TCPC vs. JPM
Compare and contrast key facts about BlackRock TCP Capital Corp. (TCPC) and JPMorgan Chase & Co. (JPM).
Performance
TCPC vs. JPM - Performance Comparison
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TCPC vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | -30.96% | -26.24% | -12.26% | 3.23% | 5.61% | 30.76% | -9.17% | 19.31% | -5.59% | -1.22% |
JPM JPMorgan Chase & Co. | -8.16% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Fundamentals
TCPC:
$305.96M
JPM:
$823.02B
TCPC:
$1.29
JPM:
$20.42
TCPC:
2.79
JPM:
14.43
TCPC:
0.09
JPM:
1.59
TCPC:
2.76
JPM:
3.21
TCPC:
0.51
JPM:
2.40
TCPC:
$110.78M
JPM:
$256.52B
TCPC:
$58.19M
JPM:
$168.20B
TCPC:
$129.18M
JPM:
$78.84B
Returns By Period
In the year-to-date period, TCPC achieves a -30.96% return, which is significantly lower than JPM's -8.16% return. Over the past 10 years, TCPC has underperformed JPM with an annualized return of -2.24%, while JPM has yielded a comparatively higher 20.51% annualized return.
TCPC
- 1D
- 1.69%
- 1M
- -8.56%
- YTD
- -30.96%
- 6M
- -34.80%
- 1Y
- -45.46%
- 3Y*
- -17.53%
- 5Y*
- -12.98%
- 10Y*
- -2.24%
JPM
- 1D
- -0.26%
- 1M
- -1.60%
- YTD
- -8.16%
- 6M
- -4.08%
- 1Y
- 31.46%
- 3Y*
- 34.44%
- 5Y*
- 16.83%
- 10Y*
- 20.51%
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Return for Risk
TCPC vs. JPM — Risk / Return Rank
TCPC
JPM
TCPC vs. JPM - Risk-Adjusted Trends 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.
| TCPC | JPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.32 | 0.89 | -2.21 |
Sortino ratioReturn per unit of downside risk | -1.99 | 1.28 | -3.27 |
Omega ratioGain probability vs. loss probability | 0.75 | 1.18 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.51 | -2.45 |
Martin ratioReturn relative to average drawdown | -2.02 | 4.05 | -6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCPC | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.32 | 0.89 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.51 | 0.69 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.75 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.34 | -0.30 |
Correlation
The correlation between TCPC and JPM is 0.33, 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.
Dividends
TCPC vs. JPM - Dividend Comparison
TCPC's dividend yield for the trailing twelve months is around 27.78%, more than JPM's 1.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | 27.78% | 20.48% | 16.76% | 14.64% | 9.81% | 8.88% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% |
JPM JPMorgan Chase & Co. | 1.97% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Drawdowns
TCPC vs. JPM - Drawdown Comparison
The maximum TCPC drawdown since its inception was -69.08%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for TCPC and JPM.
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Drawdown Indicators
| TCPC | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.08% | -76.16% | +7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -50.21% | -15.47% | -34.74% |
Max Drawdown (5Y)Largest decline over 5 years | -58.91% | -38.77% | -20.14% |
Max Drawdown (10Y)Largest decline over 10 years | -69.08% | -43.63% | -25.45% |
Current DrawdownCurrent decline from peak | -57.00% | -11.96% | -45.04% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -17.66% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.22% | 5.77% | +17.45% |
Volatility
TCPC vs. JPM - Volatility Comparison
BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.87% compared to JPMorgan Chase & Co. (JPM) at 6.28%. This indicates that TCPC'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.
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Volatility by Period
| TCPC | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.87% | 6.28% | +5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 27.07% | 17.13% | +9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.06% | 25.23% | +9.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.36% | 24.33% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.06% | 27.37% | +6.69% |
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