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

Correlation

The correlation between MCY and JPM is 0.36, 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.


-0.50.00.51.00.4

Performance

MCY vs. JPM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-15.62%
22.41%
MCY
JPM

Key characteristics

Sharpe Ratio

MCY:

0.13

JPM:

2.09

Sortino Ratio

MCY:

0.44

JPM:

2.77

Omega Ratio

MCY:

1.07

JPM:

1.42

Calmar Ratio

MCY:

0.13

JPM:

4.97

Martin Ratio

MCY:

0.39

JPM:

14.09

Ulcer Index

MCY:

13.53%

JPM:

3.57%

Daily Std Dev

MCY:

39.70%

JPM:

24.21%

Max Drawdown

MCY:

-68.83%

JPM:

-74.02%

Current Drawdown

MCY:

-33.56%

JPM:

-5.61%

Fundamentals

Market Cap

MCY:

$2.89B

JPM:

$738.84B

EPS

MCY:

$8.45

JPM:

$19.74

PE Ratio

MCY:

6.18

JPM:

13.39

PEG Ratio

MCY:

1.19

JPM:

7.18

Total Revenue (TTM)

MCY:

$4.11B

JPM:

$177.39B

Gross Profit (TTM)

MCY:

$3.87B

JPM:

$177.39B

EBITDA (TTM)

MCY:

$446.61M

JPM:

$118.91B

Returns By Period

In the year-to-date period, MCY achieves a -21.44% return, which is significantly lower than JPM's 10.80% return. Over the past 10 years, MCY has underperformed JPM with an annualized return of 4.04%, while JPM has yielded a comparatively higher 19.10% annualized return.


MCY

YTD

-21.44%

1M

9.52%

6M

-15.62%

1Y

6.92%

5Y*

5.00%

10Y*

4.04%

JPM

YTD

10.80%

1M

0.53%

6M

22.41%

1Y

47.64%

5Y*

17.60%

10Y*

19.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MCY vs. JPM — Risk-Adjusted Performance Rank

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

MCY
The Risk-Adjusted Performance Rank of MCY is 4949
Overall Rank
The Sharpe Ratio Rank of MCY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MCY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of MCY is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MCY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MCY is 5252
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9494
Overall Rank
The Sharpe Ratio Rank of JPM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9595
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.

MCY vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury General Corporation (MCY) 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.


Sharpe ratio
The chart of Sharpe ratio for MCY, currently valued at 0.13, compared to the broader market-2.000.002.000.132.09
The chart of Sortino ratio for MCY, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.442.77
The chart of Omega ratio for MCY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for MCY, currently valued at 0.13, compared to the broader market0.002.004.006.000.134.97
The chart of Martin ratio for MCY, currently valued at 0.39, compared to the broader market-10.000.0010.0020.0030.000.3914.09
MCY
JPM

The current MCY Sharpe Ratio is 0.13, which is lower than the JPM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of MCY 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.13
2.09
MCY
JPM

Dividends

MCY vs. JPM - Dividend Comparison

MCY's dividend yield for the trailing twelve months is around 2.44%, more than JPM's 1.82% yield.


TTM20242023202220212020201920182017201620152014
MCY
Mercury General Corporation
2.44%1.91%3.41%5.57%4.78%4.83%5.16%4.84%4.67%4.12%5.31%4.35%
JPM
JPMorgan Chase & Co.
1.82%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

MCY vs. JPM - Drawdown Comparison

The maximum MCY drawdown since its inception was -68.83%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MCY and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.56%
-5.61%
MCY
JPM

Volatility

MCY vs. JPM - Volatility Comparison

Mercury General Corporation (MCY) has a higher volatility of 14.29% compared to JPMorgan Chase & Co. (JPM) at 6.30%. This indicates that MCY'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%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.29%
6.30%
MCY
JPM

Financials

MCY vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Mercury General Corporation 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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