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

Correlation

The correlation between PFBC and JPM is 0.40, 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.


-0.50.00.51.00.4

Performance

PFBC vs. JPM - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-12.91%
975.11%
PFBC
JPM

Key characteristics

Sharpe Ratio

PFBC:

0.61

JPM:

1.97

Sortino Ratio

PFBC:

1.16

JPM:

2.70

Omega Ratio

PFBC:

1.14

JPM:

1.40

Calmar Ratio

PFBC:

0.32

JPM:

4.55

Martin Ratio

PFBC:

2.53

JPM:

13.24

Ulcer Index

PFBC:

7.40%

JPM:

3.48%

Daily Std Dev

PFBC:

30.59%

JPM:

23.42%

Max Drawdown

PFBC:

-97.00%

JPM:

-74.02%

Current Drawdown

PFBC:

-46.80%

JPM:

-5.07%

Fundamentals

Market Cap

PFBC:

$1.20B

JPM:

$671.06B

EPS

PFBC:

$9.99

JPM:

$17.99

PE Ratio

PFBC:

9.13

JPM:

13.25

PEG Ratio

PFBC:

1.83

JPM:

4.74

Total Revenue (TTM)

PFBC:

$459.20M

JPM:

$170.11B

Gross Profit (TTM)

PFBC:

$512.87M

JPM:

$169.52B

EBITDA (TTM)

PFBC:

$97.43M

JPM:

$118.87B

Returns By Period

In the year-to-date period, PFBC achieves a 22.14% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, PFBC has underperformed JPM with an annualized return of 15.31%, while JPM has yielded a comparatively higher 17.53% annualized return.


PFBC

YTD

22.14%

1M

-7.65%

6M

18.62%

1Y

19.15%

5Y*

11.00%

10Y*

15.31%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

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Risk-Adjusted Performance

PFBC vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred Bank (PFBC) 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 PFBC, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.611.97
The chart of Sortino ratio for PFBC, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.162.70
The chart of Omega ratio for PFBC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.40
The chart of Calmar ratio for PFBC, currently valued at 0.32, compared to the broader market0.002.004.006.000.324.55
The chart of Martin ratio for PFBC, currently valued at 2.53, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5313.24
PFBC
JPM

The current PFBC Sharpe Ratio is 0.61, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PFBC 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.97
PFBC
JPM

Dividends

PFBC vs. JPM - Dividend Comparison

PFBC's dividend yield for the trailing twelve months is around 3.26%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
PFBC
Preferred Bank
3.26%3.01%2.31%2.01%2.38%2.00%2.17%1.29%1.14%1.39%0.36%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

PFBC vs. JPM - Drawdown Comparison

The maximum PFBC drawdown since its inception was -97.00%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for PFBC and JPM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.80%
-5.07%
PFBC
JPM

Volatility

PFBC vs. JPM - Volatility Comparison

Preferred Bank (PFBC) has a higher volatility of 7.21% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that PFBC'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
5.60%
PFBC
JPM

Financials

PFBC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Preferred Bank 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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