BNP.PA vs. JPM
Compare and contrast key facts about BNP Paribas SA (BNP.PA) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNP.PA or JPM.
Key characteristics
| BNP.PA | JPM | |
|---|---|---|
| YTD Return | 1.41% | 45.59% |
| 1Y Return | 12.60% | 65.38% |
| 3Y Return (Ann) | 5.86% | 16.51% |
| 5Y Return (Ann) | 8.44% | 16.67% |
| 10Y Return (Ann) | 7.24% | 18.14% |
| Sharpe Ratio | 0.50 | 2.91 |
| Sortino Ratio | 0.77 | 3.71 |
| Omega Ratio | 1.11 | 1.59 |
| Calmar Ratio | 0.75 | 6.60 |
| Martin Ratio | 1.52 | 20.08 |
| Ulcer Index | 7.72% | 3.33% |
| Daily Std Dev | 23.21% | 22.95% |
| Max Drawdown | -75.43% | -74.02% |
| Current Drawdown | -12.98% | -2.10% |
Fundamentals
| BNP.PA | JPM | |
|---|---|---|
| Market Cap | €67.09B | $674.44B |
| EPS | €8.46 | $17.99 |
| PE Ratio | 7.02 | 13.32 |
| PEG Ratio | 1.51 | 4.76 |
| Total Revenue (TTM) | €180.47B | $173.22B |
| Gross Profit (TTM) | €168.53B | $173.22B |
| EBITDA (TTM) | €5.71B | $86.50B |
Correlation
The correlation between BNP.PA and JPM is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BNP.PA vs. JPM - Performance Comparison
In the year-to-date period, BNP.PA achieves a 1.41% return, which is significantly lower than JPM's 45.59% return. Over the past 10 years, BNP.PA has underperformed JPM with an annualized return of 7.24%, while JPM has yielded a comparatively higher 18.14% 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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Risk-Adjusted Performance
BNP.PA vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.PA) 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
BNP.PA vs. JPM - Dividend Comparison
BNP.PA's dividend yield for the trailing twelve months is around 7.73%, more than JPM's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 7.73% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% | 3.05% | 2.65% |
JPM JPMorgan Chase & Co. | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
BNP.PA vs. JPM - Drawdown Comparison
The maximum BNP.PA drawdown since its inception was -75.43%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for BNP.PA and JPM. For additional features, visit the drawdowns tool.
Volatility
BNP.PA vs. JPM - Volatility Comparison
The current volatility for BNP Paribas SA (BNP.PA) is 7.80%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.51%. This indicates that BNP.PA 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
BNP.PA vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between BNP Paribas SA 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