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DB vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DB and JPM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DB vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Bank Aktiengesellschaft (DB) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1.99%
1,337.85%
DB
JPM

Key characteristics

Sharpe Ratio

DB:

1.93

JPM:

1.21

Sortino Ratio

DB:

2.58

JPM:

1.76

Omega Ratio

DB:

1.36

JPM:

1.26

Calmar Ratio

DB:

0.86

JPM:

1.42

Martin Ratio

DB:

12.33

JPM:

4.86

Ulcer Index

DB:

5.83%

JPM:

7.15%

Daily Std Dev

DB:

37.33%

JPM:

28.66%

Max Drawdown

DB:

-94.18%

JPM:

-74.02%

Current Drawdown

DB:

-69.12%

JPM:

-9.25%

Fundamentals

Market Cap

DB:

$52.51B

JPM:

$679.82B

EPS

DB:

$1.56

JPM:

$20.38

PE Ratio

DB:

16.92

JPM:

12.00

PEG Ratio

DB:

3.43

JPM:

6.68

PS Ratio

DB:

1.80

JPM:

4.07

PB Ratio

DB:

0.59

JPM:

2.05

Total Revenue (TTM)

DB:

$31.90B

JPM:

$204.37B

Gross Profit (TTM)

DB:

$39.98B

JPM:

$180.79B

EBITDA (TTM)

DB:

$11.92B

JPM:

$100.17B

Returns By Period

In the year-to-date period, DB achieves a 57.18% return, which is significantly higher than JPM's 6.54% return. Over the past 10 years, DB has underperformed JPM with an annualized return of 1.01%, while JPM has yielded a comparatively higher 17.88% annualized return.


DB

YTD

57.18%

1M

10.11%

6M

57.18%

1Y

70.39%

5Y*

32.46%

10Y*

1.01%

JPM

YTD

6.54%

1M

3.35%

6M

14.55%

1Y

34.80%

5Y*

25.56%

10Y*

17.88%

*Annualized

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Risk-Adjusted Performance

DB vs. JPM — Risk-Adjusted Performance Rank

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

DB
The Risk-Adjusted Performance Rank of DB is 9191
Overall Rank
The Sharpe Ratio Rank of DB is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DB is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DB is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DB is 9696
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8686
Overall Rank
The Sharpe Ratio Rank of JPM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DB vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) 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.


The chart of Sharpe ratio for DB, currently valued at 1.93, compared to the broader market-2.00-1.000.001.002.003.00
DB: 1.93
JPM: 1.21
The chart of Sortino ratio for DB, currently valued at 2.58, compared to the broader market-6.00-4.00-2.000.002.004.00
DB: 2.58
JPM: 1.76
The chart of Omega ratio for DB, currently valued at 1.36, compared to the broader market0.501.001.502.00
DB: 1.36
JPM: 1.26
The chart of Calmar ratio for DB, currently valued at 0.86, compared to the broader market0.001.002.003.004.005.00
DB: 0.86
JPM: 1.42
The chart of Martin ratio for DB, currently valued at 12.33, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
DB: 12.33
JPM: 4.86

The current DB Sharpe Ratio is 1.93, which is higher than the JPM Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DB 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 Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.93
1.21
DB
JPM

Dividends

DB vs. JPM - Dividend Comparison

DB's dividend yield for the trailing twelve months is around 1.82%, less than JPM's 2.00% yield.


TTM20242023202220212020201920182017201620152014
DB
Deutsche Bank Aktiengesellschaft
1.82%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.11%0.00%3.45%3.26%
JPM
JPMorgan Chase & Co.
2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

DB vs. JPM - Drawdown Comparison

The maximum DB drawdown since its inception was -94.18%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for DB and JPM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-69.12%
-9.25%
DB
JPM

Volatility

DB vs. JPM - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 20.14% compared to JPMorgan Chase & Co. (JPM) at 15.55%. This indicates that DB'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.14%
15.55%
DB
JPM

Financials

DB vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Bank Aktiengesellschaft 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
7.19B
68.89B
(DB) Total Revenue
(JPM) Total Revenue
Values in USD except per share items