BAC vs. JPM
Compare and contrast key facts about Bank of America Corporation (BAC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAC or JPM.
Performance
BAC vs. JPM - Performance Comparison
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
40.71%
9.83%
20.11%
61.18%
9.68%
12.79%
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
Fundamentals
BAC | JPM | |
---|---|---|
Market Cap | $356.48B | $684.38B |
EPS | $2.76 | $17.82 |
PE Ratio | 16.83 | 13.51 |
PEG Ratio | 2.06 | 4.84 |
Total Revenue (TTM) | $97.40B | $173.22B |
Gross Profit (TTM) | $58.68B | $169.52B |
EBITDA (TTM) | $42.54B | $118.87B |
Key characteristics
BAC | JPM | |
---|---|---|
Sharpe Ratio | 2.59 | 2.77 |
Sortino Ratio | 3.82 | 3.58 |
Omega Ratio | 1.46 | 1.56 |
Calmar Ratio | 1.63 | 6.30 |
Martin Ratio | 11.14 | 19.13 |
Ulcer Index | 5.47% | 3.34% |
Daily Std Dev | 23.53% | 23.04% |
Max Drawdown | -93.45% | -74.02% |
Current Drawdown | -0.62% | -0.93% |
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities