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BLK vs. JPM

Last updated Jun 3, 2023

Compare and contrast key facts about BlackRock, Inc. (BLK) and JPMorgan Chase & Co. (JPM).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLK or JPM.

Key characteristics


BLKJPM
YTD Return-3.08%6.35%
1Y Return2.21%9.98%
5Y Return (Ann)7.58%8.53%
10Y Return (Ann)12.25%13.16%
Sharpe Ratio0.190.43
Daily Std Dev33.61%27.49%
Max Drawdown-60.36%-74.02%

Fundamentals


BLKJPM
Market Cap$100.17B$410.49B
EPS$32.24$13.57
PE Ratio20.7510.35
PEG Ratio13.911.17
Revenue (TTM)$17.42B$129.13B
Gross Profit (TTM)$8.79B$122.31B

Correlation

0.51
-1.001.00

The correlation between BLK and JPM is 0.51, 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.

BLK vs. JPM - Performance Comparison

In the year-to-date period, BLK achieves a -3.08% return, which is significantly lower than JPM's 6.35% return. Over the past 10 years, BLK has underperformed JPM with an annualized return of 12.25%, while JPM has yielded a comparatively higher 13.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
-2.98%
8.56%
BLK
JPM

Compare stocks, funds, or ETFs


BlackRock, Inc.

JPMorgan Chase & Co.

BLK vs. JPM - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 3.60%, less than JPM's 4.27% yield.


TTM20222021202020192018201720162015201420132012
BLK
BlackRock, Inc.
3.60%2.77%1.87%2.13%2.84%3.42%2.23%2.82%3.08%2.66%2.68%3.76%
JPM
JPMorgan Chase & Co.
4.27%3.03%2.45%3.04%2.63%2.91%2.24%2.56%3.14%3.16%3.03%3.50%

BLK vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLK
BlackRock, Inc.
0.19
JPM
JPMorgan Chase & Co.
0.43

BLK vs. JPM - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 0.19, which is lower than the JPM Sharpe Ratio of 0.43. The chart below compares the 12-month rolling Sharpe Ratio of BLK and JPM.


-0.500.000.502023FebruaryMarchAprilMayJune
0.19
0.43
BLK
JPM

BLK vs. JPM - Drawdown Comparison

The maximum BLK drawdown for the period was -32.97%, lower than the maximum JPM drawdown of -24.44%. The drawdown chart below compares losses from any high point along the way for BLK and JPM


-30.00%-25.00%-20.00%-15.00%2023FebruaryMarchAprilMayJune
-26.96%
-14.36%
BLK
JPM

BLK vs. JPM - Volatility Comparison

BlackRock, Inc. (BLK) has a higher volatility of 7.11% compared to JPMorgan Chase & Co. (JPM) at 5.53%. This indicates that BLK's price experiences larger fluctuations and is considered to be riskier 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%16.00%2023FebruaryMarchAprilMayJune
7.11%
5.53%
BLK
JPM