JPM vs. HSBC
Compare and contrast key facts about JPMorgan Chase & Co. (JPM) and HSBC Holdings plc (HSBC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPM or HSBC.
Performance
JPM vs. HSBC - Performance Comparison
Returns By Period
In the year-to-date period, JPM achieves a 47.33% return, which is significantly higher than HSBC's 23.00% return. Over the past 10 years, JPM has outperformed HSBC with an annualized return of 18.17%, while HSBC has yielded a comparatively lower 4.76% annualized return.
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
HSBC
23.00%
4.92%
8.14%
31.09%
9.26%
4.76%
Fundamentals
| JPM | HSBC | |
|---|---|---|
| Market Cap | $684.38B | $167.06B |
| EPS | $17.82 | $6.10 |
| PE Ratio | 13.51 | 7.59 |
| PEG Ratio | 4.84 | 3.06 |
| Total Revenue (TTM) | $173.22B | $128.76B |
| Gross Profit (TTM) | $169.52B | $153.84B |
| EBITDA (TTM) | $118.87B | $6.08B |
Key characteristics
| JPM | HSBC | |
|---|---|---|
| Sharpe Ratio | 2.77 | 1.34 |
| Sortino Ratio | 3.58 | 1.67 |
| Omega Ratio | 1.56 | 1.26 |
| Calmar Ratio | 6.30 | 1.62 |
| Martin Ratio | 19.13 | 7.92 |
| Ulcer Index | 3.34% | 3.70% |
| Daily Std Dev | 23.04% | 21.84% |
| Max Drawdown | -74.02% | -74.47% |
| Current Drawdown | -0.93% | -1.15% |
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Correlation
The correlation between JPM and HSBC is 0.56, 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. HSBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and HSBC Holdings plc (HSBC). 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. HSBC - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.88%, less than HSBC's 6.58% 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% |
HSBC HSBC Holdings plc | 6.58% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
Drawdowns
JPM vs. HSBC - Drawdown Comparison
The maximum JPM drawdown since its inception was -74.02%, roughly equal to the maximum HSBC drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for JPM and HSBC. For additional features, visit the drawdowns tool.
Volatility
JPM vs. HSBC - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 12.66% compared to HSBC Holdings plc (HSBC) at 6.51%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JPM vs. HSBC - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and HSBC Holdings plc. 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