GBF.DE vs. JPM
Compare and contrast key facts about Bilfinger SE (GBF.DE) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBF.DE or JPM.
Key characteristics
| GBF.DE | JPM | |
|---|---|---|
| YTD Return | 32.99% | 35.08% |
| 1Y Return | 33.76% | 65.23% |
| 3Y Return (Ann) | 22.09% | 12.87% |
| 5Y Return (Ann) | 16.22% | 15.25% |
| 10Y Return (Ann) | 3.70% | 17.24% |
| Sharpe Ratio | 1.13 | 3.44 |
| Sortino Ratio | 1.68 | 3.89 |
| Omega Ratio | 1.23 | 1.62 |
| Calmar Ratio | 0.78 | 4.77 |
| Martin Ratio | 5.57 | 20.47 |
| Ulcer Index | 5.61% | 3.28% |
| Daily Std Dev | 27.61% | 19.52% |
| Max Drawdown | -83.07% | -74.02% |
| Current Drawdown | -17.15% | -0.48% |
Fundamentals
| GBF.DE | JPM | |
|---|---|---|
| Market Cap | €1.67B | $631.78B |
| EPS | €5.66 | $18.00 |
| PE Ratio | 7.88 | 12.47 |
| PEG Ratio | -171.80 | 4.44 |
| Total Revenue (TTM) | €3.59B | $173.22B |
| Gross Profit (TTM) | €374.50M | $173.22B |
| EBITDA (TTM) | €197.80M | $86.50B |
Correlation
The correlation between GBF.DE and JPM is 0.22, 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.
Performance
GBF.DE vs. JPM - Performance Comparison
In the year-to-date period, GBF.DE achieves a 32.99% return, which is significantly lower than JPM's 35.08% return. Over the past 10 years, GBF.DE has underperformed JPM with an annualized return of 3.70%, while JPM has yielded a comparatively higher 17.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBF.DE vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bilfinger SE (GBF.DE) 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.
Dividends
GBF.DE vs. JPM - Dividend Comparison
GBF.DE's dividend yield for the trailing twelve months is around 4.04%, more than JPM's 2.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBF.DE Bilfinger SE | 4.04% | 5.60% | 3.69% | 6.29% | 4.33% | 2.89% | 3.92% | 2.53% | 1.37% | 4.60% | 6.47% | 3.68% |
JPM JPMorgan Chase & Co. | 2.05% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
GBF.DE vs. JPM - Drawdown Comparison
The maximum GBF.DE drawdown since its inception was -83.07%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for GBF.DE and JPM. For additional features, visit the drawdowns tool.
Volatility
GBF.DE vs. JPM - Volatility Comparison
Bilfinger SE (GBF.DE) has a higher volatility of 12.15% compared to JPMorgan Chase & Co. (JPM) at 6.34%. This indicates that GBF.DE's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GBF.DE vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Bilfinger SE 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