TME vs. JPM
Compare and contrast key facts about Tencent Music Entertainment Group (TME) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TME or JPM.
Performance
TME vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, TME achieves a 28.13% return, which is significantly lower than JPM's 44.93% return.
TME
28.13%
-2.80%
-21.57%
32.85%
-1.34%
N/A
JPM
44.93%
7.97%
22.84%
61.16%
16.35%
18.08%
Fundamentals
| TME | JPM | |
|---|---|---|
| Market Cap | $19.82B | $684.38B |
| EPS | $0.49 | $17.82 |
| PE Ratio | 23.35 | 13.51 |
| PEG Ratio | 0.76 | 4.84 |
| Total Revenue (TTM) | $20.82B | $173.22B |
| Gross Profit (TTM) | $8.42B | $169.52B |
| EBITDA (TTM) | $5.91B | $118.87B |
Key characteristics
| TME | JPM | |
|---|---|---|
| Sharpe Ratio | 0.60 | 2.65 |
| Sortino Ratio | 1.21 | 3.45 |
| Omega Ratio | 1.14 | 1.54 |
| Calmar Ratio | 0.39 | 6.00 |
| Martin Ratio | 1.89 | 18.24 |
| Ulcer Index | 15.42% | 3.34% |
| Daily Std Dev | 48.67% | 23.00% |
| Max Drawdown | -90.19% | -74.02% |
| Current Drawdown | -63.69% | -2.54% |
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Correlation
The correlation between TME and JPM is 0.24, 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.
Risk-Adjusted Performance
TME vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) 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
TME vs. JPM - Dividend Comparison
TME's dividend yield for the trailing twelve months is around 1.20%, less than JPM's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TME Tencent Music Entertainment Group | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
TME vs. JPM - Drawdown Comparison
The maximum TME drawdown since its inception was -90.19%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for TME and JPM. For additional features, visit the drawdowns tool.
Volatility
TME vs. JPM - Volatility Comparison
The current volatility for Tencent Music Entertainment Group (TME) is 11.94%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.61%. This indicates that TME 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
TME vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Tencent Music Entertainment Group 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