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

Correlation

The correlation between RSG and JPM is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

RSG vs. JPM - Performance Comparison

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

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
2,162.83%
910.35%
RSG
JPM

Key characteristics

Sharpe Ratio

RSG:

1.70

JPM:

0.81

Sortino Ratio

RSG:

2.23

JPM:

1.26

Omega Ratio

RSG:

1.32

JPM:

1.19

Calmar Ratio

RSG:

3.51

JPM:

0.97

Martin Ratio

RSG:

9.62

JPM:

3.68

Ulcer Index

RSG:

3.12%

JPM:

6.43%

Daily Std Dev

RSG:

17.66%

JPM:

29.14%

Max Drawdown

RSG:

-65.98%

JPM:

-74.02%

Current Drawdown

RSG:

-1.82%

JPM:

-15.11%

Fundamentals

Market Cap

RSG:

$75.06B

JPM:

$652.17B

EPS

RSG:

$6.51

JPM:

$19.15

PE Ratio

RSG:

36.90

JPM:

11.86

PEG Ratio

RSG:

3.74

JPM:

6.41

Total Revenue (TTM)

RSG:

$12.17B

JPM:

$135.48B

Gross Profit (TTM)

RSG:

$4.22B

JPM:

$135.48B

EBITDA (TTM)

RSG:

$3.62B

JPM:

$81.76B

Returns By Period

In the year-to-date period, RSG achieves a 21.89% return, which is significantly higher than JPM's -0.35% return. Over the past 10 years, RSG has outperformed JPM with an annualized return of 21.99%, while JPM has yielded a comparatively lower 17.33% annualized return.


RSG

YTD

21.89%

1M

6.01%

6M

19.94%

1Y

30.35%

5Y*

26.25%

10Y*

21.99%

JPM

YTD

-0.35%

1M

4.28%

6M

7.46%

1Y

23.66%

5Y*

21.48%

10Y*

17.33%

*Annualized

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Risk-Adjusted Performance

RSG vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSG
The Risk-Adjusted Performance Rank of RSG is 9595
Overall Rank
The Sharpe Ratio Rank of RSG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9292
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9292
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9696
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8484
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
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.

RSG vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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 chart of Sharpe ratio for RSG, currently valued at 1.70, compared to the broader market-2.00-1.000.001.002.00
RSG: 1.70
JPM: 0.81
The chart of Sortino ratio for RSG, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.00
RSG: 2.23
JPM: 1.26
The chart of Omega ratio for RSG, currently valued at 1.32, compared to the broader market0.501.001.502.00
RSG: 1.32
JPM: 1.19
The chart of Calmar ratio for RSG, currently valued at 3.51, compared to the broader market0.001.002.003.004.00
RSG: 3.51
JPM: 0.97
The chart of Martin ratio for RSG, currently valued at 9.62, compared to the broader market-5.000.005.0010.0015.0020.00
RSG: 9.62
JPM: 3.68

The current RSG Sharpe Ratio is 1.70, which is higher than the JPM Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of RSG 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.70
0.81
RSG
JPM

Dividends

RSG vs. JPM - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 0.93%, less than JPM's 2.14% yield.


TTM20242023202220212020201920182017201620152014
RSG
Republic Services, Inc.
0.93%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%
JPM
JPMorgan Chase & Co.
2.14%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

RSG vs. JPM - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.98%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for RSG and JPM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.82%
-15.11%
RSG
JPM

Volatility

RSG vs. JPM - Volatility Comparison

The current volatility for Republic Services, Inc. (RSG) is 8.92%, while JPMorgan Chase & Co. (JPM) has a volatility of 15.65%. This indicates that RSG experiences smaller price fluctuations and is considered to be less risky 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%16.00%NovemberDecember2025FebruaryMarchApril
8.92%
15.65%
RSG
JPM

Financials

RSG vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Republic Services, 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