DBSDY vs. JPM
DBSDY (DBS Group Holdings Ltd ADR) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — DBSDY in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, DBSDY returned 25.24%/yr vs 21.80%/yr for JPM. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
DBSDY vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, DBSDY achieves a 34.36% return, which is significantly higher than JPM's 10.73% return. Over the past 10 years, DBSDY has outperformed JPM with an annualized return of 25.24%, while JPM has yielded a comparatively lower 21.80% annualized return.
DBSDY
- 1D
- -1.15%
- 1M
- 11.82%
- 6M
- 26.65%
- YTD
- 34.36%
- 1Y
- 64.09%
- 3Y*
- 42.70%
- 5Y*
- 29.69%
- 10Y*
- 25.24%
- ALL TIME*
- 11.96%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.25M | $6.69M | $7.23M | |
| $2.69B | $3.19B | $3.04B |
DBSDY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 34.36% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 18.17% | -0.93% | 63.53% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between DBSDY and JPM is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.36 |
The correlation between DBSDY and JPM shifts across timeframes, from 0.23 (3 years) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DBSDY:
$163.97B
JPM:
$942.62B
DBSDY:
SGD 15.45
JPM:
$23.29
DBSDY:
19.17
JPM:
15.10
DBSDY:
1.44
JPM:
1.67
DBSDY:
5.75
JPM:
3.30
DBSDY:
3.05
JPM:
2.78
DBSDY:
SGD 36.59B
JPM:
$297.63B
DBSDY:
SGD 36.40B
JPM:
$186.33B
DBSDY:
SGD 13.46B
JPM:
$90.84B
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Return for Risk
DBSDY vs. JPM — Risk / Return Rank
DBSDY
JPM
DBSDY vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBSDY | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.07 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.17 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 6.82 | 1.36 | +5.46 |
| Martin ratioReturn relative to average drawdown | 20.58 | 3.24 | +17.34 |
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Drawdowns
DBSDY vs. JPM - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -74.39%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for DBSDY and JPM.
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Drawdown Indicators
| DBSDY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -76.16% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -15.47% | +6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -24.42% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -38.77% | +16.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -43.63% | -0.31% |
Current DrawdownCurrent decline from peak | -1.15% | -1.54% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -17.56% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 6.51% | -3.38% |
Volatility
DBSDY vs. JPM - Volatility Comparison
The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 5.05%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.60%. This indicates that DBSDY experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSDY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 6.60% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 16.70% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 22.50% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 24.46% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 27.33% | -5.71% |
Dividends
DBSDY vs. JPM - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 3.60%, more than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 3.60% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
DBSDY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between DBS Group Holdings Ltd ADR 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
DBSDY vs. JPM - Profitability Comparison
DBSDY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, DBS Group Holdings Ltd ADR reported a gross profit of 5.76B and revenue of 5.95B. Therefore, the gross margin over that period was 96.8%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
DBSDY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, DBS Group Holdings Ltd ADR reported an operating income of 5.76B and revenue of 5.95B, resulting in an operating margin of 96.8%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
DBSDY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, DBS Group Holdings Ltd ADR reported a net income of 2.93B and revenue of 5.95B, resulting in a net margin of 49.3%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
DBSDY and JPM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.60%) compared to DBSDY (5.05%). In terms of maximum drawdown, DBSDY dropped -74.39% vs JPM's -76.16%.
DBSDY currently has the higher Sharpe Ratio (3.82 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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