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

Correlation

The correlation between ORI and JPM is 0.48, 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.


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.

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Key characteristics

Sharpe Ratio

ORI:

1.54

JPM:

1.19

Sortino Ratio

ORI:

2.07

JPM:

1.81

Omega Ratio

ORI:

1.30

JPM:

1.26

Calmar Ratio

ORI:

2.88

JPM:

1.47

Martin Ratio

ORI:

9.15

JPM:

4.94

Ulcer Index

ORI:

3.59%

JPM:

7.29%

Daily Std Dev

ORI:

20.84%

JPM:

28.82%

Max Drawdown

ORI:

-66.19%

JPM:

-74.02%

Current Drawdown

ORI:

-4.75%

JPM:

-6.54%

Fundamentals

Market Cap

ORI:

$9.37B

JPM:

$703.33B

EPS

ORI:

$3.07

JPM:

$20.38

PE Ratio

ORI:

12.35

JPM:

12.42

PEG Ratio

ORI:

-0.85

JPM:

6.90

PS Ratio

ORI:

1.12

JPM:

4.17

PB Ratio

ORI:

1.58

JPM:

2.12

Total Revenue (TTM)

ORI:

$8.13B

JPM:

$228.61B

Gross Profit (TTM)

ORI:

$8.13B

JPM:

$186.05B

EBITDA (TTM)

ORI:

$1.45B

JPM:

$104.01B

Returns By Period

In the year-to-date period, ORI achieves a 11.75% return, which is significantly higher than JPM's 9.72% return. Both investments have delivered pretty close results over the past 10 years, with ORI having a 17.52% annualized return and JPM not far ahead at 17.97%.


ORI

YTD

11.75%

1M

2.27%

6M

9.80%

1Y

31.74%

5Y*

33.09%

10Y*

17.52%

JPM

YTD

9.72%

1M

10.10%

6M

9.91%

1Y

33.86%

5Y*

29.02%

10Y*

17.97%

*Annualized

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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 9292
Overall Rank
The Sharpe Ratio Rank of ORI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ORI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ORI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ORI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ORI is 9494
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8686
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8484
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8585
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
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.


The current ORI Sharpe Ratio is 1.54, which is comparable to the JPM Sharpe Ratio of 1.19. 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.


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Dividends

ORI vs. JPM - Dividend Comparison

ORI's dividend yield for the trailing twelve months is around 8.14%, more than JPM's 1.94% yield.


TTM20242023202220212020201920182017201620152014
ORI
Old Republic International Corporation
8.14%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.
1.94%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.


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Volatility

ORI vs. JPM - Volatility Comparison

Old Republic International Corporation (ORI) and JPMorgan Chase & Co. (JPM) have volatilities of 6.66% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
2.11B
68.89B
(ORI) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

ORI vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Old Republic International Corporation and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%85.0%90.0%95.0%100.0%20212022202320242025
100.0%
65.8%
(ORI) Gross Margin
(JPM) Gross Margin
ORI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Old Republic International Corporation reported a gross profit of 2.11B and revenue of 2.11B. Therefore, the gross margin over that period was 100.0%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

ORI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Old Republic International Corporation reported an operating income of 325.50M and revenue of 2.11B, resulting in an operating margin of 15.4%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

ORI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Old Republic International Corporation reported a net income of 1.10M and revenue of 2.11B, resulting in a net margin of 0.1%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.