CFG vs. JPM

Last updated Apr 1, 2026

Compare and contrast key facts about Citizens Financial Group, Inc. (CFG) and JPMorgan Chase & Co. (JPM).

Performance

CFG vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citizens Financial Group, Inc. (CFG) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

CFG vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CFG Citizens Financial Group, Inc.	3.39%	38.60%	38.01%	-11.01%	-13.37%	37.02%	-6.73%	41.84%	-27.44%	19.91%
JPM JPMorgan Chase & Co.	-8.30%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Fundamentals

Market Cap CFG : $26.12B JPM : $821.79B
EPS CFG : $4.20 JPM : $20.42
PE Ratio CFG : 14.27 JPM : 14.41
PS Ratio CFG : 2.34 JPM : 3.20
PB Ratio CFG : 1.08 JPM : 2.40
Total Revenue (TTM) CFG : $11.15B JPM : $256.52B
Gross Profit (TTM) CFG : $7.78B JPM : $168.20B
EBITDA (TTM) CFG : $2.69B JPM : $78.84B

Returns By Period

In the year-to-date period, CFG achieves a 3.39% return, which is significantly higher than JPM's -8.30% return. Over the past 10 years, CFG has underperformed JPM with an annualized return of 15.08%, while JPM has yielded a comparatively higher 20.45% annualized return.

CFG

• 1D: 4.39%
• 1M: -0.37%
• YTD: 3.39%
• 6M: 14.63%
• 1Y: 51.73%
• 3Y*: 31.22%
• 5Y*: 10.47%
• 10Y*: 15.08%

JPM

• 1D: 3.66%
• 1M: -2.04%
• YTD: -8.30%
• 6M: -5.87%
• 1Y: 22.38%
• 3Y*: 34.32%
• 5Y*: 16.79%
• 10Y*: 20.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CFG vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFG

CFG Risk / Return Rank: 84
CFG Sharpe Ratio Rank: 86
CFG Sortino Ratio Rank: 79
CFG Omega Ratio Rank: 84
CFG Calmar Ratio Rank: 86
CFG Martin Ratio Rank: 86

JPM

JPM Risk / Return Rank: 70
JPM Sharpe Ratio Rank: 73
JPM Sortino Ratio Rank: 64
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 73
JPM Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	1.59	0.89	+0.70
Sortino ratio Return per unit of downside risk	2.03	1.28	+0.75
Omega ratio Gain probability vs. loss probability	1.31	1.18	+0.13
Calmar ratio Return relative to maximum drawdown	2.97	1.53	+1.45
Martin ratio Return relative to average drawdown	8.29	4.16	+4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFG vs. JPM - Sharpe Ratio Comparison

The current CFG Sharpe Ratio is 1.59, which is higher than the JPM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CFG and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CFG	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	0.89	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.69	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.75	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.34	0.00

Correlation

The correlation between CFG and JPM is 0.74, 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.

Dividends

CFG vs. JPM - Dividend Comparison

CFG's dividend yield for the trailing twelve months is around 2.93%, more than JPM's 1.97% yield.

	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.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%

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.

Drawdown Indicators

	CFG	JPM	Difference
Max Drawdown Largest 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 (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 Drawdown Current decline from peak	-11.96%	-12.09%	+0.13%
Average Drawdown Average peak-to-trough decline	-18.12%	-17.66%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.57%	5.67%	+0.90%

Volatility

CFG vs. JPM - Volatility Comparison

Citizens Financial Group, Inc. (CFG) has a higher volatility of 8.03% compared to JPMorgan Chase & Co. (JPM) at 6.34%. 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.

Volatility by Period

	CFG	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.03%	6.34%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	20.85%	17.19%	+3.66%
Volatility (1Y) Calculated over the trailing 1-year period	32.80%	25.25%	+7.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.14%	24.34%	+9.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.28%	27.38%	+10.90%

Financials

CFG vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Citizens Financial Group, Inc. and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported a gross profit of 2.16B and revenue of 2.16B. Therefore, the gross margin over that period was 100.0%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a gross profit of 41.14B and revenue of 45.80B. Therefore, the gross margin over that period was 89.8%.

CFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported an operating income of 677.00M and revenue of 2.16B, resulting in an operating margin of 31.4%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported an operating income of 17.16B and revenue of 45.80B, resulting in an operating margin of 37.5%.

CFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Citizens Financial Group, Inc. reported a net income of 528.00M and revenue of 2.16B, resulting in a net margin of 24.5%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a net income of 13.03B and revenue of 45.80B, resulting in a net margin of 28.4%.