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

Key characteristics


OSCRJPM
YTD Return47.98%42.64%
1Y Return100.59%68.16%
3Y Return (Ann)-5.93%15.43%
Sharpe Ratio1.332.94
Sortino Ratio2.163.75
Omega Ratio1.251.59
Calmar Ratio1.136.28
Martin Ratio5.0120.43
Ulcer Index18.37%3.31%
Daily Std Dev69.39%23.04%
Max Drawdown-94.15%-74.02%
Current Drawdown-63.18%-4.08%

Fundamentals


OSCRJPM
Market Cap$3.35B$667.18B
EPS-$0.02$17.99
Total Revenue (TTM)$8.22B$173.22B
Gross Profit (TTM)$8.22B$173.22B
EBITDA (TTM)-$198.84M$86.50B

Correlation

-0.50.00.51.00.2

The correlation between OSCR and JPM is 0.25, 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

OSCR vs. JPM - Performance Comparison

In the year-to-date period, OSCR achieves a 47.98% return, which is significantly higher than JPM's 42.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-37.42%
20.62%
OSCR
JPM

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Risk-Adjusted Performance

OSCR vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oscar Health, Inc. (OSCR) 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.


OSCR
Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33
Sortino ratio
The chart of Sortino ratio for OSCR, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.006.002.16
Omega ratio
The chart of Omega ratio for OSCR, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for OSCR, currently valued at 1.13, compared to the broader market0.002.004.006.001.13
Martin ratio
The chart of Martin ratio for OSCR, currently valued at 5.01, compared to the broader market0.0010.0020.0030.005.01
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 6.28, compared to the broader market0.002.004.006.006.28
Martin ratio
The chart of Martin ratio for JPM, currently valued at 20.43, compared to the broader market0.0010.0020.0030.0020.43

OSCR vs. JPM - Sharpe Ratio Comparison

The current OSCR Sharpe Ratio is 1.33, which is lower than the JPM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of OSCR 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
1.33
2.94
OSCR
JPM

Dividends

OSCR vs. JPM - Dividend Comparison

OSCR has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.94%.


TTM20232022202120202019201820172016201520142013
OSCR
Oscar Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

OSCR vs. JPM - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for OSCR and JPM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-63.18%
-4.08%
OSCR
JPM

Volatility

OSCR vs. JPM - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 27.22% compared to JPMorgan Chase & Co. (JPM) at 13.14%. This indicates that OSCR'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
27.22%
13.14%
OSCR
JPM

Financials

OSCR vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Oscar Health, Inc. 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