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

Correlation

The correlation between ORI and JPM is 0.42, 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.


-0.50.00.51.00.4

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.

5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,943.20%
8,976.32%
ORI
JPM

Key characteristics

Sharpe Ratio

ORI:

1.51

JPM:

1.97

Sortino Ratio

ORI:

1.90

JPM:

2.70

Omega Ratio

ORI:

1.29

JPM:

1.40

Calmar Ratio

ORI:

3.06

JPM:

4.55

Martin Ratio

ORI:

8.20

JPM:

13.24

Ulcer Index

ORI:

3.56%

JPM:

3.48%

Daily Std Dev

ORI:

19.32%

JPM:

23.42%

Max Drawdown

ORI:

-66.28%

JPM:

-74.02%

Current Drawdown

ORI:

-7.41%

JPM:

-5.07%

Fundamentals

Market Cap

ORI:

$9.24B

JPM:

$671.06B

EPS

ORI:

$3.49

JPM:

$17.99

PE Ratio

ORI:

10.44

JPM:

13.25

PEG Ratio

ORI:

-0.85

JPM:

4.74

Total Revenue (TTM)

ORI:

$8.02B

JPM:

$170.11B

Gross Profit (TTM)

ORI:

$7.97B

JPM:

$169.52B

EBITDA (TTM)

ORI:

$599.90M

JPM:

$118.87B

Returns By Period

In the year-to-date period, ORI achieves a 26.81% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, ORI has outperformed JPM with an annualized return of 18.91%, while JPM has yielded a comparatively lower 17.53% annualized return.


ORI

YTD

26.81%

1M

-4.35%

6M

19.05%

1Y

28.11%

5Y*

19.45%

10Y*

18.91%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 1.51, compared to the broader market-4.00-2.000.002.001.511.97
The chart of Sortino ratio for ORI, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.902.70
The chart of Omega ratio for ORI, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.40
The chart of Calmar ratio for ORI, currently valued at 3.06, compared to the broader market0.002.004.006.003.064.55
The chart of Martin ratio for ORI, currently valued at 8.20, compared to the broader market-5.000.005.0010.0015.0020.0025.008.2013.24
ORI
JPM

The current ORI Sharpe Ratio is 1.51, which is comparable to the JPM Sharpe Ratio of 1.97. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.51
1.97
ORI
JPM

Dividends

ORI vs. JPM - Dividend Comparison

ORI's dividend yield for the trailing twelve months is around 2.98%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
ORI
Old Republic International Corporation
2.98%3.40%7.95%13.75%4.49%7.53%9.52%4.11%4.56%4.59%5.77%4.82%
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

ORI vs. JPM - Drawdown Comparison

The maximum ORI drawdown since its inception was -66.28%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.41%
-5.07%
ORI
JPM

Volatility

ORI vs. JPM - Volatility Comparison

Old Republic International Corporation (ORI) has a higher volatility of 6.52% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that ORI'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
5.60%
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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