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

Correlation

The correlation between FITBI and JPM is 0.14, 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.


-0.50.00.51.0
Correlation: 0.1

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.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
109.40%
466.44%
FITBI
JPM

Key characteristics

Sharpe Ratio

FITBI:

1.70

JPM:

1.10

Sortino Ratio

FITBI:

2.71

JPM:

1.62

Omega Ratio

FITBI:

1.32

JPM:

1.24

Calmar Ratio

FITBI:

3.20

JPM:

1.28

Martin Ratio

FITBI:

9.44

JPM:

4.69

Ulcer Index

FITBI:

1.08%

JPM:

6.66%

Daily Std Dev

FITBI:

6.00%

JPM:

28.44%

Max Drawdown

FITBI:

-34.39%

JPM:

-74.02%

Current Drawdown

FITBI:

-0.89%

JPM:

-16.63%

Fundamentals

Market Cap

FITBI:

$17.83B

JPM:

$644.64B

EPS

FITBI:

$3.48

JPM:

$20.39

PE Ratio

FITBI:

7.32

JPM:

11.38

PEG Ratio

FITBI:

0.00

JPM:

6.27

PS Ratio

FITBI:

2.19

JPM:

3.82

PB Ratio

FITBI:

0.00

JPM:

1.93

Total Revenue (TTM)

FITBI:

$7.57B

JPM:

$204.37B

Gross Profit (TTM)

FITBI:

$8.84B

JPM:

$180.79B

EBITDA (TTM)

FITBI:

$1.82B

JPM:

$100.17B

Returns By Period

In the year-to-date period, FITBI achieves a 2.75% return, which is significantly higher than JPM's -2.13% return. Over the past 10 years, FITBI has underperformed JPM with an annualized return of 5.50%, while JPM has yielded a comparatively higher 17.27% annualized return.


FITBI

YTD

2.75%

1M

1.42%

6M

4.14%

1Y

10.06%

5Y*

6.03%

10Y*

5.50%

JPM

YTD

-2.13%

1M

-2.39%

6M

4.09%

1Y

30.95%

5Y*

22.93%

10Y*

17.27%

*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 9494
Overall Rank
The Sharpe Ratio Rank of FITBI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FITBI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FITBI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FITBI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FITBI is 9595
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8787
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.


Sharpe ratio
The chart of Sharpe ratio for FITBI, currently valued at 1.70, compared to the broader market-2.00-1.000.001.002.003.00
FITBI: 1.70
JPM: 1.10
The chart of Sortino ratio for FITBI, currently valued at 2.71, compared to the broader market-6.00-4.00-2.000.002.004.00
FITBI: 2.71
JPM: 1.62
The chart of Omega ratio for FITBI, currently valued at 1.32, compared to the broader market0.501.001.502.00
FITBI: 1.32
JPM: 1.24
The chart of Calmar ratio for FITBI, currently valued at 3.20, compared to the broader market0.001.002.003.004.00
FITBI: 3.20
JPM: 1.28
The chart of Martin ratio for FITBI, currently valued at 9.44, compared to the broader market-5.000.005.0010.0015.0020.00
FITBI: 9.44
JPM: 4.69

The current FITBI Sharpe Ratio is 1.70, which is higher than the JPM Sharpe Ratio of 1.10. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.70
1.10
FITBI
JPM

Dividends

FITBI vs. JPM - Dividend Comparison

FITBI's dividend yield for the trailing twelve months is around 8.82%, more than JPM's 2.18% yield.


TTM20242023202220212020201920182017201620152014
FITBI
Fifth Third Bancorp
8.82%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.
2.18%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.89%
-16.63%
FITBI
JPM

Volatility

FITBI vs. JPM - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITBI) is 2.32%, while JPMorgan Chase & Co. (JPM) has a volatility of 15.36%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
2.32%
15.36%
FITBI
JPM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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