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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.

600.00%650.00%700.00%750.00%JulyAugustSeptemberOctoberNovemberDecember
736.27%
713.36%
OMAB
JPM

Key characteristics

Sharpe Ratio

OMAB:

-0.26

JPM:

1.97

Sortino Ratio

OMAB:

-0.13

JPM:

2.70

Omega Ratio

OMAB:

0.98

JPM:

1.40

Calmar Ratio

OMAB:

-0.25

JPM:

4.55

Martin Ratio

OMAB:

-0.50

JPM:

13.24

Ulcer Index

OMAB:

18.39%

JPM:

3.48%

Daily Std Dev

OMAB:

35.25%

JPM:

23.42%

Max Drawdown

OMAB:

-77.35%

JPM:

-74.02%

Current Drawdown

OMAB:

-21.17%

JPM:

-5.07%

Fundamentals

Market Cap

OMAB:

$3.59B

JPM:

$671.06B

EPS

OMAB:

$5.14

JPM:

$17.99

PE Ratio

OMAB:

14.36

JPM:

13.25

PEG Ratio

OMAB:

17.05

JPM:

4.74

Total Revenue (TTM)

OMAB:

$14.67B

JPM:

$170.11B

Gross Profit (TTM)

OMAB:

$9.70B

JPM:

$169.52B

EBITDA (TTM)

OMAB:

$8.90B

JPM:

$118.87B

Returns By Period

In the year-to-date period, OMAB achieves a -9.21% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, OMAB has underperformed JPM with an annualized return of 12.37%, while JPM has yielded a comparatively higher 17.53% annualized return.


OMAB

YTD

-9.21%

1M

10.72%

6M

8.73%

1Y

-8.95%

5Y*

9.39%

10Y*

12.37%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

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Risk-Adjusted Performance

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 -0.26, compared to the broader market-4.00-2.000.002.00-0.261.97
The chart of Sortino ratio for OMAB, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.132.70
The chart of Omega ratio for OMAB, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.40
The chart of Calmar ratio for OMAB, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.254.55
The chart of Martin ratio for OMAB, currently valued at -0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.5013.24
OMAB
JPM

The current OMAB Sharpe Ratio is -0.26, which is lower than the JPM Sharpe Ratio of 1.97. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
1.97
OMAB
JPM

Dividends

OMAB vs. JPM - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 6.64%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
6.64%5.14%10.82%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%7.06%
JPM
JPMorgan Chase & Co.
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

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%JulyAugustSeptemberOctoberNovemberDecember
-21.17%
-5.07%
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 10.89% compared to JPMorgan Chase & Co. (JPM) at 5.60%. 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.89%
5.60%
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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