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EWBC vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EWBCJPM
YTD Return6.40%15.12%
1Y Return54.29%44.92%
3Y Return (Ann)1.87%11.66%
5Y Return (Ann)11.12%14.42%
10Y Return (Ann)10.56%16.40%
Sharpe Ratio1.552.78
Daily Std Dev34.92%16.89%
Max Drawdown-92.14%-74.02%
Current Drawdown-13.60%-2.84%

Fundamentals


EWBCJPM
Market Cap$10.57B$555.72B
EPS$7.94$16.56
PE Ratio9.5711.68
PEG Ratio5.583.36
Revenue (TTM)$2.34B$149.99B
Gross Profit (TTM)$2.16B$122.31B

Correlation

-0.50.00.51.00.6

The correlation between EWBC and JPM is 0.55, 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.

Performance

EWBC vs. JPM - Performance Comparison

In the year-to-date period, EWBC achieves a 6.40% return, which is significantly lower than JPM's 15.12% return. Over the past 10 years, EWBC has underperformed JPM with an annualized return of 10.56%, while JPM has yielded a comparatively higher 16.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
2,195.26%
723.59%
EWBC
JPM

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East West Bancorp, Inc.

JPMorgan Chase & Co.

Risk-Adjusted Performance

EWBC vs. JPM - Risk-Adjusted Performance 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.


EWBC
Sharpe ratio
The chart of Sharpe ratio for EWBC, currently valued at 1.55, compared to the broader market-2.00-1.000.001.002.003.004.001.55
Sortino ratio
The chart of Sortino ratio for EWBC, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for EWBC, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for EWBC, currently valued at 1.00, compared to the broader market0.002.004.006.001.00
Martin ratio
The chart of Martin ratio for EWBC, currently valued at 6.49, compared to the broader market0.0010.0020.0030.006.49
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 2.78, compared to the broader market-2.00-1.000.001.002.003.004.002.78
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.50, compared to the broader market0.501.001.501.50
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 2.57, compared to the broader market0.002.004.006.002.57
Martin ratio
The chart of Martin ratio for JPM, currently valued at 10.48, compared to the broader market0.0010.0020.0030.0010.48

EWBC vs. JPM - Sharpe Ratio Comparison

The current EWBC Sharpe Ratio is 1.55, which is lower than the JPM Sharpe Ratio of 2.78. The chart below compares the 12-month rolling Sharpe Ratio of EWBC and JPM.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.55
2.78
EWBC
JPM

Dividends

EWBC vs. JPM - Dividend Comparison

EWBC's dividend yield for the trailing twelve months is around 2.62%, more than JPM's 2.20% yield.


TTM20232022202120202019201820172016201520142013
EWBC
East West Bancorp, Inc.
1.99%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%1.86%1.72%
JPM
JPMorgan Chase & Co.
2.20%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

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 -74.02%. Use the drawdown chart below to compare losses from any high point for EWBC and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.60%
-2.84%
EWBC
JPM

Volatility

EWBC vs. JPM - Volatility Comparison

The current volatility for East West Bancorp, Inc. (EWBC) is 6.72%, while JPMorgan Chase & Co. (JPM) has a volatility of 8.07%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.72%
8.07%
EWBC
JPM

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