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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.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
30.39%
22.46%
SF
JPM

Key characteristics

Sharpe Ratio

SF:

2.30

JPM:

1.97

Sortino Ratio

SF:

3.47

JPM:

2.70

Omega Ratio

SF:

1.44

JPM:

1.40

Calmar Ratio

SF:

4.48

JPM:

4.55

Martin Ratio

SF:

17.23

JPM:

13.24

Ulcer Index

SF:

3.40%

JPM:

3.48%

Daily Std Dev

SF:

25.40%

JPM:

23.42%

Max Drawdown

SF:

-78.40%

JPM:

-74.02%

Current Drawdown

SF:

-11.54%

JPM:

-5.07%

Fundamentals

Market Cap

SF:

$10.97B

JPM:

$671.06B

EPS

SF:

$5.53

JPM:

$17.99

PE Ratio

SF:

19.38

JPM:

13.25

PEG Ratio

SF:

0.96

JPM:

4.74

Total Revenue (TTM)

SF:

$5.75B

JPM:

$170.11B

Gross Profit (TTM)

SF:

$4.68B

JPM:

$169.52B

EBITDA (TTM)

SF:

$1.36B

JPM:

$118.87B

Returns By Period

In the year-to-date period, SF achieves a 52.97% return, which is significantly higher than JPM's 43.02% return. Over the past 10 years, SF has underperformed JPM with an annualized return of 12.90%, while JPM has yielded a comparatively higher 17.53% annualized return.


SF

YTD

52.97%

1M

-7.98%

6M

28.54%

1Y

58.49%

5Y*

22.18%

10Y*

12.90%

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

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 2.30, compared to the broader market-4.00-2.000.002.002.301.97
The chart of Sortino ratio for SF, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.003.472.70
The chart of Omega ratio for SF, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.40
The chart of Calmar ratio for SF, currently valued at 4.48, compared to the broader market0.002.004.006.004.484.55
The chart of Martin ratio for SF, currently valued at 17.23, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.2313.24
SF
JPM

The current SF Sharpe Ratio is 2.30, which is comparable to the JPM Sharpe Ratio of 1.97. 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.30
1.97
SF
JPM

Dividends

SF vs. JPM - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 1.62%, less than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
SF
Stifel Financial Corp.
1.62%2.08%2.06%0.85%0.90%0.99%1.16%0.34%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

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%JulyAugustSeptemberOctoberNovemberDecember
-11.54%
-5.07%
SF
JPM

Volatility

SF vs. JPM - Volatility Comparison

Stifel Financial Corp. (SF) has a higher volatility of 6.69% compared to JPMorgan Chase & Co. (JPM) at 5.60%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.69%
5.60%
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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