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

Performance

ING vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ING Groep N.V. (ING) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%JuneJulyAugustSeptemberOctoberNovember
81.17%
1,488.32%
ING
JPM

Returns By Period

In the year-to-date period, ING achieves a 12.73% return, which is significantly lower than JPM's 47.66% return. Over the past 10 years, ING has underperformed JPM with an annualized return of 6.41%, while JPM has yielded a comparatively higher 18.28% annualized return.


ING

YTD

12.73%

1M

-8.70%

6M

-10.42%

1Y

23.86%

5Y (annualized)

12.31%

10Y (annualized)

6.41%

JPM

YTD

47.66%

1M

9.69%

6M

21.19%

1Y

65.84%

5Y (annualized)

16.99%

10Y (annualized)

18.28%

Fundamentals


INGJPM
Market Cap$50.88B$674.44B
EPS$2.20$17.99
PE Ratio7.1513.32
PEG Ratio0.414.76
Total Revenue (TTM)$17.00B$173.22B
Gross Profit (TTM)$11.28B$173.22B
EBITDA (TTM)-$184.00M$86.50B

Key characteristics


INGJPM
Sharpe Ratio1.062.95
Sortino Ratio1.503.75
Omega Ratio1.201.59
Calmar Ratio0.456.69
Martin Ratio3.8820.34
Ulcer Index6.20%3.33%
Daily Std Dev22.60%22.97%
Max Drawdown-92.98%-74.02%
Current Drawdown-38.53%-0.71%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.062.95
The chart of Sortino ratio for ING, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.503.75
The chart of Omega ratio for ING, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.59
The chart of Calmar ratio for ING, currently valued at 0.45, compared to the broader market0.002.004.006.000.456.69
The chart of Martin ratio for ING, currently valued at 3.88, compared to the broader market0.0010.0020.0030.003.8820.34
ING
JPM

The current ING Sharpe Ratio is 1.06, which is lower than the JPM Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ING 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.06
2.95
ING
JPM

Dividends

ING vs. JPM - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.62%, more than JPM's 1.88% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.62%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%
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

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.53%
-0.71%
ING
JPM

Volatility

ING vs. JPM - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 6.36%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.56%. This indicates that ING 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.36%
12.56%
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