FITB vs. JPM
FITB (Fifth Third Bancorp) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FITB in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, FITB returned 14.08%/yr vs 19.77%/yr for JPM. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
FITB vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FITB achieves a 6.68% return, which is significantly higher than JPM's -5.73% return. Over the past 10 years, FITB has underperformed JPM with an annualized return of 14.08%, while JPM has yielded a comparatively higher 19.77% annualized return.
FITB
- 1D
- -1.63%
- 1M
- 0.18%
- YTD
- 6.68%
- 6M
- 12.09%
- 1Y
- 31.82%
- 3Y*
- 29.01%
- 5Y*
- 7.26%
- 10Y*
- 14.08%
JPM
- 1D
- -0.04%
- 1M
- -2.21%
- YTD
- -5.73%
- 6M
- -2.68%
- 1Y
- 15.18%
- 3Y*
- 31.87%
- 5Y*
- 15.45%
- 10Y*
- 19.77%
FITB vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITB Fifth Third Bancorp | 6.68% | 14.75% | 27.20% | 10.41% | -21.94% | 62.46% | -5.43% | 35.20% | -20.32% | 15.02% |
JPM JPMorgan Chase & Co. | -5.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between FITB and JPM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.56 |
The correlation between FITB and JPM shifts across timeframes, from 0.56 (all time) to 0.74 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FITB:
$41.09B
JPM:
$840.48B
FITB:
$3.06
JPM:
$21.08
FITB:
16.19
JPM:
14.27
FITB:
2.58
JPM:
2.95
FITB:
1.29
JPM:
2.44
FITB:
$13.66B
JPM:
$285.09B
FITB:
$9.10B
JPM:
$173.52B
FITB:
$3.03B
JPM:
$81.46B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FITB vs. JPM — Risk / Return Rank
FITB
JPM
FITB vs. JPM - Risk-Adjusted Trends 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.99 | +0.52 |
| Martin ratioReturn relative to average drawdown | 4.22 | 2.36 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FITB | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.71 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.64 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.72 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.34 | -0.13 |
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 -76.16%. Use the drawdown chart below to compare losses from any high point for FITB and JPM.
Loading charts...
Drawdown Indicators
| FITB | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.13% | -76.16% | -21.97% |
Max Drawdown (1Y)Largest decline over 1 year | -21.21% | -15.47% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -29.95% | -24.42% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -51.68% | -38.77% | -12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -64.06% | -43.63% | -20.43% |
Current DrawdownCurrent decline from peak | -9.34% | -9.63% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -31.46% | -17.62% | -13.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 6.46% | +1.09% |
Volatility
FITB vs. JPM - Volatility Comparison
Fifth Third Bancorp (FITB) has a higher volatility of 7.70% compared to JPMorgan Chase & Co. (JPM) at 6.39%. 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.
Loading charts...
Volatility by Period
| FITB | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 6.39% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | 17.16% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.58% | 21.41% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.88% | 24.41% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.28% | 27.37% | +8.91% |
Dividends
FITB vs. JPM - Dividend Comparison
FITB's dividend yield for the trailing twelve months is around 3.17%, more than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITB Fifth Third Bancorp | 3.17% | 3.29% | 3.41% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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.
Total Revenue: Total amount of money received from sales and other business activities
FITB vs. JPM - Profitability Comparison
FITB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported a gross profit of 2.60B and revenue of 3.87B. Therefore, the gross margin over that period was 67.3%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
FITB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported an operating income of 207.00M and revenue of 3.87B, resulting in an operating margin of 5.4%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
FITB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fifth Third Bancorp reported a net income of 165.00M and revenue of 3.87B, resulting in a net margin of 4.3%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
FITB and JPM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FITB has higher volatility (7.70%) compared to JPM (6.39%). In terms of maximum drawdown, FITB dropped -98.13% vs JPM's -76.16%.
FITB currently has the higher Sharpe Ratio (1.25 vs 0.71), 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.
Find the right allocation for FITB and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer