SF vs. JPM
Compare and contrast key facts about Stifel Financial Corp. (SF) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SF or JPM.
Key characteristics
| SF | JPM | |
|---|---|---|
| YTD Return | 70.93% | 44.20% |
| 1Y Return | 98.50% | 68.25% |
| 3Y Return (Ann) | 17.33% | 16.09% |
| 5Y Return (Ann) | 25.96% | 16.63% |
| 10Y Return (Ann) | 15.03% | 18.06% |
| Sharpe Ratio | 3.83 | 2.93 |
| Sortino Ratio | 5.30 | 3.74 |
| Omega Ratio | 1.69 | 1.59 |
| Calmar Ratio | 4.12 | 6.66 |
| Martin Ratio | 33.54 | 20.31 |
| Ulcer Index | 2.92% | 3.32% |
| Daily Std Dev | 25.55% | 23.01% |
| Max Drawdown | -78.40% | -74.02% |
| Current Drawdown | -0.96% | -3.04% |
Fundamentals
| SF | JPM | |
|---|---|---|
| Market Cap | $12.03B | $674.44B |
| EPS | $5.48 | $17.99 |
| PE Ratio | 21.23 | 13.32 |
| PEG Ratio | 1.20 | 4.76 |
| Total Revenue (TTM) | $5.75B | $173.22B |
| Gross Profit (TTM) | $4.68B | $173.22B |
| EBITDA (TTM) | $1.35B | $86.50B |
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.
Performance
SF vs. JPM - Performance Comparison
In the year-to-date period, SF achieves a 70.93% return, which is significantly higher than JPM's 44.20% return. Over the past 10 years, SF has underperformed JPM with an annualized return of 15.03%, while JPM has yielded a comparatively higher 18.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
SF vs. JPM - Dividend Comparison
SF's dividend yield for the trailing twelve months is around 1.39%, less than JPM's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SF Stifel Financial Corp. | 1.39% | 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. | 1.92% | 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.
Volatility
SF vs. JPM - Volatility Comparison
Stifel Financial Corp. (SF) has a higher volatility of 14.24% compared to JPMorgan Chase & Co. (JPM) at 12.51%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities