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EWBC vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EWBC vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in East West Bancorp, Inc. (EWBC) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWBC achieves a 18.13% return, which is significantly higher than JPM's 10.73% return. Over the past 10 years, EWBC has underperformed JPM with an annualized return of 17.28%, while JPM has yielded a comparatively higher 21.80% annualized return.


EWBC

1D
0.07%
1M
1.31%
6M
16.01%
YTD
18.13%
1Y
36.00%
3Y*
32.64%
5Y*
15.80%
10Y*
17.28%
ALL TIME*
14.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$112.82M$115.30M$117.41M
$2.69B$3.19B$3.04B

EWBC vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWBC
East West Bancorp, Inc.
18.13%20.31%36.76%12.75%-14.44%57.98%7.23%14.34%-27.44%21.38%
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 EWBC and JPM is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.55

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.62

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Feb 8, 1999

0.55

The correlation between EWBC and JPM shifts across timeframes, from 0.51 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EWBC:

$17.95B

JPM:

$942.62B

EPS

EWBC:

$10.41

JPM:

$23.29

PE Ratio

EWBC:

12.58

JPM:

15.10

PEG Ratio

EWBC:

1.02

JPM:

1.67

PS Ratio

EWBC:

6.90

JPM:

3.30

PB Ratio

EWBC:

1.96

JPM:

2.78

Total Revenue (TTM)

EWBC:

$2.64B

JPM:

$297.63B

Gross Profit (TTM)

EWBC:

$1.53B

JPM:

$186.33B

EBITDA (TTM)

EWBC:

$2.43B

JPM:

$90.84B

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Return for Risk

EWBC vs. JPM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWBC
EWBC Risk / Return Rank: 8080
Overall Rank
EWBC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EWBC Sortino Ratio Rank: 7878
Sortino Ratio Rank
EWBC Omega Ratio Rank: 7777
Omega Ratio Rank
EWBC Calmar Ratio Rank: 8181
Calmar Ratio Rank
EWBC Martin Ratio Rank: 8383
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 7171
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6868
Sortino Ratio Rank
JPM Omega Ratio Rank: 6767
Omega Ratio Rank
JPM Calmar Ratio Rank: 7272
Calmar Ratio Rank
JPM Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWBC vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for East West Bancorp, Inc. (EWBC) 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.


EWBCJPMDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

2.18

1.36

+0.81

Martin ratioReturn relative to average drawdown

6.20

3.24

+2.96

EWBC vs. JPM - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 1.35, which is higher than the JPM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of EWBC and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWBC vs. JPM - Drawdown Comparison

The maximum EWBC drawdown since its inception was -92.14%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for EWBC and JPM.


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Drawdown Indicators


EWBCJPMDifference

Max Drawdown

Largest peak-to-trough decline

-92.14%

-76.16%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

-15.47%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-35.77%

-24.42%

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-54.06%

-38.77%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-67.67%

-43.63%

-24.04%

Current Drawdown

Current decline from peak

-3.78%

-1.54%

-2.24%

Average Drawdown

Average peak-to-trough decline

-22.71%

-17.56%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

6.51%

-1.00%

Volatility

EWBC vs. JPM - Volatility Comparison

The current volatility for East West Bancorp, Inc. (EWBC) is 5.86%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.60%. This indicates that EWBC 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


EWBCJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

6.60%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

16.70%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

25.28%

22.50%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.90%

24.46%

+11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.68%

27.33%

+10.35%

Dividends

EWBC vs. JPM - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.14%, more than JPM's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EWBC
East West Bancorp, Inc.
2.14%2.14%2.30%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%
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

EWBC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between East West Bancorp, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

EWBC vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between East West Bancorp, Inc. and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

EWBC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported a gross profit of -738.95M and revenue of -950.22M. Therefore, the gross margin over that period was 77.8%.

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%.

EWBC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported an operating income of -457.44M and revenue of -950.22M, resulting in an operating margin of 48.1%.

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%.

EWBC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, East West Bancorp, Inc. reported a net income of 363.70M and revenue of -950.22M, resulting in a net margin of -38.3%.

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


EWBC and JPM have a correlation of 0.51, 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 EWBC (5.86%). In terms of maximum drawdown, EWBC dropped -92.14% vs JPM's -76.16%.

EWBC currently has the higher Sharpe Ratio (1.35 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.

Portfolio Optimizer

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