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

Correlation

The correlation between FBP and JPM is 0.38, 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.


-0.50.00.51.00.4

Performance

FBP vs. JPM - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
474.25%
5,831.70%
FBP
JPM

Key characteristics

Sharpe Ratio

FBP:

0.51

JPM:

1.97

Sortino Ratio

FBP:

0.99

JPM:

2.70

Omega Ratio

FBP:

1.12

JPM:

1.40

Calmar Ratio

FBP:

0.16

JPM:

4.55

Martin Ratio

FBP:

2.85

JPM:

13.24

Ulcer Index

FBP:

5.39%

JPM:

3.48%

Daily Std Dev

FBP:

29.98%

JPM:

23.42%

Max Drawdown

FBP:

-99.51%

JPM:

-74.02%

Current Drawdown

FBP:

-94.86%

JPM:

-5.07%

Fundamentals

Market Cap

FBP:

$3.19B

JPM:

$671.06B

EPS

FBP:

$1.81

JPM:

$17.99

PE Ratio

FBP:

10.75

JPM:

13.25

PEG Ratio

FBP:

0.86

JPM:

4.74

Total Revenue (TTM)

FBP:

$1.14B

JPM:

$170.11B

Gross Profit (TTM)

FBP:

$396.94M

JPM:

$169.52B

EBITDA (TTM)

FBP:

$318.52M

JPM:

$118.87B

Returns By Period

In the year-to-date period, FBP achieves a 15.59% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, FBP has underperformed JPM with an annualized return of 14.09%, while JPM has yielded a comparatively higher 17.53% annualized return.


FBP

YTD

15.59%

1M

-10.49%

6M

6.75%

1Y

15.03%

5Y*

14.81%

10Y*

14.09%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

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Risk-Adjusted Performance

FBP vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First BanCorp. (FBP) 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.


Sharpe ratio
The chart of Sharpe ratio for FBP, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.511.97
The chart of Sortino ratio for FBP, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.992.70
The chart of Omega ratio for FBP, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.40
The chart of Calmar ratio for FBP, currently valued at 0.16, compared to the broader market0.002.004.006.000.164.55
The chart of Martin ratio for FBP, currently valued at 2.85, compared to the broader market-5.000.005.0010.0015.0020.0025.002.8513.24
FBP
JPM

The current FBP Sharpe Ratio is 0.51, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of FBP and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
1.97
FBP
JPM

Dividends

FBP vs. JPM - Dividend Comparison

FBP's dividend yield for the trailing twelve months is around 3.48%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
FBP
First BanCorp.
3.48%3.40%3.62%2.25%2.17%1.32%0.35%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

FBP vs. JPM - Drawdown Comparison

The maximum FBP drawdown since its inception was -99.51%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FBP and JPM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.86%
-5.07%
FBP
JPM

Volatility

FBP vs. JPM - Volatility Comparison

First BanCorp. (FBP) has a higher volatility of 6.88% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that FBP'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
5.60%
FBP
JPM

Financials

FBP vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between First BanCorp. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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