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

Key characteristics


SNVJPM
YTD Return52.19%45.59%
1Y Return90.12%65.38%
3Y Return (Ann)8.26%16.51%
5Y Return (Ann)12.39%16.67%
10Y Return (Ann)11.33%18.14%
Sharpe Ratio2.582.91
Sortino Ratio3.513.71
Omega Ratio1.441.59
Calmar Ratio1.756.60
Martin Ratio15.5420.08
Ulcer Index6.24%3.33%
Daily Std Dev37.64%22.95%
Max Drawdown-92.46%-74.02%
Current Drawdown-13.31%-2.10%

Fundamentals


SNVJPM
Market Cap$8.25B$674.44B
EPS$2.20$17.99
PE Ratio26.4913.32
PEG Ratio2.344.76
Total Revenue (TTM)$2.95B$173.22B
Gross Profit (TTM)$2.62B$173.22B
EBITDA (TTM)$336.99M$86.50B

Correlation

-0.50.00.51.00.5

The correlation between SNV and JPM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SNV vs. JPM - Performance Comparison

In the year-to-date period, SNV achieves a 52.19% return, which is significantly higher than JPM's 45.59% return. Over the past 10 years, SNV has underperformed JPM with an annualized return of 11.33%, while JPM has yielded a comparatively higher 18.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
43.00%
20.86%
SNV
JPM

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Risk-Adjusted Performance

SNV vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synovus Financial Corp. (SNV) 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.


SNV
Sharpe ratio
The chart of Sharpe ratio for SNV, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.58
Sortino ratio
The chart of Sortino ratio for SNV, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for SNV, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for SNV, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Martin ratio
The chart of Martin ratio for SNV, currently valued at 15.54, compared to the broader market0.0010.0020.0030.0015.54
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 3.71, compared to the broader market-4.00-2.000.002.004.006.003.71
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 6.60, compared to the broader market0.002.004.006.006.60
Martin ratio
The chart of Martin ratio for JPM, currently valued at 20.08, compared to the broader market0.0010.0020.0030.0020.08

SNV vs. JPM - Sharpe Ratio Comparison

The current SNV Sharpe Ratio is 2.58, which is comparable to the JPM Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of SNV 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.91
SNV
JPM

Dividends

SNV vs. JPM - Dividend Comparison

SNV's dividend yield for the trailing twelve months is around 2.73%, more than JPM's 1.90% yield.


TTM20232022202120202019201820172016201520142013
SNV
Synovus Financial Corp.
2.73%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%1.11%
JPM
JPMorgan Chase & Co.
1.90%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

SNV vs. JPM - Drawdown Comparison

The maximum SNV drawdown since its inception was -92.46%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SNV and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.31%
-2.10%
SNV
JPM

Volatility

SNV vs. JPM - Volatility Comparison

Synovus Financial Corp. (SNV) has a higher volatility of 19.07% compared to JPMorgan Chase & Co. (JPM) at 12.51%. This indicates that SNV'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.07%
12.51%
SNV
JPM

Financials

SNV vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Synovus 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