HMY vs. JPM
Compare and contrast key facts about Harmony Gold Mining Company Limited (HMY) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HMY or JPM.
Performance
HMY vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, HMY achieves a 58.32% return, which is significantly higher than JPM's 46.32% return. Over the past 10 years, HMY has outperformed JPM with an annualized return of 19.91%, while JPM has yielded a comparatively lower 18.20% annualized return.
HMY
58.32%
-18.51%
-5.65%
77.35%
25.29%
19.91%
JPM
46.32%
7.86%
23.26%
62.37%
16.73%
18.20%
Fundamentals
HMY | JPM | |
---|---|---|
Market Cap | $5.79B | $674.44B |
EPS | $0.75 | $17.99 |
PE Ratio | 12.41 | 13.32 |
PEG Ratio | 0.00 | 4.76 |
Total Revenue (TTM) | $3.30B | $173.22B |
Gross Profit (TTM) | $1.17B | $173.22B |
EBITDA (TTM) | $1.06B | $86.50B |
Key characteristics
HMY | JPM | |
---|---|---|
Sharpe Ratio | 1.43 | 2.74 |
Sortino Ratio | 2.13 | 3.54 |
Omega Ratio | 1.27 | 1.56 |
Calmar Ratio | 1.18 | 6.21 |
Martin Ratio | 7.29 | 18.87 |
Ulcer Index | 10.84% | 3.33% |
Daily Std Dev | 55.05% | 22.97% |
Max Drawdown | -97.06% | -74.02% |
Current Drawdown | -41.18% | -1.61% |
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Correlation
The correlation between HMY and JPM is 0.03, 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
HMY vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) 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
HMY vs. JPM - Dividend Comparison
HMY's dividend yield for the trailing twelve months is around 1.35%, less than JPM's 1.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Harmony Gold Mining Company Limited | 1.35% | 0.65% | 1.15% | 2.24% | 0.00% | 0.00% | 0.00% | 3.48% | 1.67% | 0.00% | 0.00% | 2.21% |
JPMorgan Chase & Co. | 1.89% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
HMY vs. JPM - Drawdown Comparison
The maximum HMY drawdown since its inception was -97.06%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for HMY and JPM. For additional features, visit the drawdowns tool.
Volatility
HMY vs. JPM - Volatility Comparison
Harmony Gold Mining Company Limited (HMY) has a higher volatility of 16.98% compared to JPMorgan Chase & Co. (JPM) at 12.54%. This indicates that HMY'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
HMY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Harmony Gold Mining Company Limited 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