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

Correlation

The correlation between OMAB and JPM is 0.30, 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.


-0.50.00.51.00.3

Performance

OMAB vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) 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%AugustSeptemberOctoberNovemberDecember2025
10.45%
17.68%
OMAB
JPM

Key characteristics

Sharpe Ratio

OMAB:

0.25

JPM:

2.23

Sortino Ratio

OMAB:

0.60

JPM:

2.98

Omega Ratio

OMAB:

1.07

JPM:

1.44

Calmar Ratio

OMAB:

0.24

JPM:

5.20

Martin Ratio

OMAB:

0.50

JPM:

14.86

Ulcer Index

OMAB:

17.54%

JPM:

3.55%

Daily Std Dev

OMAB:

35.69%

JPM:

23.67%

Max Drawdown

OMAB:

-77.35%

JPM:

-74.02%

Current Drawdown

OMAB:

-15.56%

JPM:

0.00%

Fundamentals

Market Cap

OMAB:

$3.68B

JPM:

$705.97B

EPS

OMAB:

$5.04

JPM:

$19.76

PE Ratio

OMAB:

15.32

JPM:

12.77

PEG Ratio

OMAB:

17.05

JPM:

4.87

Total Revenue (TTM)

OMAB:

$10.96B

JPM:

$131.51B

Gross Profit (TTM)

OMAB:

$7.33B

JPM:

$130.92B

EBITDA (TTM)

OMAB:

$6.68B

JPM:

$99.40B

Returns By Period

In the year-to-date period, OMAB achieves a 12.51% return, which is significantly higher than JPM's 5.82% return. Over the past 10 years, OMAB has underperformed JPM with an annualized return of 12.68%, while JPM has yielded a comparatively higher 19.55% annualized return.


OMAB

YTD

12.51%

1M

4.31%

6M

10.45%

1Y

13.26%

5Y*

9.58%

10Y*

12.68%

JPM

YTD

5.82%

1M

5.87%

6M

17.68%

1Y

53.65%

5Y*

16.15%

10Y*

19.55%

*Annualized

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Risk-Adjusted Performance

OMAB vs. JPM — Risk-Adjusted Performance Rank

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

OMAB
The Risk-Adjusted Performance Rank of OMAB is 5454
Overall Rank
The Sharpe Ratio Rank of OMAB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of OMAB is 5151
Sortino Ratio Rank
The Omega Ratio Rank of OMAB is 4949
Omega Ratio Rank
The Calmar Ratio Rank of OMAB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of OMAB is 5454
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9595
Overall Rank
The Sharpe Ratio Rank of JPM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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.

OMAB vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) 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 OMAB, currently valued at 0.25, compared to the broader market-2.000.002.000.252.23
The chart of Sortino ratio for OMAB, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.602.98
The chart of Omega ratio for OMAB, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.44
The chart of Calmar ratio for OMAB, currently valued at 0.24, compared to the broader market0.002.004.006.000.245.20
The chart of Martin ratio for OMAB, currently valued at 0.50, compared to the broader market-30.00-20.00-10.000.0010.0020.000.5014.86
OMAB
JPM

The current OMAB Sharpe Ratio is 0.25, which is lower than the JPM Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of OMAB 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.25
2.23
OMAB
JPM

Dividends

OMAB vs. JPM - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 6.20%, more than JPM's 1.90% yield.


TTM20242023202220212020201920182017201620152014
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
6.20%6.97%5.14%10.82%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%
JPM
JPMorgan Chase & Co.
1.90%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

OMAB vs. JPM - Drawdown Comparison

The maximum OMAB drawdown since its inception was -77.35%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for OMAB and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.56%
0
OMAB
JPM

Volatility

OMAB vs. JPM - Volatility Comparison

Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) has a higher volatility of 10.17% compared to JPMorgan Chase & Co. (JPM) at 5.99%. This indicates that OMAB'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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.17%
5.99%
OMAB
JPM

Financials

OMAB vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. 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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