JPM vs. BAC
Compare and contrast key facts about JPMorgan Chase & Co. (JPM) and Bank of America Corporation (BAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPM or BAC.
Performance
JPM vs. BAC - Performance Comparison
Returns By Period
In the year-to-date period, JPM achieves a 47.33% return, which is significantly higher than BAC's 40.71% return. Over the past 10 years, JPM has outperformed BAC with an annualized return of 18.17%, while BAC has yielded a comparatively lower 12.79% annualized return.
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
BAC
40.71%
9.83%
20.11%
61.18%
9.68%
12.79%
Fundamentals
| JPM | BAC | |
|---|---|---|
| Market Cap | $684.38B | $356.48B |
| EPS | $17.82 | $2.76 |
| PE Ratio | 13.51 | 16.83 |
| PEG Ratio | 4.84 | 2.06 |
| Total Revenue (TTM) | $173.22B | $97.40B |
| Gross Profit (TTM) | $169.52B | $58.68B |
| EBITDA (TTM) | $118.87B | $42.54B |
Key characteristics
| JPM | BAC | |
|---|---|---|
| Sharpe Ratio | 2.77 | 2.59 |
| Sortino Ratio | 3.58 | 3.82 |
| Omega Ratio | 1.56 | 1.46 |
| Calmar Ratio | 6.30 | 1.63 |
| Martin Ratio | 19.13 | 11.14 |
| Ulcer Index | 3.34% | 5.47% |
| Daily Std Dev | 23.04% | 23.53% |
| Max Drawdown | -74.02% | -93.45% |
| Current Drawdown | -0.93% | -0.62% |
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Correlation
The correlation between JPM and BAC is 0.66, 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
JPM vs. BAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Bank of America Corporation (BAC). 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
JPM vs. BAC - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.88%, less than BAC's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BAC Bank of America Corporation | 2.11% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Drawdowns
JPM vs. BAC - Drawdown Comparison
The maximum JPM drawdown since its inception was -74.02%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for JPM and BAC. For additional features, visit the drawdowns tool.
Volatility
JPM vs. BAC - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 12.66% compared to Bank of America Corporation (BAC) at 9.45%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JPM vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Bank of America Corporation. 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