FITBI vs. JPM
FITBI (Fifth Third Bancorp) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FITBI in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, FITBI returned 4.85%/yr vs 19.77%/yr for JPM. At a 0.13 correlation, their price movements are largely independent.
Performance
FITBI vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, FITBI achieves a 2.29% return, which is significantly higher than JPM's -5.73% return. Over the past 10 years, FITBI has underperformed JPM with an annualized return of 4.85%, while JPM has yielded a comparatively higher 19.77% annualized return.
FITBI
- 1D
- 0.08%
- 1M
- 1.26%
- YTD
- 2.29%
- 6M
- 3.61%
- 1Y
- 8.93%
- 3Y*
- 9.22%
- 5Y*
- 5.40%
- 10Y*
- 4.85%
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%
FITBI vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITBI Fifth Third Bancorp | 2.29% | 9.63% | 8.78% | 11.06% | -5.97% | 1.32% | 8.07% | 17.73% | -3.58% | 10.64% |
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 FITBI and JPM is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2013 | 0.13 |
The correlation between FITBI and JPM shifts across timeframes, from 0.00 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FITBI:
$21.33B
JPM:
$840.48B
FITBI:
$3.06
JPM:
$21.08
FITBI:
8.41
JPM:
14.27
FITBI:
1.34
JPM:
2.95
FITBI:
0.67
JPM:
2.44
FITBI:
$13.66B
JPM:
$285.09B
FITBI:
$9.10B
JPM:
$173.52B
FITBI:
$3.03B
JPM:
$81.46B
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Return for Risk
FITBI vs. JPM — Risk / Return Rank
FITBI
JPM
FITBI vs. JPM - Risk-Adjusted Trends 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.
| FITBI | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.14 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.79 | 0.99 | +4.81 |
| Martin ratioReturn relative to average drawdown | 15.06 | 2.36 | +12.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FITBI | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.71 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.64 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.72 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.34 | +0.15 |
Drawdowns
FITBI vs. JPM - Drawdown Comparison
The maximum FITBI drawdown since its inception was -34.39%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FITBI and JPM.
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Drawdown Indicators
| FITBI | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -76.16% | +41.77% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -15.47% | +13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -5.47% | -24.42% | +18.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -38.77% | +19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -43.63% | +9.24% |
Current DrawdownCurrent decline from peak | -0.08% | -9.63% | +9.55% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -17.62% | +14.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 6.46% | -5.87% |
Volatility
FITBI vs. JPM - Volatility Comparison
The current volatility for Fifth Third Bancorp (FITBI) is 0.60%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.39%. 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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Volatility by Period
| FITBI | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 6.39% | -5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 17.16% | -15.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 21.41% | -17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.59% | 24.41% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 27.37% | -12.38% |
Dividends
FITBI vs. JPM - Dividend Comparison
FITBI's dividend yield for the trailing twelve months is around 7.93%, more than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITBI Fifth Third Bancorp | 7.93% | 8.12% | 9.15% | 6.50% | 6.75% | 5.95% | 5.69% | 5.77% | 6.40% | 5.81% | 6.08% | 5.73% |
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
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.
Total Revenue: Total amount of money received from sales and other business activities
FITBI vs. JPM - Profitability Comparison
FITBI - 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%.
FITBI - 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%.
FITBI - 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
FITBI and JPM have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.39%) compared to FITBI (0.60%). In terms of maximum drawdown, FITBI dropped -34.39% vs JPM's -76.16%.
FITBI currently has the higher Sharpe Ratio (2.20 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.
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