OMAB vs. JPM
Compare and contrast key facts about Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMAB or JPM.
Key characteristics
| OMAB | JPM | |
|---|---|---|
| YTD Return | -19.25% | 42.64% |
| 1Y Return | 12.96% | 68.16% |
| 3Y Return (Ann) | 18.77% | 15.43% |
| 5Y Return (Ann) | 8.85% | 16.03% |
| 10Y Return (Ann) | 10.45% | 17.71% |
| Sharpe Ratio | 0.27 | 2.94 |
| Sortino Ratio | 0.68 | 3.75 |
| Omega Ratio | 1.08 | 1.59 |
| Calmar Ratio | 0.26 | 6.28 |
| Martin Ratio | 0.59 | 20.43 |
| Ulcer Index | 17.20% | 3.31% |
| Daily Std Dev | 37.87% | 23.04% |
| Max Drawdown | -77.35% | -74.02% |
| Current Drawdown | -29.89% | -4.08% |
Fundamentals
| OMAB | JPM | |
|---|---|---|
| Market Cap | $3.23B | $667.18B |
| EPS | $5.22 | $17.99 |
| PE Ratio | 12.71 | 13.17 |
| PEG Ratio | 17.05 | 4.41 |
| Total Revenue (TTM) | $14.67B | $173.22B |
| Gross Profit (TTM) | $8.93B | $173.22B |
| EBITDA (TTM) | $8.67B | $86.50B |
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.
Performance
OMAB vs. JPM - Performance Comparison
In the year-to-date period, OMAB achieves a -19.25% return, which is significantly lower than JPM's 42.64% return. Over the past 10 years, OMAB has underperformed JPM with an annualized return of 10.45%, while JPM has yielded a comparatively higher 17.71% annualized return. 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
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.
Dividends
OMAB vs. JPM - Dividend Comparison
OMAB's dividend yield for the trailing twelve months is around 3.91%, more than JPM's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | 3.91% | 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.
Volatility
OMAB vs. JPM - Volatility Comparison
The current volatility for Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) is 9.97%, while JPMorgan Chase & Co. (JPM) has a volatility of 13.14%. This indicates that OMAB experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities