PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COLB vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

COLB vs. JPM - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
1,394.68%
5,331.30%
COLB
JPM

Returns By Period

In the year-to-date period, COLB achieves a 22.13% return, which is significantly lower than JPM's 47.66% return. Over the past 10 years, COLB has underperformed JPM with an annualized return of 5.33%, while JPM has yielded a comparatively higher 18.28% annualized return.


COLB

YTD

22.13%

1M

12.37%

6M

56.42%

1Y

45.38%

5Y (annualized)

-0.56%

10Y (annualized)

5.33%

JPM

YTD

47.66%

1M

9.69%

6M

21.19%

1Y

65.84%

5Y (annualized)

16.99%

10Y (annualized)

18.28%

Fundamentals


COLBJPM
Market Cap$6.60B$674.44B
EPS$2.31$17.99
PE Ratio13.5813.32
PEG Ratio2.264.76
Total Revenue (TTM)$3.00B$173.22B
Gross Profit (TTM)$2.84B$173.22B
EBITDA (TTM)$247.81M$86.50B

Key characteristics


COLBJPM
Sharpe Ratio1.042.95
Sortino Ratio1.563.75
Omega Ratio1.231.59
Calmar Ratio0.746.69
Martin Ratio2.1020.34
Ulcer Index21.27%3.33%
Daily Std Dev42.99%22.97%
Max Drawdown-85.94%-74.02%
Current Drawdown-27.03%-0.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between COLB and JPM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

COLB vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Banking System, Inc. (COLB) 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.


Sharpe ratio
The chart of Sharpe ratio for COLB, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.042.95
The chart of Sortino ratio for COLB, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.563.75
The chart of Omega ratio for COLB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.59
The chart of Calmar ratio for COLB, currently valued at 0.74, compared to the broader market0.002.004.006.000.746.69
The chart of Martin ratio for COLB, currently valued at 2.10, compared to the broader market0.0010.0020.0030.002.1020.34
COLB
JPM

The current COLB Sharpe Ratio is 1.04, which is lower than the JPM Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of COLB 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.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.04
2.95
COLB
JPM

Dividends

COLB vs. JPM - Dividend Comparison

COLB's dividend yield for the trailing twelve months is around 4.66%, more than JPM's 1.88% yield.


TTM20232022202120202019201820172016201520142013
COLB
Columbia Banking System, Inc.
4.66%5.17%3.98%3.48%3.73%3.44%3.14%2.03%3.42%4.68%3.40%1.49%
JPM
JPMorgan Chase & Co.
1.88%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

COLB vs. JPM - Drawdown Comparison

The maximum COLB drawdown since its inception was -85.94%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for COLB and JPM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.03%
-0.71%
COLB
JPM

Volatility

COLB vs. JPM - Volatility Comparison

Columbia Banking System, Inc. (COLB) has a higher volatility of 15.26% compared to JPMorgan Chase & Co. (JPM) at 12.56%. This indicates that COLB'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
15.26%
12.56%
COLB
JPM

Financials

COLB vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Columbia Banking System, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items