CMC.DE vs. BAC
CMC.DE (JPMorgan Chase & Co) and BAC (Bank of America Corporation) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 5 years, CMC.DE returned 17.05%/yr vs 7.37%/yr for BAC. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
CMC.DE vs. BAC - Performance Comparison
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Different Trading Currencies
CMC.DE is traded in EUR, while BAC is traded in USD. To make them comparable, the BAC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CMC.DE achieves a -2.54% return, which is significantly higher than BAC's -3.04% return.
CMC.DE
- 1D
- 4.35%
- 1M
- 0.96%
- YTD
- -2.54%
- 6M
- -0.75%
- 1Y
- 17.07%
- 3Y*
- 29.90%
- 5Y*
- 17.05%
- 10Y*
- —
BAC
- 1D
- 0.00%
- 1M
- -0.64%
- YTD
- -3.04%
- 6M
- -1.88%
- 1Y
- 18.82%
- 3Y*
- 22.03%
- 5Y*
- 7.37%
- 10Y*
- 15.94%
CMC.DE vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CMC.DE JPMorgan Chase & Co | -2.54% | 22.97% | 51.62% | 27.30% | -8.93% | 39.61% | -15.13% | 5.86% |
BAC Bank of America Corporation | 0.18% | 12.85% | 42.69% | 1.68% | -19.10% | 60.80% | -18.92% | 6.23% |
Correlation
The correlation between CMC.DE and BAC is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.60 |
The correlation between CMC.DE and BAC has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
CMC.DE vs. BAC — Risk / Return Rank
CMC.DE
BAC
CMC.DE vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co (CMC.DE) and Bank of America Corporation (BAC). 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.
| CMC.DE | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.13 | +0.06 |
| Martin ratioReturn relative to average drawdown | 2.69 | 2.76 | -0.07 |
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
| CMC.DE | BAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.87 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.28 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.07 | +0.49 |
Drawdowns
CMC.DE vs. BAC - Drawdown Comparison
The maximum CMC.DE drawdown since its inception was -41.77%, smaller than the maximum BAC drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for CMC.DE and BAC.
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Drawdown Indicators
| CMC.DE | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.77% | -92.32% | +50.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -16.68% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -27.86% | -31.34% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -42.40% | +14.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.51% | — |
Current DrawdownCurrent decline from peak | -5.98% | -7.31% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -39.53% | +29.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 6.84% | -0.50% |
Volatility
CMC.DE vs. BAC - Volatility Comparison
JPMorgan Chase & Co (CMC.DE) has a higher volatility of 7.10% compared to Bank of America Corporation (BAC) at 5.97%. This indicates that CMC.DE's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMC.DE | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 5.97% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 15.92% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 21.75% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 26.66% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 31.11% | -2.43% |
Dividends
CMC.DE vs. BAC - Dividend Comparison
CMC.DE's dividend yield for the trailing twelve months is around 1.63%, less than BAC's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.03% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
CMC.DE JPMorgan Chase & Co | 1.63% | 1.54% | 1.59% | 2.12% | 2.63% | 1.91% | 2.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CMC.DE vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co and Bank of America Corporation. 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
Frequently Asked Questions
CMC.DE and BAC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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