FCNCA vs. JPM
Compare and contrast key facts about First Citizens BancShares, Inc. (FCNCA) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCNCA or JPM.
Performance
FCNCA vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, FCNCA achieves a 59.62% return, which is significantly higher than JPM's 44.93% return. Over the past 10 years, FCNCA has outperformed JPM with an annualized return of 25.31%, while JPM has yielded a comparatively lower 18.08% annualized return.
FCNCA
59.62%
9.70%
27.11%
57.95%
34.93%
25.31%
JPM
44.93%
7.97%
22.84%
61.16%
16.35%
18.08%
Fundamentals
| FCNCA | JPM | |
|---|---|---|
| Market Cap | $31.22B | $684.38B |
| EPS | $174.60 | $17.82 |
| PE Ratio | 12.94 | 13.51 |
| PEG Ratio | 0.00 | 4.84 |
| Total Revenue (TTM) | $14.34B | $173.22B |
| Gross Profit (TTM) | $10.40B | $169.52B |
| EBITDA (TTM) | $2.27B | $118.87B |
Key characteristics
| FCNCA | JPM | |
|---|---|---|
| Sharpe Ratio | 1.58 | 2.65 |
| Sortino Ratio | 2.54 | 3.45 |
| Omega Ratio | 1.33 | 1.54 |
| Calmar Ratio | 3.86 | 6.00 |
| Martin Ratio | 9.56 | 18.24 |
| Ulcer Index | 5.84% | 3.34% |
| Daily Std Dev | 35.25% | 23.00% |
| Max Drawdown | -63.51% | -74.02% |
| Current Drawdown | -0.61% | -2.54% |
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Correlation
The correlation between FCNCA 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.
Risk-Adjusted Performance
FCNCA vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) 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
FCNCA vs. JPM - Dividend Comparison
FCNCA's dividend yield for the trailing twelve months is around 0.29%, less than JPM's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCNCA First Citizens BancShares, Inc. | 0.29% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% | 0.47% | 0.54% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
FCNCA vs. JPM - Drawdown Comparison
The maximum FCNCA drawdown since its inception was -63.51%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FCNCA and JPM. For additional features, visit the drawdowns tool.
Volatility
FCNCA vs. JPM - Volatility Comparison
First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 21.26% compared to JPMorgan Chase & Co. (JPM) at 12.61%. This indicates that FCNCA'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.
Financials
FCNCA vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between First Citizens BancShares, 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