CFG vs. JPM
CFG (Citizens Financial Group, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — CFG in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, CFG returned 14.47%/yr vs 19.77%/yr for JPM. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
CFG vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, CFG achieves a 6.84% return, which is significantly higher than JPM's -5.73% return. Over the past 10 years, CFG has underperformed JPM with an annualized return of 14.47%, while JPM has yielded a comparatively higher 19.77% annualized return.
CFG
- 1D
- -1.25%
- 1M
- -3.19%
- YTD
- 6.84%
- 6M
- 12.08%
- 1Y
- 55.57%
- 3Y*
- 35.98%
- 5Y*
- 8.70%
- 10Y*
- 14.47%
JPM
- 1D
- -0.04%
- 1M
- -2.21%
- YTD
- -5.73%
- 6M
- -2.68%
- 1Y
- 15.18%
- 3Y*
- 31.87%
- 5Y*
- 15.45%
- 10Y*
- 19.77%
CFG vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFG Citizens Financial Group, Inc. | 6.84% | 38.60% | 38.01% | -11.01% | -13.37% | 37.02% | -6.73% | 41.84% | -27.44% | 19.91% |
JPM JPMorgan Chase & Co. | -5.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between CFG and JPM is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2014 | 0.74 |
The correlation between CFG and JPM shifts across timeframes, from 0.63 (1 year) to 0.75 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CFG:
$26.45B
JPM:
$840.48B
CFG:
$4.55
JPM:
$21.08
CFG:
13.53
JPM:
14.27
CFG:
2.37
JPM:
2.95
CFG:
1.10
JPM:
2.44
CFG:
$11.28B
JPM:
$285.09B
CFG:
$8.02B
JPM:
$173.52B
CFG:
$2.75B
JPM:
$81.46B
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Return for Risk
CFG vs. JPM — Risk / Return Rank
CFG
JPM
CFG vs. JPM - Risk-Adjusted Trends 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.
| CFG | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 0.99 | +2.06 |
| Martin ratioReturn relative to average drawdown | 9.42 | 2.36 | +7.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFG | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.71 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.64 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.72 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.34 | +0.01 |
Drawdowns
CFG vs. JPM - Drawdown Comparison
The maximum CFG drawdown since its inception was -65.60%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for CFG and JPM.
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Drawdown Indicators
| CFG | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -76.16% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -15.47% | -2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -29.08% | -24.42% | -4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -56.19% | -38.77% | -17.42% |
Max Drawdown (10Y)Largest decline over 10 years | -65.60% | -43.63% | -21.97% |
Current DrawdownCurrent decline from peak | -9.02% | -9.63% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -17.95% | -17.62% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 6.46% | -0.54% |
Volatility
CFG vs. JPM - Volatility Comparison
Citizens Financial Group, Inc. (CFG) has a higher volatility of 7.07% compared to JPMorgan Chase & Co. (JPM) at 6.39%. 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.
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Volatility by Period
| CFG | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 6.39% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 18.95% | 17.16% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.11% | 21.41% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.02% | 24.41% | +9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.19% | 27.37% | +10.82% |
Dividends
CFG vs. JPM - Dividend Comparison
CFG's dividend yield for the trailing twelve months is around 2.93%, more than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFG Citizens Financial Group, Inc. | 2.93% | 2.94% | 3.84% | 5.07% | 4.11% | 3.30% | 4.36% | 3.35% | 3.30% | 1.52% | 1.29% | 1.53% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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
CFG vs. JPM - Profitability Comparison
CFG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citizens Financial Group, Inc. reported a gross profit of 2.03B and revenue of 3.03B. Therefore, the gross margin over that period was 67.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
CFG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citizens Financial Group, Inc. reported an operating income of 650.00M and revenue of 3.03B, resulting in an operating margin of 21.5%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
CFG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citizens Financial Group, Inc. reported a net income of 517.00M and revenue of 3.03B, resulting in a net margin of 17.1%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
CFG and JPM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFG has higher volatility (7.07%) compared to JPM (6.39%). In terms of maximum drawdown, CFG dropped -65.60% vs JPM's -76.16%.
CFG currently has the higher Sharpe Ratio (2.14 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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