FCNCA vs. JPM
FCNCA (First Citizens BancShares, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FCNCA in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, FCNCA returned 24.24%/yr vs 21.80%/yr for JPM. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
FCNCA vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, FCNCA achieves a 2.10% return, which is significantly lower than JPM's 10.73% return. Over the past 10 years, FCNCA has outperformed JPM with an annualized return of 24.24%, while JPM has yielded a comparatively lower 21.80% annualized return.
FCNCA
- 1D
- 1.41%
- 1M
- 4.98%
- 6M
- 5.88%
- YTD
- 2.10%
- 1Y
- 14.81%
- 3Y*
- 15.81%
- 5Y*
- 23.22%
- 10Y*
- 24.24%
- ALL TIME*
- 14.17%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $182.93M | $178.15M | $163.71M | |
| $2.69B | $3.19B | $3.04B |
FCNCA vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCNCA First Citizens BancShares, Inc. | 2.10% | 1.99% | 49.46% | 87.73% | -8.35% | 44.83% | 8.35% | 41.64% | -6.12% | 13.92% |
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 FCNCA and JPM is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.39 |
The correlation between FCNCA and JPM shifts across timeframes, from 0.39 (all time) to 0.62 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FCNCA:
$24.91B
JPM:
$942.62B
FCNCA:
$193.45
JPM:
$23.29
FCNCA:
11.30
JPM:
15.10
FCNCA:
0.05
JPM:
1.67
FCNCA:
1.84
JPM:
3.30
FCNCA:
1.25
JPM:
2.78
FCNCA:
$14.43B
JPM:
$297.63B
FCNCA:
$9.24B
JPM:
$186.33B
FCNCA:
$3.48B
JPM:
$90.84B
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Return for Risk
FCNCA vs. JPM — Risk / Return Rank
FCNCA
JPM
FCNCA vs. JPM - Risk-Adjusted Trends 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.
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.
| FCNCA | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.36 | -0.85 |
| Martin ratioReturn relative to average drawdown | 1.13 | 3.24 | -2.12 |
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Drawdowns
FCNCA vs. JPM - Drawdown Comparison
The maximum FCNCA drawdown since its inception was -63.51%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FCNCA and JPM.
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Drawdown Indicators
| FCNCA | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.51% | -76.16% | +12.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -15.47% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -33.51% | -24.42% | -9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -43.63% | -38.77% | -4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -47.48% | -43.63% | -3.85% |
Current DrawdownCurrent decline from peak | -6.42% | -1.54% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -13.94% | -17.56% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 6.51% | +2.54% |
Volatility
FCNCA vs. JPM - Volatility Comparison
First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 10.42% compared to JPMorgan Chase & Co. (JPM) at 6.60%. 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.
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Volatility by Period
| FCNCA | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.42% | 6.60% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.11% | 16.70% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.44% | 22.50% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.59% | 24.46% | +17.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.00% | 27.33% | +10.67% |
Dividends
FCNCA vs. JPM - Dividend Comparison
FCNCA's dividend yield for the trailing twelve months is around 0.38%, less than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCNCA First Citizens BancShares, Inc. | 0.38% | 0.37% | 0.33% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% |
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
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
FCNCA vs. JPM - Profitability Comparison
FCNCA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, First Citizens BancShares, Inc. reported a gross profit of 2.42B and revenue of 3.60B. Therefore, the gross margin over that period was 67.1%.
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%.
FCNCA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, First Citizens BancShares, Inc. reported an operating income of 891.00M and revenue of 3.60B, resulting in an operating margin of 24.7%.
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%.
FCNCA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, First Citizens BancShares, Inc. reported a net income of 672.00M and revenue of 3.60B, resulting in a net margin of 18.7%.
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
FCNCA and JPM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCNCA has higher volatility (10.42%) compared to JPM (6.60%). In terms of maximum drawdown, FCNCA dropped -63.51% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.94 vs 0.36), 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.
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