TFC vs. JPM
Compare and contrast key facts about Truist Financial Corporation (TFC) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFC or JPM.
Key characteristics
| TFC | JPM | |
|---|---|---|
| YTD Return | 33.07% | 44.20% |
| 1Y Return | 67.39% | 68.25% |
| 3Y Return (Ann) | -4.60% | 16.09% |
| 5Y Return (Ann) | 1.46% | 16.63% |
| 10Y Return (Ann) | 6.20% | 18.06% |
| Sharpe Ratio | 2.40 | 2.93 |
| Sortino Ratio | 3.49 | 3.74 |
| Omega Ratio | 1.41 | 1.59 |
| Calmar Ratio | 1.30 | 6.66 |
| Martin Ratio | 15.24 | 20.31 |
| Ulcer Index | 4.41% | 3.32% |
| Daily Std Dev | 27.98% | 23.01% |
| Max Drawdown | -66.56% | -74.02% |
| Current Drawdown | -19.21% | -3.04% |
Fundamentals
| TFC | JPM | |
|---|---|---|
| Market Cap | $61.94B | $674.44B |
| EPS | -$4.89 | $17.99 |
| PEG Ratio | 2.12 | 4.76 |
| Total Revenue (TTM) | $25.14B | $173.22B |
| Gross Profit (TTM) | $21.81B | $173.22B |
| EBITDA (TTM) | $3.97B | $86.50B |
Correlation
The correlation between TFC and JPM is 0.58, 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
TFC vs. JPM - Performance Comparison
In the year-to-date period, TFC achieves a 33.07% return, which is significantly lower than JPM's 44.20% return. Over the past 10 years, TFC has underperformed JPM with an annualized return of 6.20%, 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
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.
Dividends
TFC vs. JPM - Dividend Comparison
TFC's dividend yield for the trailing twelve months is around 4.46%, more than JPM's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 4.46% | 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. | 1.92% | 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.
Volatility
TFC vs. JPM - Volatility Comparison
Truist Financial Corporation (TFC) and JPMorgan Chase & Co. (JPM) have volatilities of 12.97% and 12.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities