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

Correlation

The correlation between SF and JPM is 0.37, 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

SF vs. JPM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
39.46%
24.61%
SF
JPM

Key characteristics

Sharpe Ratio

SF:

2.64

JPM:

2.47

Sortino Ratio

SF:

3.80

JPM:

3.24

Omega Ratio

SF:

1.49

JPM:

1.49

Calmar Ratio

SF:

5.34

JPM:

5.79

Martin Ratio

SF:

17.05

JPM:

16.54

Ulcer Index

SF:

4.01%

JPM:

3.55%

Daily Std Dev

SF:

25.92%

JPM:

23.71%

Max Drawdown

SF:

-78.40%

JPM:

-74.02%

Current Drawdown

SF:

-2.91%

JPM:

0.00%

Fundamentals

Market Cap

SF:

$11.66B

JPM:

$725.03B

EPS

SF:

$5.53

JPM:

$19.75

PE Ratio

SF:

20.59

JPM:

13.12

PEG Ratio

SF:

0.98

JPM:

5.00

Total Revenue (TTM)

SF:

$4.36B

JPM:

$131.51B

Gross Profit (TTM)

SF:

$3.55B

JPM:

$130.92B

EBITDA (TTM)

SF:

$1.08B

JPM:

$99.40B

Returns By Period

In the year-to-date period, SF achieves a 7.35% return, which is significantly lower than JPM's 8.67% return. Over the past 10 years, SF has underperformed JPM with an annualized return of 14.60%, while JPM has yielded a comparatively higher 19.73% annualized return.


SF

YTD

7.35%

1M

8.99%

6M

40.06%

1Y

65.36%

5Y*

24.03%

10Y*

14.60%

JPM

YTD

8.67%

1M

9.64%

6M

24.64%

1Y

55.65%

5Y*

17.03%

10Y*

19.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SF vs. JPM — Risk-Adjusted Performance Rank

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

SF
The Risk-Adjusted Performance Rank of SF is 9696
Overall Rank
The Sharpe Ratio Rank of SF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SF is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SF is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SF is 9797
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9696
Overall Rank
The Sharpe Ratio Rank of JPM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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.

SF vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stifel Financial Corp. (SF) 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 SF, currently valued at 2.64, compared to the broader market-2.000.002.004.002.642.47
The chart of Sortino ratio for SF, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.006.003.803.24
The chart of Omega ratio for SF, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.49
The chart of Calmar ratio for SF, currently valued at 5.34, compared to the broader market0.002.004.006.005.345.79
The chart of Martin ratio for SF, currently valued at 17.05, compared to the broader market-10.000.0010.0020.0030.0017.0516.54
SF
JPM

The current SF Sharpe Ratio is 2.64, which is comparable to the JPM Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SF 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 Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.64
2.47
SF
JPM

Dividends

SF vs. JPM - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 1.48%, less than JPM's 1.85% yield.


TTM20242023202220212020201920182017201620152014
SF
Stifel Financial Corp.
1.48%1.58%2.08%2.06%0.85%0.90%0.99%1.16%0.34%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.85%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

SF vs. JPM - Drawdown Comparison

The maximum SF drawdown since its inception was -78.40%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SF and JPM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.91%
0
SF
JPM

Volatility

SF vs. JPM - Volatility Comparison

Stifel Financial Corp. (SF) has a higher volatility of 8.88% compared to JPMorgan Chase & Co. (JPM) at 6.12%. This indicates that SF'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%AugustSeptemberOctoberNovemberDecember2025
8.88%
6.12%
SF
JPM

Financials

SF vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Stifel Financial Corp. 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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