FULT vs. JPM
FULT (Fulton Financial Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FULT in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, FULT returned 8.51%/yr vs 20.14%/yr for JPM. At a 0.43 correlation, their price movements are largely independent.
Performance
FULT vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, FULT achieves a 14.62% return, which is significantly higher than JPM's -2.12% return. Over the past 10 years, FULT has underperformed JPM with an annualized return of 8.51%, while JPM has yielded a comparatively higher 20.14% annualized return.
FULT
- 1D
- 0.14%
- 1M
- 0.73%
- YTD
- 14.62%
- 6M
- 17.75%
- 1Y
- 34.15%
- 3Y*
- 25.17%
- 5Y*
- 9.30%
- 10Y*
- 8.51%
JPM
- 1D
- 0.48%
- 1M
- -0.80%
- YTD
- -2.12%
- 6M
- 0.11%
- 1Y
- 21.57%
- 3Y*
- 33.89%
- 5Y*
- 16.32%
- 10Y*
- 20.14%
FULT vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FULT Fulton Financial Corporation | 14.62% | 4.29% | 21.85% | 2.54% | 3.11% | 38.96% | -23.17% | 16.51% | -10.77% | -2.32% |
JPM JPMorgan Chase & Co. | -2.12% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between FULT and JPM is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.43 |
The correlation between FULT and JPM shifts across timeframes, from 0.43 (all time) to 0.66 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FULT:
$3.99B
JPM:
$872.67B
FULT:
$2.27
JPM:
$21.08
FULT:
9.67
JPM:
14.82
FULT:
1.30
JPM:
1.64
FULT:
2.82
JPM:
3.06
FULT:
0.12
JPM:
2.54
FULT:
$1.42B
JPM:
$285.09B
FULT:
$971.09M
JPM:
$173.52B
FULT:
$400.73M
JPM:
$81.46B
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Return for Risk
FULT vs. JPM — Risk / Return Rank
FULT
JPM
FULT vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulton Financial Corporation (FULT) 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.
| FULT | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.40 | +0.81 |
| Martin ratioReturn relative to average drawdown | 5.17 | 3.33 | +1.83 |
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
| FULT | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.00 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.67 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.74 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.34 | -0.14 |
Drawdowns
FULT vs. JPM - Drawdown Comparison
The maximum FULT drawdown since its inception was -68.91%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FULT and JPM.
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Drawdown Indicators
| FULT | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.91% | -76.16% | +7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -15.47% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -29.86% | -24.42% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -47.45% | -38.77% | -8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.35% | -43.63% | -5.72% |
Current DrawdownCurrent decline from peak | -2.61% | -6.17% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -15.27% | -17.62% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 6.49% | +0.14% |
Volatility
FULT vs. JPM - Volatility Comparison
Fulton Financial Corporation (FULT) and JPMorgan Chase & Co. (JPM) have volatilities of 7.17% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FULT | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.00% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | 17.42% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 21.64% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.88% | 24.44% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.49% | 27.39% | +6.10% |
Dividends
FULT vs. JPM - Dividend Comparison
FULT's dividend yield for the trailing twelve months is around 3.37%, more than JPM's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FULT Fulton Financial Corporation | 3.37% | 3.78% | 3.58% | 3.89% | 3.92% | 3.76% | 4.40% | 3.21% | 3.36% | 2.63% | 2.18% | 2.92% |
JPM JPMorgan Chase & Co. | 1.89% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
FULT vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Fulton Financial Corporation 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
Frequently Asked Questions
FULT and JPM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FULT has higher volatility (7.17%) compared to JPM (7.00%). In terms of maximum drawdown, FULT dropped -68.91% vs JPM's -76.16%.
FULT currently has the higher Sharpe Ratio (1.27 vs 1.00), 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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