IAT vs. JPM
Compare and contrast key facts about iShares U.S. Regional Banks ETF (IAT) and JPMorgan Chase & Co. (JPM).
IAT is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Regional Banks Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAT or JPM.
Performance
IAT vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, IAT achieves a 33.11% return, which is significantly lower than JPM's 46.32% return. Over the past 10 years, IAT has underperformed JPM with an annualized return of 7.52%, while JPM has yielded a comparatively higher 18.20% annualized return.
IAT
33.11%
8.23%
28.50%
54.72%
5.33%
7.52%
JPM
46.32%
7.86%
23.26%
62.37%
16.73%
18.20%
Key characteristics
| IAT | JPM | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.74 |
| Sortino Ratio | 3.07 | 3.54 |
| Omega Ratio | 1.37 | 1.56 |
| Calmar Ratio | 1.20 | 6.21 |
| Martin Ratio | 12.67 | 18.87 |
| Ulcer Index | 4.31% | 3.33% |
| Daily Std Dev | 26.29% | 22.97% |
| Max Drawdown | -77.23% | -74.02% |
| Current Drawdown | -13.82% | -1.61% |
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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.
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.
Dividends
IAT vs. JPM - Dividend Comparison
IAT's dividend yield for the trailing twelve months is around 2.89%, more than JPM's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAT iShares U.S. Regional Banks ETF | 2.89% | 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. | 1.89% | 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 -77.23%, 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.
Volatility
IAT vs. JPM - Volatility Comparison
iShares U.S. Regional Banks ETF (IAT) and JPMorgan Chase & Co. (JPM) have volatilities of 12.21% and 12.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.