CFG vs. JPM
Compare and contrast key facts about Citizens Financial Group, Inc. (CFG) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFG or JPM.
Key characteristics
| CFG | JPM | |
|---|---|---|
| YTD Return | 46.90% | 45.59% |
| 1Y Return | 78.20% | 65.38% |
| 3Y Return (Ann) | 2.33% | 16.51% |
| 5Y Return (Ann) | 9.14% | 16.67% |
| 10Y Return (Ann) | 10.66% | 18.14% |
| Sharpe Ratio | 2.54 | 2.91 |
| Sortino Ratio | 3.52 | 3.71 |
| Omega Ratio | 1.44 | 1.59 |
| Calmar Ratio | 1.71 | 6.60 |
| Martin Ratio | 17.06 | 20.08 |
| Ulcer Index | 4.88% | 3.33% |
| Daily Std Dev | 32.77% | 22.95% |
| Max Drawdown | -65.60% | -74.02% |
| Current Drawdown | -5.03% | -2.10% |
Fundamentals
| CFG | JPM | |
|---|---|---|
| Market Cap | $20.48B | $674.44B |
| EPS | $2.55 | $17.99 |
| PE Ratio | 18.23 | 13.32 |
| PEG Ratio | 0.26 | 4.76 |
| Total Revenue (TTM) | $11.37B | $173.22B |
| Gross Profit (TTM) | $11.31B | $173.22B |
| EBITDA (TTM) | $688.00M | $86.50B |
Correlation
The correlation between CFG and JPM is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CFG vs. JPM - Performance Comparison
The year-to-date returns for both stocks are quite close, with CFG having a 46.90% return and JPM slightly lower at 45.59%. Over the past 10 years, CFG has underperformed JPM with an annualized return of 10.66%, 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
CFG vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Citizens Financial Group, Inc. (CFG) 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
CFG vs. JPM - Dividend Comparison
CFG's dividend yield for the trailing twelve months is around 3.61%, more than JPM's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFG Citizens Financial Group, Inc. | 3.61% | 5.07% | 4.11% | 3.30% | 4.36% | 3.35% | 3.30% | 1.52% | 1.29% | 1.53% | 0.40% | 0.00% |
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
CFG vs. JPM - Drawdown Comparison
The maximum CFG drawdown since its inception was -65.60%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for CFG and JPM. For additional features, visit the drawdowns tool.
Volatility
CFG vs. JPM - Volatility Comparison
Citizens Financial Group, Inc. (CFG) has a higher volatility of 15.77% compared to JPMorgan Chase & Co. (JPM) at 12.51%. This indicates that CFG'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.
Financials
CFG vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Citizens Financial Group, Inc. 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