GLAD vs. JPM
Compare and contrast key facts about Gladstone Capital Corporation (GLAD) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLAD or JPM.
Performance
GLAD vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, GLAD achieves a 34.20% return, which is significantly lower than JPM's 47.33% return. Over the past 10 years, GLAD has underperformed JPM with an annualized return of 13.80%, while JPM has yielded a comparatively higher 18.17% annualized return.
GLAD
34.20%
8.26%
25.45%
42.44%
15.38%
13.80%
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
Fundamentals
| GLAD | JPM | |
|---|---|---|
| Market Cap | $584.37M | $684.38B |
| EPS | $4.34 | $17.82 |
| PE Ratio | 6.03 | 13.51 |
| PEG Ratio | 2.31 | 4.84 |
| Total Revenue (TTM) | $109.55M | $173.22B |
| Gross Profit (TTM) | $100.42M | $169.52B |
| EBITDA (TTM) | $74.92M | $118.87B |
Key characteristics
| GLAD | JPM | |
|---|---|---|
| Sharpe Ratio | 2.46 | 2.77 |
| Sortino Ratio | 2.99 | 3.58 |
| Omega Ratio | 1.44 | 1.56 |
| Calmar Ratio | 3.59 | 6.30 |
| Martin Ratio | 9.90 | 19.13 |
| Ulcer Index | 4.33% | 3.34% |
| Daily Std Dev | 17.39% | 23.04% |
| Max Drawdown | -74.87% | -74.02% |
| Current Drawdown | -0.43% | -0.93% |
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Correlation
The correlation between GLAD and JPM is 0.39, 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
GLAD vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Capital Corporation (GLAD) 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
GLAD vs. JPM - Dividend Comparison
GLAD's dividend yield for the trailing twelve months is around 7.47%, more than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLAD Gladstone Capital Corporation | 7.47% | 9.16% | 8.42% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
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
GLAD vs. JPM - Drawdown Comparison
The maximum GLAD drawdown since its inception was -74.87%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for GLAD and JPM. For additional features, visit the drawdowns tool.
Volatility
GLAD vs. JPM - Volatility Comparison
The current volatility for Gladstone Capital Corporation (GLAD) is 4.90%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. This indicates that GLAD 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.
Financials
GLAD vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Gladstone Capital 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