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

Performance

FMCB vs. JPM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.84%
26.75%
FMCB
JPM

Returns By Period

In the year-to-date period, FMCB achieves a 4.81% return, which is significantly lower than JPM's 47.49% return. Over the past 10 years, FMCB has underperformed JPM with an annualized return of 15.34%, while JPM has yielded a comparatively higher 18.30% annualized return.


FMCB

YTD

4.81%

1M

13.53%

6M

10.84%

1Y

18.88%

5Y (annualized)

10.33%

10Y (annualized)

15.34%

JPM

YTD

47.49%

1M

8.72%

6M

26.75%

1Y

64.17%

5Y (annualized)

16.97%

10Y (annualized)

18.30%

Fundamentals


FMCBJPM
Market Cap$700.00M$674.44B
EPS$118.41$17.99
PE Ratio8.4513.32
PEG Ratio0.004.76
Total Revenue (TTM)$165.89M$173.22B

Key characteristics


FMCBJPM
Sharpe Ratio0.712.86
Sortino Ratio1.263.66
Omega Ratio1.201.58
Calmar Ratio1.236.48
Martin Ratio1.9119.72
Ulcer Index9.23%3.33%
Daily Std Dev24.91%22.99%
Max Drawdown-41.99%-74.02%
Current Drawdown0.00%-0.82%

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Correlation

-0.50.00.51.00.0

The correlation between FMCB and JPM is 0.00, 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.

Risk-Adjusted Performance

FMCB vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp (FMCB) 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 FMCB, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.782.86
The chart of Sortino ratio for FMCB, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.363.66
The chart of Omega ratio for FMCB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.58
The chart of Calmar ratio for FMCB, currently valued at 1.31, compared to the broader market0.002.004.006.001.316.48
The chart of Martin ratio for FMCB, currently valued at 1.99, compared to the broader market-10.000.0010.0020.0030.001.9919.72
FMCB
JPM

The current FMCB Sharpe Ratio is 0.71, which is lower than the JPM Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of FMCB 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.78
2.86
FMCB
JPM

Dividends

FMCB vs. JPM - Dividend Comparison

FMCB's dividend yield for the trailing twelve months is around 1.60%, less than JPM's 1.88% yield.


TTM20232022202120202019201820172016201520142013
FMCB
Farmers & Merchants Bancorp
1.60%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%2.74%3.00%
JPM
JPMorgan Chase & Co.
1.88%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

FMCB vs. JPM - Drawdown Comparison

The maximum FMCB drawdown since its inception was -41.99%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FMCB and JPM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.82%
FMCB
JPM

Volatility

FMCB vs. JPM - Volatility Comparison

The current volatility for Farmers & Merchants Bancorp (FMCB) is 10.82%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.57%. This indicates that FMCB 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%2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
10.82%
12.57%
FMCB
JPM

Financials

FMCB vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Farmers & Merchants 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