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ING vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


INGJPM
YTD Return19.37%14.03%
1Y Return51.96%44.68%
3Y Return (Ann)19.17%10.79%
5Y Return (Ann)12.50%13.88%
10Y Return (Ann)7.06%16.69%
Sharpe Ratio2.132.50
Daily Std Dev24.05%16.65%
Max Drawdown-92.98%-74.02%
Current Drawdown-34.90%-3.76%

Fundamentals


INGJPM
Market Cap$52.59B$555.72B
EPS$2.18$16.56
PE Ratio7.3111.68
PEG Ratio0.413.36
Revenue (TTM)$17.63B$149.99B
Gross Profit (TTM)$29.42B$122.31B

Correlation

-0.50.00.51.00.5

The correlation between ING and JPM is 0.54, 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.

Performance

ING vs. JPM - Performance Comparison

In the year-to-date period, ING achieves a 19.37% return, which is significantly higher than JPM's 14.03% return. Over the past 10 years, ING has underperformed JPM with an annualized return of 7.06%, while JPM has yielded a comparatively higher 16.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
91.85%
1,126.59%
ING
JPM

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ING Groep N.V.

JPMorgan Chase & Co.

Risk-Adjusted Performance

ING vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) 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.


ING
Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for ING, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.006.002.73
Omega ratio
The chart of Omega ratio for ING, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ING, currently valued at 0.89, compared to the broader market0.002.004.006.000.89
Martin ratio
The chart of Martin ratio for ING, currently valued at 8.08, compared to the broader market-10.000.0010.0020.0030.008.08
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 2.50, compared to the broader market-2.00-1.000.001.002.003.004.002.50
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 2.28, compared to the broader market0.002.004.006.002.28
Martin ratio
The chart of Martin ratio for JPM, currently valued at 9.46, compared to the broader market-10.000.0010.0020.0030.009.46

ING vs. JPM - Sharpe Ratio Comparison

The current ING Sharpe Ratio is 2.13, which roughly equals the JPM Sharpe Ratio of 2.50. The chart below compares the 12-month rolling Sharpe Ratio of ING and JPM.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.13
2.50
ING
JPM

Dividends

ING vs. JPM - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.05%, more than JPM's 2.22% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.05%5.86%7.12%5.05%0.00%6.28%7.64%3.98%5.17%2.86%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.22%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

ING vs. JPM - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ING and JPM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-34.90%
-3.76%
ING
JPM

Volatility

ING vs. JPM - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 9.86% compared to JPMorgan Chase & Co. (JPM) at 8.06%. This indicates that ING'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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
9.86%
8.06%
ING
JPM

Financials

ING vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between ING Groep N.V. 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



Values in USD except per share items