DRCT vs. JPM
DRCT (Direct Digital Holdings Inc) and JPM (JPMorgan Chase & Co.) are both stocks. DRCT operates in Advertising Agencies (Communication Services), while JPM operates in Banks - Diversified (Financial Services). Over the past 3 years, DRCT returned -83.85%/yr vs 33.72%/yr for JPM. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
DRCT vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, DRCT achieves a -82.00% return, which is significantly lower than JPM's 10.73% return.
DRCT
- 1D
- 2.41%
- 1M
- -10.53%
- 6M
- -72.04%
- YTD
- -82.00%
- 1Y
- -97.70%
- 3Y*
- -83.85%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -73.42%
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) |
|---|---|---|---|
| $33.44K | $63.01K | $224.42K | |
| $2.69B | $3.19B | $3.04B |
DRCT vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRCT Direct Digital Holdings Inc | -82.00% | -95.95% | -89.31% | 513.61% | -43.60% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -11.83% |
Correlation
The correlation between DRCT and JPM is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022 | 0.10 |
Fundamentals
DRCT:
$367.29K
JPM:
$942.62B
DRCT:
-$2.52
JPM:
$23.29
DRCT:
0.27
JPM:
3.30
DRCT:
$35.37M
JPM:
$297.63B
DRCT:
$11.12M
JPM:
$186.33B
DRCT:
-$15.59M
JPM:
$90.84B
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Return for Risk
DRCT vs. JPM — Risk / Return Rank
DRCT
JPM
DRCT vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direct Digital Holdings Inc (DRCT) 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.
| DRCT | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.95 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.17 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 1.36 | -2.36 |
| Martin ratioReturn relative to average drawdown | -1.19 | 3.24 | -4.44 |
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Drawdowns
DRCT vs. JPM - Drawdown Comparison
The maximum DRCT drawdown since its inception was -99.97%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for DRCT and JPM.
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Drawdown Indicators
| DRCT | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -76.16% | -23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -98.18% | -15.47% | -82.71% |
Max Drawdown (3Y)Largest decline over 3 years | -99.97% | -24.42% | -75.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.63% | — |
Current DrawdownCurrent decline from peak | -99.96% | -1.54% | -98.42% |
Average DrawdownAverage peak-to-trough decline | -68.87% | -17.56% | -51.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 81.74% | 6.51% | +75.23% |
Volatility
DRCT vs. JPM - Volatility Comparison
Direct Digital Holdings Inc (DRCT) has a higher volatility of 15.52% compared to JPMorgan Chase & Co. (JPM) at 6.60%. This indicates that DRCT'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.
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Volatility by Period
| DRCT | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.52% | 6.60% | +8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 87.53% | 16.70% | +70.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 159.54% | 22.50% | +137.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 455.19% | 24.46% | +430.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 455.19% | 27.33% | +427.86% |
Dividends
DRCT vs. JPM - Dividend Comparison
DRCT has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRCT Direct Digital Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DRCT vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Direct Digital Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DRCT and JPM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRCT has higher volatility (15.52%) compared to JPM (6.60%). In terms of maximum drawdown, DRCT dropped -99.97% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.94 vs -0.61), 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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