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HSBA.L vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HSBA.L and JPM is 0.29, 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.


-0.50.00.51.00.3

Performance

HSBA.L vs. JPM - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
16.93%
18.33%
HSBA.L
JPM

Key characteristics

Sharpe Ratio

HSBA.L:

1.82

JPM:

1.90

Sortino Ratio

HSBA.L:

2.19

JPM:

2.62

Omega Ratio

HSBA.L:

1.36

JPM:

1.39

Calmar Ratio

HSBA.L:

3.38

JPM:

4.40

Martin Ratio

HSBA.L:

10.32

JPM:

12.57

Ulcer Index

HSBA.L:

3.74%

JPM:

3.55%

Daily Std Dev

HSBA.L:

21.20%

JPM:

23.51%

Max Drawdown

HSBA.L:

-61.71%

JPM:

-74.02%

Current Drawdown

HSBA.L:

0.00%

JPM:

-2.36%

Fundamentals

Market Cap

HSBA.L:

£140.76B

JPM:

$674.87B

EPS

HSBA.L:

£0.97

JPM:

$17.98

PE Ratio

HSBA.L:

8.10

JPM:

13.33

PEG Ratio

HSBA.L:

3.26

JPM:

4.71

Total Revenue (TTM)

HSBA.L:

£54.53B

JPM:

$131.51B

Gross Profit (TTM)

HSBA.L:

£50.46B

JPM:

$130.92B

EBITDA (TTM)

HSBA.L:

-£814.00M

JPM:

$99.40B

Returns By Period

In the year-to-date period, HSBA.L achieves a 0.75% return, which is significantly lower than JPM's 1.95% return. Over the past 10 years, HSBA.L has underperformed JPM with an annualized return of 9.04%, while JPM has yielded a comparatively higher 18.40% annualized return.


HSBA.L

YTD

0.75%

1M

5.48%

6M

21.52%

1Y

37.78%

5Y*

12.49%

10Y*

9.04%

JPM

YTD

1.95%

1M

0.24%

6M

18.33%

1Y

45.72%

5Y*

15.63%

10Y*

18.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HSBA.L vs. JPM — Risk-Adjusted Performance Rank

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

HSBA.L
The Risk-Adjusted Performance Rank of HSBA.L is 9191
Overall Rank
The Sharpe Ratio Rank of HSBA.L is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HSBA.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HSBA.L is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HSBA.L is 9696
Calmar Ratio Rank
The Martin Ratio Rank of HSBA.L is 9292
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9393
Overall Rank
The Sharpe Ratio Rank of JPM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSBA.L vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBA.L) 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.


Sharpe ratio
The chart of Sharpe ratio for HSBA.L, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.052.05
The chart of Sortino ratio for HSBA.L, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.412.79
The chart of Omega ratio for HSBA.L, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.42
The chart of Calmar ratio for HSBA.L, currently valued at 3.69, compared to the broader market0.002.004.006.003.694.74
The chart of Martin ratio for HSBA.L, currently valued at 13.92, compared to the broader market-10.000.0010.0020.0013.9213.55
HSBA.L
JPM

The current HSBA.L Sharpe Ratio is 1.82, which is comparable to the JPM Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of HSBA.L 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.05
2.05
HSBA.L
JPM

Dividends

HSBA.L vs. JPM - Dividend Comparison

HSBA.L's dividend yield for the trailing twelve months is around 8.27%, more than JPM's 1.97% yield.


TTM20242023202220212020201920182017201620152014
HSBA.L
HSBC Holdings plc
8.27%8.34%6.67%4.21%3.55%5.54%6.69%5.83%5.18%5.79%6.12%4.88%
JPM
JPMorgan Chase & Co.
1.97%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

HSBA.L vs. JPM - Drawdown Comparison

The maximum HSBA.L drawdown since its inception was -61.71%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for HSBA.L and JPM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.46%
-2.36%
HSBA.L
JPM

Volatility

HSBA.L vs. JPM - Volatility Comparison

The current volatility for HSBC Holdings plc (HSBA.L) is 3.24%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.38%. This indicates that HSBA.L 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
3.24%
5.38%
HSBA.L
JPM

Financials

HSBA.L vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between HSBC Holdings plc 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. HSBA.L values in GBp, JPM values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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