ITRI vs. JPM
Compare and contrast key facts about Itron, Inc. (ITRI) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITRI or JPM.
Key characteristics
| ITRI | JPM | |
|---|---|---|
| YTD Return | 64.81% | 44.04% |
| 1Y Return | 96.48% | 67.32% |
| 3Y Return (Ann) | 20.04% | 16.06% |
| 5Y Return (Ann) | 10.20% | 16.62% |
| 10Y Return (Ann) | 11.88% | 18.05% |
| Sharpe Ratio | 2.51 | 3.03 |
| Sortino Ratio | 3.74 | 3.83 |
| Omega Ratio | 1.47 | 1.61 |
| Calmar Ratio | 2.08 | 6.89 |
| Martin Ratio | 17.08 | 21.04 |
| Ulcer Index | 5.77% | 3.32% |
| Daily Std Dev | 39.37% | 23.06% |
| Max Drawdown | -94.36% | -74.02% |
| Current Drawdown | 0.00% | -3.14% |
Fundamentals
| ITRI | JPM | |
|---|---|---|
| Market Cap | $5.61B | $673.68B |
| EPS | $4.87 | $17.99 |
| PE Ratio | 25.55 | 13.30 |
| PEG Ratio | 1.01 | 4.72 |
| Total Revenue (TTM) | $2.41B | $173.22B |
| Gross Profit (TTM) | $808.85M | $173.22B |
| EBITDA (TTM) | $297.83M | $86.50B |
Correlation
The correlation between ITRI and JPM is 0.30, 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
ITRI vs. JPM - Performance Comparison
In the year-to-date period, ITRI achieves a 64.81% return, which is significantly higher than JPM's 44.04% return. Over the past 10 years, ITRI has underperformed JPM with an annualized return of 11.88%, while JPM has yielded a comparatively higher 18.05% 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
ITRI vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itron, Inc. (ITRI) 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
ITRI vs. JPM - Dividend Comparison
ITRI has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITRI Itron, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
ITRI vs. JPM - Drawdown Comparison
The maximum ITRI drawdown since its inception was -94.36%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ITRI and JPM. For additional features, visit the drawdowns tool.
Volatility
ITRI vs. JPM - Volatility Comparison
The current volatility for Itron, Inc. (ITRI) is 10.58%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.53%. This indicates that ITRI 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
ITRI vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Itron, Inc. 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