MTSI vs. JPM
Compare and contrast key facts about MACOM Technology Solutions Holdings, Inc. (MTSI) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSI or JPM.
Key characteristics
| MTSI | JPM | |
|---|---|---|
| YTD Return | 22.29% | 34.62% |
| 1Y Return | 43.34% | 55.21% |
| 3Y Return (Ann) | 20.98% | 13.48% |
| 5Y Return (Ann) | 40.28% | 16.53% |
| 10Y Return (Ann) | 18.08% | 18.07% |
| Sharpe Ratio | 1.15 | 2.75 |
| Sortino Ratio | 1.67 | 3.21 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 2.20 | 3.41 |
| Martin Ratio | 5.11 | 15.82 |
| Ulcer Index | 8.16% | 3.47% |
| Daily Std Dev | 36.36% | 19.94% |
| Max Drawdown | -80.78% | -74.02% |
| Current Drawdown | -3.75% | 0.00% |
Fundamentals
| MTSI | JPM | |
|---|---|---|
| Market Cap | $8.21B | $629.61B |
| EPS | $0.99 | $17.99 |
| PE Ratio | 114.82 | 12.43 |
| PEG Ratio | 0.83 | 4.43 |
| Total Revenue (TTM) | $528.87M | $173.22B |
| Gross Profit (TTM) | $273.09M | $173.22B |
| EBITDA (TTM) | $101.41M | $69.52B |
Correlation
The correlation between MTSI and JPM is 0.32, 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
MTSI vs. JPM - Performance Comparison
In the year-to-date period, MTSI achieves a 22.29% return, which is significantly lower than JPM's 34.62% return. Both investments have delivered pretty close results over the past 10 years, with MTSI having a 18.08% annualized return and JPM not far behind at 18.07%. 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
MTSI vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) 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
MTSI vs. JPM - Dividend Comparison
MTSI has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 2.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
MTSI vs. JPM - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MTSI and JPM. For additional features, visit the drawdowns tool.
Volatility
MTSI vs. JPM - Volatility Comparison
MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 11.50% compared to JPMorgan Chase & Co. (JPM) at 6.37%. This indicates that MTSI'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.
Financials
MTSI vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, Inc. 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