JEF vs. JPM
Compare and contrast key facts about Jefferies Financial Group Inc. (JEF) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEF or JPM.
Key characteristics
| JEF | JPM | |
|---|---|---|
| YTD Return | 87.30% | 47.66% |
| 1Y Return | 117.81% | 65.84% |
| 3Y Return (Ann) | 31.43% | 17.34% |
| 5Y Return (Ann) | 39.10% | 16.99% |
| 10Y Return (Ann) | 15.79% | 18.28% |
| Sharpe Ratio | 4.52 | 2.95 |
| Sortino Ratio | 5.59 | 3.75 |
| Omega Ratio | 1.73 | 1.59 |
| Calmar Ratio | 10.07 | 6.69 |
| Martin Ratio | 35.46 | 20.34 |
| Ulcer Index | 3.27% | 3.33% |
| Daily Std Dev | 25.69% | 22.97% |
| Max Drawdown | -80.74% | -74.02% |
| Current Drawdown | -0.51% | -0.71% |
Fundamentals
| JEF | JPM | |
|---|---|---|
| Market Cap | $15.27B | $674.44B |
| EPS | $2.34 | $17.99 |
| PE Ratio | 31.76 | 13.32 |
| Total Revenue (TTM) | $9.75B | $173.22B |
| Gross Profit (TTM) | $8.13B | $173.22B |
| EBITDA (TTM) | $4.27B | $86.50B |
Correlation
The correlation between JEF and JPM is 0.44, 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
JEF vs. JPM - Performance Comparison
In the year-to-date period, JEF achieves a 87.30% return, which is significantly higher than JPM's 47.66% return. Over the past 10 years, JEF has underperformed JPM with an annualized return of 15.79%, while JPM has yielded a comparatively higher 18.28% 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
JEF vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) 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
JEF vs. JPM - Dividend Comparison
JEF's dividend yield for the trailing twelve months is around 1.28%, less than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | 1.28% | 7.42% | 3.67% | 2.43% | 1.96% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 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
JEF vs. JPM - Drawdown Comparison
The maximum JEF drawdown since its inception was -80.74%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for JEF and JPM. For additional features, visit the drawdowns tool.
Volatility
JEF vs. JPM - Volatility Comparison
Jefferies Financial Group Inc. (JEF) and JPMorgan Chase & Co. (JPM) have volatilities of 12.36% and 12.56%, 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.
Financials
JEF vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Jefferies Financial Group 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