAC:

2.00

JPM:

4.74

Total Revenue (TTM)

BAC:

$97.40B

JPM:

$170.11B

Gross Profit (TTM)

BAC:

$58.68B

JPM:

$169.52B

EBITDA (TTM)

BAC:

$42.54B

JPM:

$118.87B

Returns By Period

In the year-to-date period, BAC achieves a 34.52% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, BAC has underperformed JPM with an annualized return of 11.77%, while JPM has yielded a comparatively higher 17.53% annualized return.


BAC

YTD

34.52%

1M

-3.57%

6M

13.21%

1Y

36.43%

5Y*

7.44%

10Y*

11.77%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 1.64, compared to the broader market-4.00-2.000.002.001.641.97
The chart of Sortino ratio for BAC, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.002.502.70
The chart of Omega ratio for BAC, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.40
The chart of Calmar ratio for BAC, currently valued at 1.16, compared to the broader market0.002.004.006.001.164.55
The chart of Martin ratio for BAC, currently valued at 6.69, compared to the broader market-5.000.005.0010.0015.0020.0025.006.6913.24
BAC
JPM

The current BAC Sharpe Ratio is 1.64, which is comparable to the JPM Sharpe Ratio of 1.97. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.64
1.97
BAC
JPM

Dividends

BAC vs. JPM - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.26%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
BAC
Bank of America Corporation
2.26%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.
1.94%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%JulyAugustSeptemberOctoberNovemberDecember
-7.02%
-5.07%
BAC
JPM

Volatility

BAC vs. JPM - Volatility Comparison

Bank of America Corporation (BAC) and JPMorgan Chase & Co. (JPM) have volatilities of 5.47% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
5.60%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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