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

Correlation

The correlation between FITBI and JPM is 0.23, 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.


Performance

FITBI vs. JPM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FITBI:

1.39

JPM:

1.19

Sortino Ratio

FITBI:

2.41

JPM:

1.81

Omega Ratio

FITBI:

1.28

JPM:

1.26

Calmar Ratio

FITBI:

2.86

JPM:

1.47

Martin Ratio

FITBI:

8.14

JPM:

4.94

Ulcer Index

FITBI:

1.12%

JPM:

7.29%

Daily Std Dev

FITBI:

6.06%

JPM:

28.82%

Max Drawdown

FITBI:

-34.39%

JPM:

-74.02%

Current Drawdown

FITBI:

-1.24%

JPM:

-6.54%

Fundamentals

Market Cap

FITBI:

$17.77B

JPM:

$722.70B

EPS

FITBI:

$3.48

JPM:

$20.38

PE Ratio

FITBI:

7.29

JPM:

12.76

PEG Ratio

FITBI:

0.00

JPM:

6.90

PS Ratio

FITBI:

2.19

JPM:

4.28

PB Ratio

FITBI:

0.00

JPM:

2.12

Total Revenue (TTM)

FITBI:

$10.69B

JPM:

$228.61B

Gross Profit (TTM)

FITBI:

$10.97B

JPM:

$186.05B

EBITDA (TTM)

FITBI:

$3.49B

JPM:

$104.01B

Returns By Period

In the year-to-date period, FITBI achieves a 2.38% return, which is significantly lower than JPM's 9.72% return. Over the past 10 years, FITBI has underperformed JPM with an annualized return of 5.44%, while JPM has yielded a comparatively higher 17.97% annualized return.


FITBI

YTD

2.38%

1M

0.87%

6M

3.37%

1Y

8.34%

5Y*

6.05%

10Y*

5.44%

JPM

YTD

9.72%

1M

10.10%

6M

9.91%

1Y

33.86%

5Y*

29.02%

10Y*

17.97%

*Annualized

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Risk-Adjusted Performance

FITBI vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FITBI
The Risk-Adjusted Performance Rank of FITBI is 9191
Overall Rank
The Sharpe Ratio Rank of FITBI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FITBI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FITBI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FITBI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FITBI is 9393
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8686
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITBI vs. JPM - Risk-Adjusted Performance Comparison

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


The current FITBI Sharpe Ratio is 1.39, which is comparable to the JPM Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FITBI 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.


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Dividends

FITBI vs. JPM - Dividend Comparison

FITBI's dividend yield for the trailing twelve months is around 8.85%, more than JPM's 1.94% yield.


TTM20242023202220212020201920182017201620152014
FITBI
Fifth Third Bancorp
8.85%9.15%6.50%6.75%5.95%5.69%5.77%6.40%5.81%6.08%5.73%6.43%
JPM
JPMorgan Chase & Co.
1.94%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

FITBI vs. JPM - Drawdown Comparison

The maximum FITBI drawdown since its inception was -34.39%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FITBI and JPM. For additional features, visit the drawdowns tool.


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Volatility

FITBI vs. JPM - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITBI) is 2.46%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.96%. This indicates that FITBI experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FITBI 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
3.13B
68.89B
(FITBI) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

FITBI vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Fifth Third Bancorp and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%85.0%90.0%95.0%100.0%20212022202320242025
68.2%
65.8%
(FITBI) Gross Margin
(JPM) Gross Margin
FITBI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fifth Third Bancorp reported a gross profit of 2.13B and revenue of 3.13B. Therefore, the gross margin over that period was 68.2%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

FITBI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fifth Third Bancorp reported an operating income of 827.00M and revenue of 3.13B, resulting in an operating margin of 26.5%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

FITBI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fifth Third Bancorp reported a net income of 515.00M and revenue of 3.13B, resulting in a net margin of 16.5%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.