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.
Performance
MTSI vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, MTSI achieves a 33.79% return, which is significantly lower than JPM's 46.90% return. Both investments have delivered pretty close results over the past 10 years, with MTSI having a 17.94% annualized return and JPM not far ahead at 18.31%.
MTSI
33.79%
9.28%
23.31%
49.67%
37.13%
17.94%
JPM
46.90%
8.29%
20.57%
63.51%
16.69%
18.31%
Fundamentals
| MTSI | JPM | |
|---|---|---|
| Market Cap | $9.52B | $674.44B |
| EPS | $1.04 | $17.99 |
| PE Ratio | 126.79 | 13.32 |
| PEG Ratio | 0.83 | 4.76 |
| Total Revenue (TTM) | $729.58M | $173.22B |
| Gross Profit (TTM) | $382.93M | $173.22B |
| EBITDA (TTM) | $128.94M | $86.50B |
Key characteristics
| MTSI | JPM | |
|---|---|---|
| Sharpe Ratio | 1.38 | 2.83 |
| Sortino Ratio | 1.99 | 3.63 |
| Omega Ratio | 1.25 | 1.57 |
| Calmar Ratio | 2.81 | 6.42 |
| Martin Ratio | 6.63 | 19.51 |
| Ulcer Index | 8.06% | 3.33% |
| Daily Std Dev | 38.73% | 23.00% |
| Max Drawdown | -80.78% | -74.02% |
| Current Drawdown | -10.62% | -1.22% |
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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.
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 1.88%.
| 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. | 1.88% | 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 17.32% compared to JPMorgan Chase & Co. (JPM) at 12.59%. 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