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

Correlation

The correlation between TFC and JPM is 0.59, 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.


-0.50.00.51.00.6

Performance

TFC vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Truist Financial Corporation (TFC) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,140.38%
8,976.32%
TFC
JPM

Key characteristics

Sharpe Ratio

TFC:

1.04

JPM:

1.97

Sortino Ratio

TFC:

1.70

JPM:

2.70

Omega Ratio

TFC:

1.20

JPM:

1.40

Calmar Ratio

TFC:

0.65

JPM:

4.55

Martin Ratio

TFC:

5.95

JPM:

13.24

Ulcer Index

TFC:

4.61%

JPM:

3.48%

Daily Std Dev

TFC:

26.43%

JPM:

23.42%

Max Drawdown

TFC:

-66.56%

JPM:

-74.02%

Current Drawdown

TFC:

-24.99%

JPM:

-5.07%

Fundamentals

Market Cap

TFC:

$60.12B

JPM:

$671.06B

EPS

TFC:

-$4.84

JPM:

$17.99

PEG Ratio

TFC:

1.94

JPM:

4.74

Total Revenue (TTM)

TFC:

$22.39B

JPM:

$170.11B

Gross Profit (TTM)

TFC:

$21.81B

JPM:

$169.52B

EBITDA (TTM)

TFC:

$2.18B

JPM:

$118.87B

Returns By Period

In the year-to-date period, TFC achieves a 23.55% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, TFC has underperformed JPM with an annualized return of 4.95%, while JPM has yielded a comparatively higher 17.53% annualized return.


TFC

YTD

23.55%

1M

-7.46%

6M

20.58%

1Y

24.08%

5Y*

-0.62%

10Y*

4.95%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TFC vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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 TFC, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.041.97
The chart of Sortino ratio for TFC, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.702.70
The chart of Omega ratio for TFC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.40
The chart of Calmar ratio for TFC, currently valued at 0.65, compared to the broader market0.002.004.006.000.654.55
The chart of Martin ratio for TFC, currently valued at 5.95, compared to the broader market-5.000.005.0010.0015.0020.0025.005.9513.24
TFC
JPM

The current TFC Sharpe Ratio is 1.04, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of TFC 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.04
1.97
TFC
JPM

Dividends

TFC vs. JPM - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.80%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.80%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%
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

TFC vs. JPM - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for TFC and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.99%
-5.07%
TFC
JPM

Volatility

TFC vs. JPM - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 6.97% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that TFC'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
6.97%
5.60%
TFC
JPM

Financials

TFC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Truist Financial Corporation 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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