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

Key characteristics


FITBJPM
YTD Return12.90%21.84%
1Y Return60.50%50.69%
3Y Return (Ann)0.99%11.14%
5Y Return (Ann)11.57%16.49%
10Y Return (Ann)10.36%17.58%
Sharpe Ratio1.913.20
Daily Std Dev31.37%16.17%
Max Drawdown-98.13%-74.02%
Current Drawdown-16.00%0.00%

Fundamentals


FITBJPM
Market Cap$26.53B$570.80B
EPS$3.14$16.58
PE Ratio12.3511.99
PEG Ratio3.443.36
Revenue (TTM)$8.14B$150.00B
Gross Profit (TTM)$7.82B$122.31B

Correlation

-0.50.00.51.00.5

The correlation between FITB and JPM is 0.53, 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

FITB vs. JPM - Performance Comparison

In the year-to-date period, FITB achieves a 12.90% return, which is significantly lower than JPM's 21.84% return. Over the past 10 years, FITB has underperformed JPM with an annualized return of 10.36%, while JPM has yielded a comparatively higher 17.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%December2024FebruaryMarchAprilMay
7,306.84%
8,626.72%
FITB
JPM

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Fifth Third Bancorp

JPMorgan Chase & Co.

Risk-Adjusted Performance

FITB vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) 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.


FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for FITB, currently valued at 8.12, compared to the broader market-10.000.0010.0020.0030.008.12
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 3.20, compared to the broader market-2.00-1.000.001.002.003.004.003.20
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 3.92, compared to the broader market-4.00-2.000.002.004.006.003.92
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 2.96, compared to the broader market0.002.004.006.002.96
Martin ratio
The chart of Martin ratio for JPM, currently valued at 11.73, compared to the broader market-10.000.0010.0020.0030.0011.73

FITB vs. JPM - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 1.91, which is lower than the JPM Sharpe Ratio of 3.20. The chart below compares the 12-month rolling Sharpe Ratio of FITB and JPM.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
1.91
3.20
FITB
JPM

Dividends

FITB vs. JPM - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.58%, more than JPM's 2.08% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.58%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
JPM
JPMorgan Chase & Co.
2.08%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

FITB vs. JPM - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FITB and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-16.00%
0
FITB
JPM

Volatility

FITB vs. JPM - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 7.09% compared to JPMorgan Chase & Co. (JPM) at 4.02%. This indicates that FITB'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
7.09%
4.02%
FITB
JPM

Financials

FITB vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third 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