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MAC vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAC and JPM is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MAC vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macerich Company (MAC) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
357.96%
5,116.54%
MAC
JPM

Key characteristics

Sharpe Ratio

MAC:

-0.10

JPM:

1.04

Sortino Ratio

MAC:

0.14

JPM:

1.56

Omega Ratio

MAC:

1.02

JPM:

1.23

Calmar Ratio

MAC:

-0.06

JPM:

1.22

Martin Ratio

MAC:

-0.34

JPM:

4.27

Ulcer Index

MAC:

12.66%

JPM:

6.96%

Daily Std Dev

MAC:

41.84%

JPM:

28.58%

Max Drawdown

MAC:

-93.38%

JPM:

-74.02%

Current Drawdown

MAC:

-72.94%

JPM:

-12.47%

Fundamentals

Market Cap

MAC:

$3.87B

JPM:

$679.88B

EPS

MAC:

-$0.88

JPM:

$20.39

PEG Ratio

MAC:

-485.00

JPM:

6.65

PS Ratio

MAC:

4.30

JPM:

4.03

PB Ratio

MAC:

1.36

JPM:

2.04

Total Revenue (TTM)

MAC:

$709.42M

JPM:

$204.37B

Gross Profit (TTM)

MAC:

$494.74M

JPM:

$180.79B

EBITDA (TTM)

MAC:

$435.66M

JPM:

$100.17B

Returns By Period

In the year-to-date period, MAC achieves a -24.86% return, which is significantly lower than JPM's 2.76% return. Over the past 10 years, MAC has underperformed JPM with an annualized return of -10.57%, while JPM has yielded a comparatively higher 17.68% annualized return.


MAC

YTD

-24.86%

1M

-13.17%

6M

-16.58%

1Y

-1.48%

5Y*

21.13%

10Y*

-10.57%

JPM

YTD

2.76%

1M

0.91%

6M

10.80%

1Y

28.79%

5Y*

24.15%

10Y*

17.68%

*Annualized

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Risk-Adjusted Performance

MAC vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAC
The Risk-Adjusted Performance Rank of MAC is 4444
Overall Rank
The Sharpe Ratio Rank of MAC is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MAC is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MAC is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MAC is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MAC is 4545
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8383
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAC vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Macerich Company (MAC) 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.


The chart of Sharpe ratio for MAC, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
MAC: -0.10
JPM: 1.04
The chart of Sortino ratio for MAC, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
MAC: 0.14
JPM: 1.56
The chart of Omega ratio for MAC, currently valued at 1.02, compared to the broader market0.501.001.502.00
MAC: 1.02
JPM: 1.23
The chart of Calmar ratio for MAC, currently valued at -0.06, compared to the broader market0.001.002.003.004.005.00
MAC: -0.06
JPM: 1.22
The chart of Martin ratio for MAC, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.00
MAC: -0.34
JPM: 4.27

The current MAC Sharpe Ratio is -0.10, which is lower than the JPM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of MAC and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.10
1.04
MAC
JPM

Dividends

MAC vs. JPM - Dividend Comparison

MAC's dividend yield for the trailing twelve months is around 4.59%, more than JPM's 2.07% yield.


TTM20242023202220212020201920182017201620152014
MAC
Macerich Company
4.59%3.41%4.41%5.51%3.47%10.78%11.14%6.86%4.37%3.88%9.06%3.01%
JPM
JPMorgan Chase & Co.
2.07%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

MAC vs. JPM - Drawdown Comparison

The maximum MAC drawdown since its inception was -93.38%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MAC and JPM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.94%
-12.47%
MAC
JPM

Volatility

MAC vs. JPM - Volatility Comparison

Macerich Company (MAC) has a higher volatility of 22.22% compared to JPMorgan Chase & Co. (JPM) at 15.62%. This indicates that MAC'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.22%
15.62%
MAC
JPM

Financials

MAC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Macerich Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items