ERIE vs. JPM
Compare and contrast key facts about Erie Indemnity Company (ERIE) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERIE or JPM.
Key characteristics
| ERIE | JPM | |
|---|---|---|
| YTD Return | 27.61% | 44.04% |
| 1Y Return | 53.54% | 67.32% |
| 3Y Return (Ann) | 24.83% | 16.06% |
| 5Y Return (Ann) | 20.84% | 16.62% |
| 10Y Return (Ann) | 20.33% | 18.05% |
| Sharpe Ratio | 1.96 | 3.03 |
| Sortino Ratio | 2.74 | 3.83 |
| Omega Ratio | 1.37 | 1.61 |
| Calmar Ratio | 2.07 | 6.89 |
| Martin Ratio | 7.11 | 21.04 |
| Ulcer Index | 7.55% | 3.32% |
| Daily Std Dev | 27.41% | 23.06% |
| Max Drawdown | -50.74% | -74.02% |
| Current Drawdown | -22.37% | -3.14% |
Fundamentals
| ERIE | JPM | |
|---|---|---|
| Market Cap | $22.06B | $673.68B |
| EPS | $10.69 | $17.99 |
| PE Ratio | 39.47 | 13.30 |
| PEG Ratio | 3.05 | 4.72 |
| Total Revenue (TTM) | $3.69B | $173.22B |
| Gross Profit (TTM) | $633.56M | $173.22B |
| EBITDA (TTM) | $639.69M | $86.50B |
Correlation
The correlation between ERIE and JPM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ERIE vs. JPM - Performance Comparison
In the year-to-date period, ERIE achieves a 27.61% return, which is significantly lower than JPM's 44.04% return. Over the past 10 years, ERIE has outperformed JPM with an annualized return of 20.33%, while JPM has yielded a comparatively lower 18.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ERIE vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) 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
ERIE vs. JPM - Dividend Comparison
ERIE's dividend yield for the trailing twelve months is around 1.21%, less than JPM's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERIE Erie Indemnity Company | 1.21% | 1.42% | 1.79% | 2.15% | 2.39% | 2.17% | 2.52% | 2.57% | 1.95% | 3.61% | 2.80% | 2.43% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
ERIE vs. JPM - Drawdown Comparison
The maximum ERIE drawdown since its inception was -50.74%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ERIE and JPM. For additional features, visit the drawdowns tool.
Volatility
ERIE vs. JPM - Volatility Comparison
The current volatility for Erie Indemnity Company (ERIE) is 11.90%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.53%. This indicates that ERIE 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.
Financials
ERIE vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Erie Indemnity Company 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