TCPC vs. JPM
Compare and contrast key facts about BlackRock TCP Capital Corp. (TCPC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCPC or JPM.
Key characteristics
| TCPC | JPM | |
|---|---|---|
| YTD Return | -17.22% | 22.24% |
| 1Y Return | -18.96% | 40.34% |
| 3Y Return (Ann) | -5.15% | 12.29% |
| 5Y Return (Ann) | 1.69% | 14.52% |
| 10Y Return (Ann) | 3.61% | 16.25% |
| Sharpe Ratio | -0.95 | 2.23 |
| Daily Std Dev | 21.72% | 19.32% |
| Max Drawdown | -69.08% | -74.02% |
| Current Drawdown | -23.19% | -9.11% |
Fundamentals
| TCPC | JPM | |
|---|---|---|
| Market Cap | $767.75M | $581.32B |
| EPS | -$0.63 | $17.93 |
| PEG Ratio | 0.88 | 4.06 |
| Total Revenue (TTM) | $156.40M | $170.50B |
| Gross Profit (TTM) | $118.03M | $159.59B |
| EBITDA (TTM) | $13.60M | $44.88B |
Correlation
The correlation between TCPC 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.
Performance
TCPC vs. JPM - Performance Comparison
In the year-to-date period, TCPC achieves a -17.22% return, which is significantly lower than JPM's 22.24% return. Over the past 10 years, TCPC has underperformed JPM with an annualized return of 3.61%, while JPM has yielded a comparatively higher 16.25% 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
TCPC vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) 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
TCPC vs. JPM - Dividend Comparison
TCPC's dividend yield for the trailing twelve months is around 11.37%, more than JPM's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | 11.37% | 9.37% | 9.58% | 8.60% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
JPM JPMorgan Chase & Co. | 2.15% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
TCPC vs. JPM - Drawdown Comparison
The maximum TCPC drawdown since its inception was -69.08%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for TCPC and JPM. For additional features, visit the drawdowns tool.
Volatility
TCPC vs. JPM - Volatility Comparison
The current volatility for BlackRock TCP Capital Corp. (TCPC) is 6.72%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.30%. This indicates that TCPC 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.
Financials
TCPC vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between BlackRock TCP Capital 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