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FULT vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FULT vs. JPM - Performance Comparison

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

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Returns By Period

In the year-to-date period, FULT achieves a 26.90% return, which is significantly higher than JPM's 4.80% return. Over the past 10 years, FULT has underperformed JPM with an annualized return of 10.20%, while JPM has yielded a comparatively higher 21.60% annualized return.


FULT

1D
-1.43%
1M
14.41%
6M
25.99%
YTD
26.90%
1Y
30.95%
3Y*
30.92%
5Y*
13.58%
10Y*
10.20%

JPM

1D
0.12%
1M
11.18%
6M
3.75%
YTD
4.80%
1Y
14.64%
3Y*
34.68%
5Y*
19.32%
10Y*
21.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FULT vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FULT
Fulton Financial Corporation
26.90%4.29%21.85%2.54%3.11%38.96%-23.17%16.51%-10.77%-2.32%
JPM
JPMorgan Chase & Co.
4.80%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 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.43

The correlation between FULT and JPM shifts across timeframes, from 0.43 (all time) to 0.65 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FULT:

$4.61B

JPM:

$896.22B

EPS

FULT:

$2.27

JPM:

$21.08

PE Ratio

FULT:

10.61

JPM:

15.86

PEG Ratio

FULT:

1.43

JPM:

1.75

PS Ratio

FULT:

3.09

JPM:

3.28

PB Ratio

FULT:

0.14

JPM:

2.72

Total Revenue (TTM)

FULT:

$1.42B

JPM:

$285.09B

Gross Profit (TTM)

FULT:

$971.09M

JPM:

$173.52B

EBITDA (TTM)

FULT:

$400.73M

JPM:

$81.46B

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Fulton Financial Corporation

JPMorgan Chase & Co.

Return for Risk

FULT vs. JPM — Risk / Return Rank

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

FULT
FULT Risk / Return Rank: 7777
Overall Rank
FULT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FULT Sortino Ratio Rank: 7575
Sortino Ratio Rank
FULT Omega Ratio Rank: 7474
Omega Ratio Rank
FULT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FULT Martin Ratio Rank: 7878
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6565
Overall Rank
JPM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPM Omega Ratio Rank: 6060
Omega Ratio Rank
JPM Calmar Ratio Rank: 6767
Calmar Ratio Rank
JPM Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FULTJPMDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

2.10

1.09

+1.01

Martin ratioReturn relative to average drawdown

4.93

2.57

+2.36

FULT vs. JPM - Sharpe Ratio Comparison

The current FULT Sharpe Ratio is 1.22, which is higher than the JPM Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FULT and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FULTJPMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.43%

-0.19%

-1.24%

Average Drawdown

Average peak-to-trough decline

-15.24%

-17.60%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

6.55%

+0.06%

Volatility

FULT vs. JPM - Volatility Comparison

Fulton Financial Corporation (FULT) and JPMorgan Chase & Co. (JPM) have volatilities of 6.71% and 7.03%, 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


FULTJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

7.03%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

17.13%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.70%

22.16%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.73%

24.49%

+6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.41%

27.29%

+6.12%

Dividends

FULT vs. JPM - Dividend Comparison

FULT's dividend yield for the trailing twelve months is around 3.11%, more than JPM's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
FULT
Fulton Financial Corporation
3.11%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.
1.35%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
73.66B
(FULT) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FULT and JPM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (7.03%) compared to FULT (6.71%). In terms of maximum drawdown, FULT dropped -68.91% vs JPM's -76.16%.

FULT currently has the higher Sharpe Ratio (1.22 vs 0.76), 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.

Portfolio Optimizer

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