BLK vs. JPM
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
| BLK | JPM | |
|---|---|---|
| YTD Return | -3.08% | 6.35% |
| 1Y Return | 2.21% | 9.98% |
| 5Y Return (Ann) | 7.58% | 8.53% |
| 10Y Return (Ann) | 12.25% | 13.16% |
| Sharpe Ratio | 0.19 | 0.43 |
| Daily Std Dev | 33.61% | 27.49% |
| Max Drawdown | -60.36% | -74.02% |
Fundamentals
| BLK | JPM | |
|---|---|---|
| Market Cap | $100.17B | $410.49B |
| EPS | $32.24 | $13.57 |
| PE Ratio | 20.75 | 10.35 |
| PEG Ratio | 13.91 | 1.17 |
| Revenue (TTM) | $17.42B | $129.13B |
| Gross Profit (TTM) | $8.79B | $122.31B |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BLK BlackRock, Inc. | 0.19 | ||||
JPM JPMorgan Chase & Co. | 0.43 |
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
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.