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

Correlation

The correlation between ORI and JPM is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

ORI vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Republic International Corporation (ORI) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%NovemberDecember2025FebruaryMarchApril
7,174.04%
8,184.65%
ORI
JPM

Key characteristics

Sharpe Ratio

ORI:

1.29

JPM:

0.44

Sortino Ratio

ORI:

1.70

JPM:

0.76

Omega Ratio

ORI:

1.24

JPM:

1.11

Calmar Ratio

ORI:

2.24

JPM:

0.50

Martin Ratio

ORI:

7.71

JPM:

2.00

Ulcer Index

ORI:

3.32%

JPM:

6.09%

Daily Std Dev

ORI:

19.89%

JPM:

27.63%

Max Drawdown

ORI:

-66.19%

JPM:

-74.02%

Current Drawdown

ORI:

-11.41%

JPM:

-22.93%

Fundamentals

Market Cap

ORI:

$8.97B

JPM:

$599.60B

EPS

ORI:

$3.24

JPM:

$19.75

PE Ratio

ORI:

10.88

JPM:

10.86

PEG Ratio

ORI:

-0.85

JPM:

5.75

Total Revenue (TTM)

ORI:

$6.02B

JPM:

$135.48B

Gross Profit (TTM)

ORI:

$6.02B

JPM:

$135.48B

EBITDA (TTM)

ORI:

$1.12B

JPM:

$81.76B

Returns By Period

In the year-to-date period, ORI achieves a 3.94% return, which is significantly higher than JPM's -9.53% return. Both investments have delivered pretty close results over the past 10 years, with ORI having a 16.54% annualized return and JPM not far behind at 16.47%.


ORI

YTD

3.94%

1M

-5.50%

6M

9.12%

1Y

24.39%

5Y*

26.55%

10Y*

16.54%

JPM

YTD

-9.53%

1M

-10.95%

6M

2.82%

1Y

11.12%

5Y*

21.28%

10Y*

16.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ORI vs. JPM — Risk-Adjusted Performance Rank

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

ORI
The Risk-Adjusted Performance Rank of ORI is 9191
Overall Rank
The Sharpe Ratio Rank of ORI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ORI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ORI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ORI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ORI is 9494
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 7373
Overall Rank
The Sharpe Ratio Rank of JPM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 7878
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.

ORI vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Republic International Corporation (ORI) 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 ORI, currently valued at 1.29, compared to the broader market-2.00-1.000.001.002.00
ORI: 1.29
JPM: 0.44
The chart of Sortino ratio for ORI, currently valued at 1.70, compared to the broader market-6.00-4.00-2.000.002.004.00
ORI: 1.70
JPM: 0.76
The chart of Omega ratio for ORI, currently valued at 1.24, compared to the broader market0.501.001.502.00
ORI: 1.24
JPM: 1.11
The chart of Calmar ratio for ORI, currently valued at 2.24, compared to the broader market0.001.002.003.004.00
ORI: 2.24
JPM: 0.50
The chart of Martin ratio for ORI, currently valued at 7.71, compared to the broader market-10.00-5.000.005.0010.0015.00
ORI: 7.71
JPM: 2.00

The current ORI Sharpe Ratio is 1.29, which is higher than the JPM Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ORI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.29
0.44
ORI
JPM

Dividends

ORI vs. JPM - Dividend Comparison

ORI's dividend yield for the trailing twelve months is around 8.75%, more than JPM's 2.35% yield.


TTM20242023202220212020201920182017201620152014
ORI
Old Republic International Corporation
8.75%2.93%3.33%7.95%13.75%4.26%8.05%8.65%3.55%3.96%3.97%5.00%
JPM
JPMorgan Chase & Co.
2.35%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

ORI vs. JPM - Drawdown Comparison

The maximum ORI drawdown since its inception was -66.19%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ORI and JPM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.41%
-22.93%
ORI
JPM

Volatility

ORI vs. JPM - Volatility Comparison

The current volatility for Old Republic International Corporation (ORI) is 9.84%, while JPMorgan Chase & Co. (JPM) has a volatility of 13.09%. This indicates that ORI 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.84%
13.09%
ORI
JPM

Financials

ORI vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Old Republic International Corporation 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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