CRS vs. JPM
Compare and contrast key facts about Carpenter Technology Corporation (CRS) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRS or JPM.
Key characteristics
| CRS | JPM | |
|---|---|---|
| YTD Return | 151.96% | 45.16% |
| 1Y Return | 154.33% | 66.34% |
| 3Y Return (Ann) | 76.14% | 16.32% |
| 5Y Return (Ann) | 30.08% | 16.61% |
| 10Y Return (Ann) | 15.32% | 18.13% |
| Sharpe Ratio | 3.72 | 3.02 |
| Sortino Ratio | 4.15 | 3.82 |
| Omega Ratio | 1.53 | 1.61 |
| Calmar Ratio | 8.09 | 6.85 |
| Martin Ratio | 22.74 | 20.86 |
| Ulcer Index | 7.07% | 3.33% |
| Daily Std Dev | 43.25% | 23.01% |
| Max Drawdown | -84.68% | -74.02% |
| Current Drawdown | -1.07% | -2.39% |
Fundamentals
| CRS | JPM | |
|---|---|---|
| Market Cap | $8.91B | $674.44B |
| EPS | $4.44 | $17.99 |
| PE Ratio | 39.80 | 13.32 |
| PEG Ratio | 1.59 | 4.76 |
| Total Revenue (TTM) | $2.83B | $173.22B |
| Gross Profit (TTM) | $642.50M | $173.22B |
| EBITDA (TTM) | $543.70M | $86.50B |
Correlation
The correlation between CRS and JPM is 0.35, 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.
Performance
CRS vs. JPM - Performance Comparison
In the year-to-date period, CRS achieves a 151.96% return, which is significantly higher than JPM's 45.16% return. Over the past 10 years, CRS has underperformed JPM with an annualized return of 15.32%, while JPM has yielded a comparatively higher 18.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CRS vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carpenter Technology Corporation (CRS) 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.
Dividends
CRS vs. JPM - Dividend Comparison
CRS's dividend yield for the trailing twelve months is around 0.45%, less than JPM's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 0.45% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% | 1.16% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
CRS vs. JPM - Drawdown Comparison
The maximum CRS drawdown since its inception was -84.68%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for CRS and JPM. For additional features, visit the drawdowns tool.
Volatility
CRS vs. JPM - Volatility Comparison
Carpenter Technology Corporation (CRS) has a higher volatility of 15.86% compared to JPMorgan Chase & Co. (JPM) at 12.51%. This indicates that CRS'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.
Financials
CRS vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Carpenter Technology Corporation 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