HCI vs. JPM
HCI (HCI Group, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — HCI in Insurance - Property & Casualty, JPM in Banks - Diversified. Over the past 10 years, HCI returned 19.90%/yr vs 19.77%/yr for JPM. At a 0.24 correlation, their price movements are largely independent.
Performance
HCI vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, HCI achieves a -21.44% return, which is significantly lower than JPM's -5.73% return. Both investments have delivered pretty close results over the past 10 years, with HCI having a 19.90% annualized return and JPM not far behind at 19.77%.
HCI
- 1D
- -1.54%
- 1M
- 0.64%
- YTD
- -21.44%
- 6M
- -16.17%
- 1Y
- -8.31%
- 3Y*
- 41.73%
- 5Y*
- 14.96%
- 10Y*
- 19.90%
JPM
- 1D
- -0.04%
- 1M
- -2.21%
- YTD
- -5.73%
- 6M
- -2.68%
- 1Y
- 15.18%
- 3Y*
- 31.87%
- 5Y*
- 15.45%
- 10Y*
- 19.77%
HCI vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | -21.44% | 66.27% | 35.46% | 126.76% | -51.20% | 62.74% | 18.45% | -6.80% | 75.98% | -21.53% |
JPM JPMorgan Chase & Co. | -5.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between HCI and JPM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2008 | 0.24 |
Fundamentals
HCI:
$1.93B
JPM:
$840.48B
HCI:
$24.40
JPM:
$21.08
HCI:
6.14
JPM:
14.27
HCI:
0.01
JPM:
1.58
HCI:
2.08
JPM:
2.95
HCI:
1.77
JPM:
2.44
HCI:
$927.48M
JPM:
$285.09B
HCI:
$617.14M
JPM:
$173.52B
HCI:
$459.34M
JPM:
$81.46B
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Return for Risk
HCI vs. JPM — Risk / Return Rank
HCI
JPM
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 ratioReturn per unit of total volatility | -0.26 | 0.71 | -0.98 |
Sortino ratioReturn per unit of downside risk | -0.17 | 1.06 | -1.23 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.14 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.99 | -1.29 |
Martin ratioReturn relative to average drawdown | -0.50 | 2.36 | -2.86 |
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
| HCI | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 0.71 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.64 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.34 | +0.20 |
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.
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Drawdown Indicators
| HCI | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.79% | -76.16% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -15.47% | -11.99% |
Max Drawdown (3Y)Largest decline over 3 years | -28.30% | -24.42% | -3.88% |
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 DrawdownCurrent decline from peak | -26.87% | -9.63% | -17.24% |
Average DrawdownAverage peak-to-trough decline | -20.55% | -17.62% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.50% | 6.46% | +10.04% |
Volatility
HCI vs. JPM - Volatility Comparison
HCI Group, Inc. (HCI) has a higher volatility of 6.96% compared to JPMorgan Chase & Co. (JPM) at 6.39%. 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.
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Volatility by Period
| HCI | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 6.39% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 21.10% | 17.16% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.96% | 21.41% | +10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.06% | 24.41% | +18.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.56% | 27.37% | +14.19% |
Dividends
HCI vs. JPM - Dividend Comparison
HCI's dividend yield for the trailing twelve months is around 1.07%, less than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | 1.07% | 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. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
HCI vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between HCI Group, Inc. 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
HCI vs. JPM - Profitability Comparison
HCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a gross profit of 177.28M and revenue of 242.88M. Therefore, the gross margin over that period was 73.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
HCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported an operating income of 115.38M and revenue of 242.88M, resulting in an operating margin of 47.5%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
HCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCI Group, Inc. reported a net income of 85.04M and revenue of 242.88M, resulting in a net margin of 35.0%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
HCI and JPM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCI has higher volatility (6.96%) compared to JPM (6.39%). In terms of maximum drawdown, HCI dropped -78.79% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.71 vs -0.26), 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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