DFS vs. JPM
Compare and contrast key facts about Discover Financial Services (DFS) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFS or JPM.
Performance
DFS vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, DFS achieves a 59.25% return, which is significantly higher than JPM's 47.66% return. Over the past 10 years, DFS has underperformed JPM with an annualized return of 13.08%, while JPM has yielded a comparatively higher 18.28% annualized return.
DFS
59.25%
18.42%
41.92%
108.91%
18.84%
13.08%
JPM
47.66%
9.69%
21.19%
65.84%
16.99%
18.28%
Fundamentals
| DFS | JPM | |
|---|---|---|
| Market Cap | $44.63B | $674.44B |
| EPS | $12.43 | $17.99 |
| PE Ratio | 14.30 | 13.32 |
| PEG Ratio | 4.51 | 4.76 |
| Total Revenue (TTM) | $23.16B | $173.22B |
| Gross Profit (TTM) | $23.16B | $173.22B |
| EBITDA (TTM) | $1.35B | $86.50B |
Key characteristics
| DFS | JPM | |
|---|---|---|
| Sharpe Ratio | 2.88 | 2.95 |
| Sortino Ratio | 4.00 | 3.75 |
| Omega Ratio | 1.54 | 1.59 |
| Calmar Ratio | 3.19 | 6.69 |
| Martin Ratio | 22.04 | 20.34 |
| Ulcer Index | 5.02% | 3.33% |
| Daily Std Dev | 38.36% | 22.97% |
| Max Drawdown | -81.74% | -74.02% |
| Current Drawdown | -3.55% | -0.71% |
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Correlation
The correlation between DFS and JPM is 0.64, 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.
Risk-Adjusted Performance
DFS vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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
DFS vs. JPM - Dividend Comparison
DFS's dividend yield for the trailing twelve months is around 1.59%, less than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFS Discover Financial Services | 1.59% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
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
DFS vs. JPM - Drawdown Comparison
The maximum DFS drawdown since its inception was -81.74%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for DFS and JPM. For additional features, visit the drawdowns tool.
Volatility
DFS vs. JPM - Volatility Comparison
Discover Financial Services (DFS) has a higher volatility of 21.21% compared to JPMorgan Chase & Co. (JPM) at 12.56%. This indicates that DFS'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
DFS vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Discover Financial Services 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