HSBC vs. JPM
Compare and contrast key facts about HSBC Holdings plc (HSBC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSBC or JPM.
Performance
HSBC vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, HSBC achieves a 23.00% return, which is significantly lower than JPM's 47.33% return. Over the past 10 years, HSBC has underperformed JPM with an annualized return of 4.76%, while JPM has yielded a comparatively higher 18.17% annualized return.
HSBC
23.00%
4.92%
8.14%
31.09%
9.26%
4.76%
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
Fundamentals
| HSBC | JPM | |
|---|---|---|
| Market Cap | $167.06B | $684.38B |
| EPS | $6.10 | $17.82 |
| PE Ratio | 7.59 | 13.51 |
| PEG Ratio | 3.06 | 4.84 |
| Total Revenue (TTM) | $128.76B | $173.22B |
| Gross Profit (TTM) | $153.84B | $169.52B |
| EBITDA (TTM) | $6.08B | $118.87B |
Key characteristics
| HSBC | JPM | |
|---|---|---|
| Sharpe Ratio | 1.34 | 2.77 |
| Sortino Ratio | 1.67 | 3.58 |
| Omega Ratio | 1.26 | 1.56 |
| Calmar Ratio | 1.62 | 6.30 |
| Martin Ratio | 7.92 | 19.13 |
| Ulcer Index | 3.70% | 3.34% |
| Daily Std Dev | 21.84% | 23.04% |
| Max Drawdown | -74.47% | -74.02% |
| Current Drawdown | -1.15% | -0.93% |
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Correlation
The correlation between HSBC and JPM is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HSBC vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) 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
HSBC vs. JPM - Dividend Comparison
HSBC's dividend yield for the trailing twelve months is around 6.58%, more than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC HSBC Holdings plc | 6.58% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
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
HSBC vs. JPM - Drawdown Comparison
The maximum HSBC drawdown since its inception was -74.47%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for HSBC and JPM. For additional features, visit the drawdowns tool.
Volatility
HSBC vs. JPM - Volatility Comparison
The current volatility for HSBC Holdings plc (HSBC) is 6.51%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. This indicates that HSBC 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
HSBC 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.
Total Revenue: Total amount of money received from sales and other business activities