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MFIC vs. JPM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MFIC vs. JPM - Performance Comparison

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

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MFIC vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFIC
MidCap Financial Investment Corporation
1.30%-4.34%11.25%35.48%0.19%33.67%-28.54%56.97%-18.11%6.51%
JPM
JPMorgan Chase & Co.
-8.30%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Fundamentals

EPS

MFIC:

$1.22

JPM:

$20.42

PE Ratio

MFIC:

9.23

JPM:

14.41

PEG Ratio

MFIC:

0.25

JPM:

1.59

PS Ratio

MFIC:

45.86

JPM:

3.20

Total Revenue (TTM)

MFIC:

$15.28M

JPM:

$256.52B

Gross Profit (TTM)

MFIC:

$103.18M

JPM:

$168.20B

EBITDA (TTM)

MFIC:

$108.24M

JPM:

$78.84B

Returns By Period

In the year-to-date period, MFIC achieves a 1.30% return, which is significantly higher than JPM's -8.30% return. Over the past 10 years, MFIC has underperformed JPM with an annualized return of 7.96%, while JPM has yielded a comparatively higher 20.45% annualized return.


MFIC

1D
2.55%
1M
19.72%
YTD
1.30%
6M
-0.23%
1Y
-1.31%
3Y*
12.18%
5Y*
7.89%
10Y*
7.96%

JPM

1D
3.66%
1M
-2.04%
YTD
-8.30%
6M
-5.87%
1Y
22.38%
3Y*
34.32%
5Y*
16.79%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MFIC vs. JPM — Risk / Return Rank

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

MFIC
MFIC Risk / Return Rank: 3636
Overall Rank
MFIC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MFIC Sortino Ratio Rank: 3333
Sortino Ratio Rank
MFIC Omega Ratio Rank: 3333
Omega Ratio Rank
MFIC Calmar Ratio Rank: 3838
Calmar Ratio Rank
MFIC Martin Ratio Rank: 3737
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 7070
Overall Rank
JPM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6464
Sortino Ratio Rank
JPM Omega Ratio Rank: 6565
Omega Ratio Rank
JPM Calmar Ratio Rank: 7373
Calmar Ratio Rank
JPM Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFIC vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MidCap Financial Investment Corporation (MFIC) 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.


MFICJPMDifference

Sharpe ratio

Return per unit of total volatility

-0.05

0.89

-0.94

Sortino ratio

Return per unit of downside risk

0.14

1.28

-1.15

Omega ratio

Gain probability vs. loss probability

1.02

1.18

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.11

1.53

-1.64

Martin ratio

Return relative to average drawdown

-0.31

4.16

-4.47

MFIC vs. JPM - Sharpe Ratio Comparison

The current MFIC Sharpe Ratio is -0.05, which is lower than the JPM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MFIC 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.


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Sharpe Ratios by Period


MFICJPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.89

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.69

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.75

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.34

-0.19

Correlation

The correlation between MFIC and JPM is 0.48, 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.


Dividends

MFIC vs. JPM - Dividend Comparison

MFIC's dividend yield for the trailing twelve months is around 12.90%, more than JPM's 1.97% yield.


TTM20252024202320222021202020192018201720162015
MFIC
MidCap Financial Investment Corporation
12.90%13.29%12.75%11.11%12.37%11.26%15.25%10.31%14.52%10.60%11.95%15.33%
JPM
JPMorgan Chase & Co.
1.97%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Drawdowns

MFIC vs. JPM - Drawdown Comparison

The maximum MFIC drawdown since its inception was -87.97%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for MFIC and JPM.


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Drawdown Indicators


MFICJPMDifference

Max Drawdown

Largest peak-to-trough decline

-87.97%

-76.16%

-11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-23.46%

-15.47%

-7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

-38.77%

+11.80%

Max Drawdown (10Y)

Largest decline over 10 years

-67.77%

-43.63%

-24.14%

Current Drawdown

Current decline from peak

-11.47%

-12.09%

+0.62%

Average Drawdown

Average peak-to-trough decline

-17.58%

-17.66%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

5.67%

+2.89%

Volatility

MFIC vs. JPM - Volatility Comparison

MidCap Financial Investment Corporation (MFIC) has a higher volatility of 8.54% compared to JPMorgan Chase & Co. (JPM) at 6.34%. This indicates that MFIC'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


MFICJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

6.34%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

17.19%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

28.46%

25.25%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

24.34%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

27.38%

+2.62%

Financials

MFIC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between MidCap Financial Investment 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-163.58M
45.80B
(MFIC) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

MFIC vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between MidCap Financial Investment Corporation and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
89.8%
Portfolio components
MFIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MidCap Financial Investment Corporation reported a gross profit of 0.00 and revenue of -163.58M. Therefore, the gross margin over that period was 0.0%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a gross profit of 41.14B and revenue of 45.80B. Therefore, the gross margin over that period was 89.8%.

MFIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MidCap Financial Investment Corporation reported an operating income of 0.00 and revenue of -163.58M, resulting in an operating margin of 0.0%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported an operating income of 17.16B and revenue of 45.80B, resulting in an operating margin of 37.5%.

MFIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MidCap Financial Investment Corporation reported a net income of 0.00 and revenue of -163.58M, resulting in a net margin of 0.0%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a net income of 13.03B and revenue of 45.80B, resulting in a net margin of 28.4%.