JPM vs. HD
Compare and contrast key facts about JPMorgan Chase & Co. (JPM) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPM or HD.
Performance
JPM vs. HD - Performance Comparison
Returns By Period
In the year-to-date period, JPM achieves a 46.32% return, which is significantly higher than HD's 19.63% return. Both investments have delivered pretty close results over the past 10 years, with JPM having a 18.20% annualized return and HD not far behind at 18.03%.
JPM
46.32%
7.86%
23.26%
62.37%
16.73%
18.20%
HD
19.63%
-1.98%
22.60%
35.42%
16.07%
18.03%
Fundamentals
| JPM | HD | |
|---|---|---|
| Market Cap | $674.44B | $405.44B |
| EPS | $17.99 | $14.74 |
| PE Ratio | 13.32 | 27.69 |
| PEG Ratio | 4.76 | 4.53 |
| Total Revenue (TTM) | $173.22B | $154.60B |
| Gross Profit (TTM) | $173.22B | $52.52B |
| EBITDA (TTM) | $86.50B | $24.26B |
Key characteristics
| JPM | HD | |
|---|---|---|
| Sharpe Ratio | 2.74 | 1.81 |
| Sortino Ratio | 3.54 | 2.47 |
| Omega Ratio | 1.56 | 1.30 |
| Calmar Ratio | 6.21 | 1.54 |
| Martin Ratio | 18.87 | 4.38 |
| Ulcer Index | 3.33% | 8.17% |
| Daily Std Dev | 22.97% | 19.84% |
| Max Drawdown | -74.02% | -70.47% |
| Current Drawdown | -1.61% | -2.82% |
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Correlation
The correlation between JPM and HD is 0.39, 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.
Risk-Adjusted Performance
JPM vs. HD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and The Home Depot, Inc. (HD). 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. HD - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.89%, less than HD's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.89% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
HD The Home Depot, Inc. | 2.17% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Drawdowns
JPM vs. HD - Drawdown Comparison
The maximum JPM drawdown since its inception was -74.02%, which is greater than HD's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for JPM and HD. For additional features, visit the drawdowns tool.
Volatility
JPM vs. HD - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 12.54% compared to The Home Depot, Inc. (HD) at 6.26%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JPM vs. HD - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and The Home Depot, Inc.. 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