CABK.MC vs. JPM
Compare and contrast key facts about Caixabank SA (CABK.MC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CABK.MC or JPM.
Key characteristics
| CABK.MC | JPM | |
|---|---|---|
| YTD Return | 64.58% | 42.28% |
| 1Y Return | 61.67% | 67.24% |
| 3Y Return (Ann) | 38.81% | 15.04% |
| 5Y Return (Ann) | 19.90% | 15.98% |
| 10Y Return (Ann) | 7.25% | 17.57% |
| Sharpe Ratio | 2.29 | 2.95 |
| Sortino Ratio | 2.72 | 3.76 |
| Omega Ratio | 1.39 | 1.59 |
| Calmar Ratio | 3.95 | 6.32 |
| Martin Ratio | 11.13 | 20.61 |
| Ulcer Index | 5.05% | 3.30% |
| Daily Std Dev | 24.45% | 23.04% |
| Max Drawdown | -62.36% | -74.02% |
| Current Drawdown | -2.94% | -4.32% |
Fundamentals
| CABK.MC | JPM | |
|---|---|---|
| Market Cap | €40.00B | $695.56B |
| EPS | €0.71 | $20.06 |
| PE Ratio | 7.85 | 12.32 |
| Total Revenue (TTM) | €18.86B | $173.22B |
| Gross Profit (TTM) | €18.86B | $173.22B |
| EBITDA (TTM) | €3.96B | $86.50B |
Correlation
The correlation between CABK.MC and JPM is 0.36, 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
CABK.MC vs. JPM - Performance Comparison
In the year-to-date period, CABK.MC achieves a 64.58% return, which is significantly higher than JPM's 42.28% return. Over the past 10 years, CABK.MC has underperformed JPM with an annualized return of 7.25%, while JPM has yielded a comparatively higher 17.57% 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
CABK.MC vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caixabank SA (CABK.MC) 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
CABK.MC vs. JPM - Dividend Comparison
CABK.MC's dividend yield for the trailing twelve months is around 7.80%, more than JPM's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CABK.MC Caixabank SA | 7.80% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
JPM JPMorgan Chase & Co. | 1.95% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
CABK.MC vs. JPM - Drawdown Comparison
The maximum CABK.MC drawdown since its inception was -62.36%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for CABK.MC and JPM. For additional features, visit the drawdowns tool.
Volatility
CABK.MC vs. JPM - Volatility Comparison
The current volatility for Caixabank SA (CABK.MC) is 9.13%, while JPMorgan Chase & Co. (JPM) has a volatility of 13.17%. This indicates that CABK.MC 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
CABK.MC vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Caixabank 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