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PFBC vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, PFBC achieves a 13.35% return, which is significantly higher than JPM's 10.73% return. Over the past 10 years, PFBC has underperformed JPM with an annualized return of 15.59%, while JPM has yielded a comparatively higher 21.80% annualized return.


PFBC

1D
-0.05%
1M
-1.81%
6M
23.75%
YTD
13.35%
1Y
21.16%
3Y*
20.19%
5Y*
15.83%
10Y*
15.59%
ALL TIME*
4.00%

JPM

1D
0.27%
1M
5.65%
6M
16.11%
YTD
10.73%
1Y
23.90%
3Y*
33.72%
5Y*
21.31%
10Y*
21.80%
ALL TIME*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.69B$3.19B$3.04B
$13.98M$12.23M$12.10M

PFBC vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFBC
Preferred Bank
13.35%13.23%22.73%1.55%6.50%45.63%-13.38%42.14%-25.14%13.72%
JPM
JPMorgan Chase & Co.
10.73%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between PFBC and JPM is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 19, 1999

0.34

The correlation between PFBC and JPM shifts across timeframes, from 0.34 (all time) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PFBC:

$1.24B

JPM:

$942.62B

EPS

PFBC:

$10.96

JPM:

$23.29

PE Ratio

PFBC:

9.53

JPM:

15.10

PEG Ratio

PFBC:

0.65

JPM:

1.67

PS Ratio

PFBC:

2.55

JPM:

3.30

PB Ratio

PFBC:

1.59

JPM:

2.78

Total Revenue (TTM)

PFBC:

$506.34M

JPM:

$297.63B

Gross Profit (TTM)

PFBC:

$282.63M

JPM:

$186.33B

EBITDA (TTM)

PFBC:

$194.71M

JPM:

$90.84B

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Return for Risk

PFBC vs. JPM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFBC
PFBC Risk / Return Rank: 6666
Overall Rank
PFBC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PFBC Sortino Ratio Rank: 6262
Sortino Ratio Rank
PFBC Omega Ratio Rank: 6464
Omega Ratio Rank
PFBC Calmar Ratio Rank: 6767
Calmar Ratio Rank
PFBC Martin Ratio Rank: 6969
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 7171
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6868
Sortino Ratio Rank
JPM Omega Ratio Rank: 6767
Omega Ratio Rank
JPM Calmar Ratio Rank: 7272
Calmar Ratio Rank
JPM Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFBC vs. JPM - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFBCJPMDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.02

1.36

-0.35

Martin ratioReturn relative to average drawdown

2.75

3.24

-0.49

PFBC vs. JPM - Sharpe Ratio Comparison

The current PFBC Sharpe Ratio is 0.78, which is comparable to the JPM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PFBC and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -76.16%. Use the drawdown chart below to compare losses from any high point for PFBC and JPM.


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Drawdown Indicators


PFBCJPMDifference

Max Drawdown

Largest peak-to-trough decline

-97.00%

-76.16%

-20.84%

Max Drawdown (1Y)

Largest decline over 1 year

-18.58%

-15.47%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-24.42%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-43.73%

-38.77%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-57.18%

-43.63%

-13.55%

Current Drawdown

Current decline from peak

-31.48%

-1.54%

-29.94%

Average Drawdown

Average peak-to-trough decline

-54.95%

-17.56%

-37.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

6.51%

+0.36%

Volatility

PFBC vs. JPM - Volatility Comparison

Preferred Bank (PFBC) and JPMorgan Chase & Co. (JPM) have volatilities of 6.36% and 6.60%, 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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Volatility by Period


PFBCJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

6.60%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

16.70%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

24.36%

22.50%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

24.46%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.92%

27.33%

+7.59%

Dividends

PFBC vs. JPM - Dividend Comparison

PFBC's dividend yield for the trailing twelve months is around 3.02%, more than JPM's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.
1.71%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
PFBC
Preferred Bank
3.02%3.18%3.24%3.01%2.31%2.01%2.38%2.00%2.17%1.29%1.14%1.39%

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

PFBC vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Preferred Bank 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

PFBC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Preferred Bank reported a gross profit of 72.09M and revenue of 125.75M. Therefore, the gross margin over that period was 57.3%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.

PFBC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Preferred Bank reported an operating income of 48.56M and revenue of 125.75M, resulting in an operating margin of 38.6%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.

PFBC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Preferred Bank reported a net income of 33.54M and revenue of 125.75M, resulting in a net margin of 26.7%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.


Frequently Asked Questions


PFBC and JPM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (6.60%) compared to PFBC (6.36%). In terms of maximum drawdown, PFBC dropped -97.00% vs JPM's -76.16%.

JPM currently has the higher Sharpe Ratio (0.94 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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