LSEG.L vs. JPM
Compare and contrast key facts about London Stock Exchange Group plc (LSEG.L) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSEG.L or JPM.
Key characteristics
| LSEG.L | JPM | |
|---|---|---|
| YTD Return | 15.72% | 44.20% |
| 1Y Return | 27.03% | 68.25% |
| 3Y Return (Ann) | 16.70% | 16.09% |
| 5Y Return (Ann) | 10.13% | 16.63% |
| 10Y Return (Ann) | 19.25% | 18.06% |
| Sharpe Ratio | 2.16 | 2.93 |
| Sortino Ratio | 3.24 | 3.74 |
| Omega Ratio | 1.38 | 1.59 |
| Calmar Ratio | 2.37 | 6.66 |
| Martin Ratio | 9.72 | 20.31 |
| Ulcer Index | 2.98% | 3.32% |
| Daily Std Dev | 13.54% | 23.01% |
| Max Drawdown | -80.59% | -74.02% |
| Current Drawdown | -2.62% | -3.04% |
Fundamentals
| LSEG.L | JPM | |
|---|---|---|
| Market Cap | £57.32B | $674.44B |
| EPS | £1.38 | $17.99 |
| PE Ratio | 76.78 | 13.32 |
| PEG Ratio | 1.79 | 4.76 |
| Total Revenue (TTM) | £8.59B | $173.22B |
| Gross Profit (TTM) | £6.34B | $173.22B |
| EBITDA (TTM) | £3.45B | $86.50B |
Correlation
The correlation between LSEG.L and JPM is 0.22, 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.
Performance
LSEG.L vs. JPM - Performance Comparison
In the year-to-date period, LSEG.L achieves a 15.72% return, which is significantly lower than JPM's 44.20% return. Over the past 10 years, LSEG.L has outperformed JPM with an annualized return of 19.25%, while JPM has yielded a comparatively lower 18.06% 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
LSEG.L vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) 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
LSEG.L vs. JPM - Dividend Comparison
LSEG.L's dividend yield for the trailing twelve months is around 1.14%, less than JPM's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSEG.L London Stock Exchange Group plc | 1.14% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
LSEG.L vs. JPM - Drawdown Comparison
The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for LSEG.L and JPM. For additional features, visit the drawdowns tool.
Volatility
LSEG.L vs. JPM - Volatility Comparison
The current volatility for London Stock Exchange Group plc (LSEG.L) is 6.49%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.51%. This indicates that LSEG.L experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LSEG.L vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between London Stock Exchange Group plc 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