HCI vs. JPM

Last updated Apr 1, 2026

Compare and contrast key facts about HCI Group, Inc. (HCI) and JPMorgan Chase & Co. (JPM).

Performance

HCI vs. JPM - Performance Comparison

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

HCI vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HCI HCI Group, Inc.	-19.14%	66.27%	35.46%	126.76%	-51.20%	62.74%	18.45%	-6.80%	75.98%	-21.53%
JPM JPMorgan Chase & Co.	-8.30%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Fundamentals

EPS HCI : $36.02 JPM : $20.42
PE Ratio HCI : 4.29 JPM : 14.41
PEG Ratio HCI : 0.00 JPM : 1.59
PS Ratio HCI : 1.47 JPM : 3.20
Total Revenue (TTM) HCI : $901.66M JPM : $256.52B
Gross Profit (TTM) HCI : $376.02M JPM : $168.20B
EBITDA (TTM) HCI : $302.36M JPM : $78.84B

Returns By Period

In the year-to-date period, HCI achieves a -19.14% return, which is significantly lower than JPM's -8.30% return. Both investments have delivered pretty close results over the past 10 years, with HCI having a 19.93% annualized return and JPM not far ahead at 20.45%.

HCI

• 1D: -0.39%
• 1M: -12.36%
• YTD: -19.14%
• 6M: -19.05%
• 1Y: 4.64%
• 3Y*: 44.65%
• 5Y*: 16.66%
• 10Y*: 19.93%

JPM

• 1D: 3.66%
• 1M: -2.04%
• YTD: -8.30%
• 6M: -5.87%
• 1Y: 22.38%
• 3Y*: 34.32%
• 5Y*: 16.79%
• 10Y*: 20.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HCI vs. JPM — Risk / Return Rank

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

HCI

HCI Risk / Return Rank: 44
HCI Sharpe Ratio Rank: 47
HCI Sortino Ratio Rank: 41
HCI Omega Ratio Rank: 40
HCI Calmar Ratio Rank: 45
HCI Martin Ratio Rank: 45

JPM

JPM Risk / Return Rank: 70
JPM Sharpe Ratio Rank: 73
JPM Sortino Ratio Rank: 64
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 73
JPM Martin Ratio Rank: 74

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.

HCI vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) 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.

	HCI	JPM	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.89	-0.75
Sortino ratio Return per unit of downside risk	0.44	1.28	-0.84
Omega ratio Gain probability vs. loss probability	1.05	1.18	-0.13
Calmar ratio Return relative to maximum drawdown	0.14	1.53	-1.38
Martin ratio Return relative to average drawdown	0.29	4.16	-3.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HCI vs. JPM - Sharpe Ratio Comparison

The current HCI Sharpe Ratio is 0.14, which is lower than the JPM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of HCI 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.

Sharpe Ratios by Period

	HCI	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.89	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.69	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.75	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.34	+0.21

Correlation

The correlation between HCI and JPM is 0.24, 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.

Dividends

HCI vs. JPM - Dividend Comparison

HCI's dividend yield for the trailing twelve months is around 1.03%, less than JPM's 1.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HCI HCI Group, Inc.	1.03%	0.83%	1.37%	1.83%	4.04%	1.92%	3.06%	3.50%	2.90%	4.68%	3.04%	3.44%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%

Drawdowns

HCI vs. JPM - Drawdown Comparison

The maximum HCI drawdown since its inception was -78.79%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for HCI and JPM.

Drawdown Indicators

	HCI	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-78.79%	-76.16%	-2.63%
Max Drawdown (1Y) Largest decline over 1 year	-26.73%	-15.47%	-11.26%
Max Drawdown (5Y) Largest decline over 5 years	-78.79%	-38.77%	-40.02%
Max Drawdown (10Y) Largest decline over 10 years	-78.79%	-43.63%	-35.16%
Current Drawdown Current decline from peak	-24.72%	-12.09%	-12.63%
Average Drawdown Average peak-to-trough decline	-20.51%	-17.66%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.21%	5.67%	+7.54%

Volatility

HCI vs. JPM - Volatility Comparison

HCI Group, Inc. (HCI) has a higher volatility of 7.93% compared to JPMorgan Chase & Co. (JPM) at 6.34%. This indicates that HCI'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.

Volatility by Period

	HCI	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	6.34%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	24.82%	17.19%	+7.63%
Volatility (1Y) Calculated over the trailing 1-year period	33.93%	25.25%	+8.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.09%	24.34%	+18.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.68%	27.38%	+14.30%

Financials

HCI vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between HCI Group, Inc. and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, HCI Group, Inc. reported a gross profit of 0.00 and revenue of 246.24M. Therefore, the gross margin over that period was 0.0%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a gross profit of 41.14B and revenue of 45.80B. Therefore, the gross margin over that period was 89.8%.

HCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, HCI Group, Inc. reported an operating income of 0.00 and revenue of 246.24M, resulting in an operating margin of 0.0%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported an operating income of 17.16B and revenue of 45.80B, resulting in an operating margin of 37.5%.

HCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, HCI Group, Inc. reported a net income of 108.00M and revenue of 246.24M, resulting in a net margin of 43.9%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a net income of 13.03B and revenue of 45.80B, resulting in a net margin of 28.4%.