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IAT vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAT and JPM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IAT vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Regional Banks ETF (IAT) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
25.57%
20.87%
IAT
JPM

Key characteristics

Sharpe Ratio

IAT:

1.08

JPM:

1.97

Sortino Ratio

IAT:

1.73

JPM:

2.70

Omega Ratio

IAT:

1.21

JPM:

1.40

Calmar Ratio

IAT:

0.69

JPM:

4.55

Martin Ratio

IAT:

5.99

JPM:

13.24

Ulcer Index

IAT:

4.55%

JPM:

3.48%

Daily Std Dev

IAT:

25.21%

JPM:

23.42%

Max Drawdown

IAT:

-77.22%

JPM:

-74.02%

Current Drawdown

IAT:

-19.58%

JPM:

-5.07%

Returns By Period

In the year-to-date period, IAT achieves a 24.22% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, IAT has underperformed JPM with an annualized return of 6.34%, while JPM has yielded a comparatively higher 17.53% annualized return.


IAT

YTD

24.22%

1M

-6.55%

6M

27.77%

1Y

25.45%

5Y*

2.90%

10Y*

6.34%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

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Risk-Adjusted Performance

IAT vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Regional Banks ETF (IAT) 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 IAT, currently valued at 1.08, compared to the broader market0.002.004.001.081.97
The chart of Sortino ratio for IAT, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.732.70
The chart of Omega ratio for IAT, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.40
The chart of Calmar ratio for IAT, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.694.55
The chart of Martin ratio for IAT, currently valued at 5.99, compared to the broader market0.0020.0040.0060.0080.00100.005.9913.24
IAT
JPM

The current IAT Sharpe Ratio is 1.08, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IAT 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.08
1.97
IAT
JPM

Dividends

IAT vs. JPM - Dividend Comparison

IAT's dividend yield for the trailing twelve months is around 2.96%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
IAT
iShares U.S. Regional Banks ETF
2.96%3.56%3.12%1.88%2.87%2.49%2.48%1.56%1.52%1.78%1.68%1.56%
JPM
JPMorgan Chase & Co.
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

IAT vs. JPM - Drawdown Comparison

The maximum IAT drawdown since its inception was -77.22%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for IAT and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.58%
-5.07%
IAT
JPM

Volatility

IAT vs. JPM - Volatility Comparison

iShares U.S. Regional Banks ETF (IAT) has a higher volatility of 6.62% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that IAT'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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
5.60%
IAT
JPM
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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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