ENVA vs. JPM
ENVA (Enova International, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — ENVA in Credit Services, JPM in Banks - Diversified. Over the past 10 years, ENVA returned 35.58%/yr vs 20.04%/yr for JPM. At a 0.49 correlation, their price movements are largely independent.
Performance
ENVA vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, ENVA achieves a 6.78% return, which is significantly higher than JPM's -2.59% return. Over the past 10 years, ENVA has outperformed JPM with an annualized return of 35.58%, while JPM has yielded a comparatively lower 20.04% annualized return.
ENVA
- 1D
- 5.64%
- 1M
- -0.84%
- YTD
- 6.78%
- 6M
- 23.28%
- 1Y
- 80.79%
- 3Y*
- 51.48%
- 5Y*
- 35.65%
- 10Y*
- 35.58%
JPM
- 1D
- 3.34%
- 1M
- 0.48%
- YTD
- -2.59%
- 6M
- -0.70%
- 1Y
- 19.95%
- 3Y*
- 33.76%
- 5Y*
- 16.21%
- 10Y*
- 20.04%
ENVA vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 6.78% | 63.95% | 73.19% | 44.28% | -6.32% | 65.36% | 2.95% | 23.64% | 28.03% | 21.12% |
JPM JPMorgan Chase & Co. | -2.59% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between ENVA and JPM is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2014 | 0.49 |
The correlation between ENVA and JPM shifts across timeframes, from 0.42 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ENVA:
$4.42B
JPM:
$868.53B
ENVA:
$12.29
JPM:
$21.08
ENVA:
13.65
JPM:
14.75
ENVA:
0.74
JPM:
1.63
ENVA:
1.36
JPM:
3.05
ENVA:
3.16
JPM:
2.52
ENVA:
$3.28B
JPM:
$285.09B
ENVA:
$1.23B
JPM:
$173.52B
ENVA:
$456.13M
JPM:
$81.46B
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Return for Risk
ENVA vs. JPM — Risk / Return Rank
ENVA
JPM
ENVA vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) 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.
| ENVA | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.30 | +1.99 |
| Martin ratioReturn relative to average drawdown | 8.47 | 3.09 | +5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENVA | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.93 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.67 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.73 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.34 | -0.01 |
Drawdowns
ENVA vs. JPM - Drawdown Comparison
The maximum ENVA drawdown since its inception was -81.56%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ENVA and JPM.
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Drawdown Indicators
| ENVA | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.56% | -76.16% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -15.47% | -9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -37.01% | -24.42% | -12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -42.84% | -38.77% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -77.57% | -43.63% | -33.94% |
Current DrawdownCurrent decline from peak | -4.03% | -6.61% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -29.62% | -17.62% | -12.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.57% | 6.47% | +3.10% |
Volatility
ENVA vs. JPM - Volatility Comparison
Enova International, Inc. (ENVA) has a higher volatility of 10.49% compared to JPMorgan Chase & Co. (JPM) at 7.21%. This indicates that ENVA'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
| ENVA | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 7.21% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 28.31% | 17.47% | +10.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.10% | 21.65% | +16.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.30% | 24.45% | +15.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.32% | 27.39% | +21.93% |
Dividends
ENVA vs. JPM - Dividend Comparison
ENVA has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENVA Enova International, 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. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
ENVA vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Enova International, 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
ENVA vs. JPM - Profitability Comparison
ENVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
ENVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
ENVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
ENVA and JPM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVA has higher volatility (10.49%) compared to JPM (7.21%). In terms of maximum drawdown, ENVA dropped -81.56% vs JPM's -76.16%.
ENVA currently has the higher Sharpe Ratio (2.13 vs 0.93), 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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