LPG vs. JPM
LPG (Dorian LPG Ltd.) and JPM (JPMorgan Chase & Co.) are both stocks. LPG operates in Oil & Gas Midstream (Energy), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, LPG returned 29.41%/yr vs 21.02%/yr for JPM. At a 0.28 correlation, their price movements are largely independent.
Performance
LPG vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, LPG achieves a 94.53% return, which is significantly higher than JPM's 0.50% return. Over the past 10 years, LPG has outperformed JPM with an annualized return of 29.41%, while JPM has yielded a comparatively lower 21.02% annualized return.
LPG
- 1D
- 3.79%
- 1M
- 14.01%
- YTD
- 94.53%
- 6M
- 93.10%
- 1Y
- 108.89%
- 3Y*
- 37.14%
- 5Y*
- 47.82%
- 10Y*
- 29.41%
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
LPG vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPG Dorian LPG Ltd. | 94.53% | 9.75% | -37.80% | 171.42% | 109.62% | 12.71% | -21.25% | 165.52% | -29.08% | 0.12% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between LPG and JPM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 8, 2014 | 0.28 |
The correlation between LPG and JPM shifts across timeframes, from 0.14 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LPG:
$1.93B
JPM:
$896.00B
LPG:
$4.54
JPM:
$21.08
LPG:
9.95
JPM:
15.21
LPG:
0.15
JPM:
1.68
LPG:
4.00
JPM:
3.14
LPG:
1.69
JPM:
2.60
LPG:
$481.51M
JPM:
$285.09B
LPG:
$415.02M
JPM:
$173.52B
LPG:
$279.22M
JPM:
$81.46B
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Return for Risk
LPG vs. JPM — Risk / Return Rank
LPG
JPM
LPG vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LPG | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.18 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | 1.42 | +2.96 |
| Martin ratioReturn relative to average drawdown | 9.39 | 3.36 | +6.03 |
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Drawdowns
LPG vs. JPM - Drawdown Comparison
The maximum LPG drawdown since its inception was -78.31%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for LPG and JPM.
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Drawdown Indicators
| LPG | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.31% | -76.16% | -2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -15.47% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -62.89% | -24.42% | -38.47% |
Max Drawdown (5Y)Largest decline over 5 years | -62.89% | -38.77% | -24.12% |
Max Drawdown (10Y)Largest decline over 10 years | -62.89% | -43.63% | -19.26% |
Current DrawdownCurrent decline from peak | -5.30% | -3.66% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -42.68% | -17.62% | -25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 6.54% | +5.10% |
Volatility
LPG vs. JPM - Volatility Comparison
Dorian LPG Ltd. (LPG) has a higher volatility of 17.04% compared to JPMorgan Chase & Co. (JPM) at 6.35%. This indicates that LPG's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPG | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.04% | 6.35% | +10.69% |
Volatility (6M)Calculated over the trailing 6-month period | 30.44% | 16.67% | +13.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.81% | 21.76% | +18.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.43% | 24.46% | +18.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.29% | 27.39% | +20.90% |
Dividends
LPG vs. JPM - Dividend Comparison
LPG's dividend yield for the trailing twelve months is around 6.53%, more than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
LPG Dorian LPG Ltd. | 6.53% | 10.07% | 16.41% | 9.12% | 29.02% | 7.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LPG vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Dorian LPG Ltd. 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
Frequently Asked Questions
LPG and JPM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPG has higher volatility (17.04%) compared to JPM (6.35%). In terms of maximum drawdown, LPG dropped -78.31% vs JPM's -76.16%.
LPG currently has the higher Sharpe Ratio (2.76 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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