IBN vs. JPM
Compare and contrast key facts about ICICI Bank Limited (IBN) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBN or JPM.
Key characteristics
| IBN | JPM | |
|---|---|---|
| YTD Return | 25.35% | 45.59% |
| 1Y Return | 32.76% | 65.38% |
| 3Y Return (Ann) | 13.92% | 16.51% |
| 5Y Return (Ann) | 17.26% | 16.67% |
| 10Y Return (Ann) | 12.01% | 18.14% |
| Sharpe Ratio | 1.36 | 2.91 |
| Sortino Ratio | 1.98 | 3.71 |
| Omega Ratio | 1.27 | 1.59 |
| Calmar Ratio | 3.33 | 6.60 |
| Martin Ratio | 9.55 | 20.08 |
| Ulcer Index | 3.33% | 3.33% |
| Daily Std Dev | 23.39% | 22.95% |
| Max Drawdown | -86.09% | -74.02% |
| Current Drawdown | -5.58% | -2.10% |
Fundamentals
| IBN | JPM | |
|---|---|---|
| Market Cap | $106.20B | $674.44B |
| EPS | $1.57 | $17.99 |
| PE Ratio | 19.08 | 13.32 |
| PEG Ratio | 0.00 | 4.76 |
| Total Revenue (TTM) | $2.25T | $173.22B |
| Gross Profit (TTM) | $2.25T | $173.22B |
| EBITDA (TTM) | $129.13B | $86.50B |
Correlation
The correlation between IBN and JPM is 0.36, 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.
Performance
IBN vs. JPM - Performance Comparison
In the year-to-date period, IBN achieves a 25.35% return, which is significantly lower than JPM's 45.59% return. Over the past 10 years, IBN has underperformed JPM with an annualized return of 12.01%, while JPM has yielded a comparatively higher 18.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IBN vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) 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
IBN vs. JPM - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.81%, less than JPM's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.81% | 0.82% | 0.58% | 0.27% | 0.00% | 0.19% | 0.84% | 0.72% | 1.99% | 4.21% | 1.32% | 2.02% |
JPM JPMorgan Chase & Co. | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
IBN vs. JPM - Drawdown Comparison
The maximum IBN drawdown since its inception was -86.09%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for IBN and JPM. For additional features, visit the drawdowns tool.
Volatility
IBN vs. JPM - Volatility Comparison
The current volatility for ICICI Bank Limited (IBN) is 8.56%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.51%. This indicates that IBN 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
IBN vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between ICICI Bank 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