BK vs. JPM
Compare and contrast key facts about The Bank of New York Mellon Corporation (BK) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BK or JPM.
Performance
BK vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, BK achieves a 55.95% return, which is significantly higher than JPM's 47.33% return. Over the past 10 years, BK has underperformed JPM with an annualized return of 9.76%, while JPM has yielded a comparatively higher 18.17% annualized return.
BK
55.95%
3.91%
37.09%
71.91%
13.57%
9.76%
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
Fundamentals
| BK | JPM | |
|---|---|---|
| Market Cap | $57.35B | $684.38B |
| EPS | $4.47 | $17.82 |
| PE Ratio | 17.65 | 13.51 |
| PEG Ratio | 0.71 | 4.84 |
| Total Revenue (TTM) | $17.95B | $173.22B |
| Gross Profit (TTM) | $17.86B | $169.52B |
| EBITDA (TTM) | $6.74B | $118.87B |
Key characteristics
| BK | JPM | |
|---|---|---|
| Sharpe Ratio | 4.18 | 2.77 |
| Sortino Ratio | 5.40 | 3.58 |
| Omega Ratio | 1.72 | 1.56 |
| Calmar Ratio | 3.39 | 6.30 |
| Martin Ratio | 42.42 | 19.13 |
| Ulcer Index | 1.72% | 3.34% |
| Daily Std Dev | 17.45% | 23.04% |
| Max Drawdown | -72.42% | -74.02% |
| Current Drawdown | 0.00% | -0.93% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BK and JPM is 0.61, 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
BK vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) 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
BK vs. JPM - Dividend Comparison
BK's dividend yield for the trailing twelve months is around 2.26%, more than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BK The Bank of New York Mellon Corporation | 2.26% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
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
BK vs. JPM - Drawdown Comparison
The maximum BK drawdown since its inception was -72.42%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for BK and JPM. For additional features, visit the drawdowns tool.
Volatility
BK vs. JPM - Volatility Comparison
The current volatility for The Bank of New York Mellon Corporation (BK) is 5.41%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. This indicates that BK 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
BK vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon 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