CMC.DE vs. TRVC.DE
CMC.DE (JPMorgan Chase & Co) and TRVC.DE (Citigroup Inc) 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 15.70%/yr for TRVC.DE. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
CMC.DE vs. TRVC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CMC.DE achieves a -2.54% return, which is significantly lower than TRVC.DE's 15.86% 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*
- —
TRVC.DE
- 1D
- 4.10%
- 1M
- 5.70%
- YTD
- 15.86%
- 6M
- 25.81%
- 1Y
- 75.54%
- 3Y*
- 42.83%
- 5Y*
- 15.70%
- 10Y*
- 13.59%
CMC.DE vs. TRVC.DE - 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% |
TRVC.DE Citigroup Inc | 15.86% | 52.97% | 49.52% | 14.82% | -18.59% | 10.39% | -27.32% | 9.60% |
Correlation
The correlation between CMC.DE and TRVC.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.73 |
The correlation between CMC.DE and TRVC.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
CMC.DE vs. TRVC.DE — Risk / Return Rank
CMC.DE
TRVC.DE
CMC.DE vs. TRVC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co (CMC.DE) and Citigroup Inc (TRVC.DE). 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 | TRVC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 5.15 | -3.95 |
| Martin ratioReturn relative to average drawdown | 2.69 | 15.67 | -12.98 |
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 | TRVC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 2.62 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.52 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -0.07 | +0.62 |
Drawdowns
CMC.DE vs. TRVC.DE - Drawdown Comparison
The maximum CMC.DE drawdown since its inception was -41.77%, smaller than the maximum TRVC.DE drawdown of -98.67%. Use the drawdown chart below to compare losses from any high point for CMC.DE and TRVC.DE.
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Drawdown Indicators
| CMC.DE | TRVC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.77% | -98.67% | +56.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -14.99% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -27.86% | -36.04% | +8.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -39.53% | +11.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.55% | — |
Current DrawdownCurrent decline from peak | -5.98% | -75.65% | +69.67% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -75.20% | +64.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 4.88% | +1.46% |
Volatility
CMC.DE vs. TRVC.DE - Volatility Comparison
The current volatility for JPMorgan Chase & Co (CMC.DE) is 7.10%, while Citigroup Inc (TRVC.DE) has a volatility of 8.13%. This indicates that CMC.DE experiences smaller price fluctuations and is considered to be less risky than TRVC.DE 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 | TRVC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 8.13% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 22.85% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 29.47% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 29.80% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 32.02% | -3.34% |
Dividends
CMC.DE vs. TRVC.DE - Dividend Comparison
CMC.DE's dividend yield for the trailing twelve months is around 1.63%, more than TRVC.DE's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRVC.DE Citigroup Inc | 1.53% | 1.77% | 2.56% | 3.53% | 3.96% | 2.76% | 3.96% | 0.55% | 0.48% | 1.15% | 0.57% | 0.26% |
Financials
CMC.DE vs. TRVC.DE - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co and Citigroup Inc. 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 TRVC.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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