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

Correlation

The correlation between TME 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TME vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Music Entertainment Group (TME) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-2.49%
190.54%
TME
JPM

Key characteristics

Sharpe Ratio

TME:

0.20

JPM:

1.04

Sortino Ratio

TME:

0.72

JPM:

1.56

Omega Ratio

TME:

1.09

JPM:

1.23

Calmar Ratio

TME:

0.15

JPM:

1.22

Martin Ratio

TME:

0.54

JPM:

4.27

Ulcer Index

TME:

20.12%

JPM:

6.96%

Daily Std Dev

TME:

55.10%

JPM:

28.58%

Max Drawdown

TME:

-90.19%

JPM:

-74.02%

Current Drawdown

TME:

-57.06%

JPM:

-12.47%

Fundamentals

Market Cap

TME:

$20.30B

JPM:

$679.88B

EPS

TME:

$0.58

JPM:

$20.38

PE Ratio

TME:

22.93

JPM:

12.00

PEG Ratio

TME:

1.19

JPM:

6.58

PS Ratio

TME:

0.71

JPM:

4.03

PB Ratio

TME:

2.18

JPM:

2.02

Total Revenue (TTM)

TME:

$21.63B

JPM:

$204.37B

Gross Profit (TTM)

TME:

$9.25B

JPM:

$180.79B

EBITDA (TTM)

TME:

$6.55B

JPM:

$100.17B

Returns By Period

In the year-to-date period, TME achieves a 19.19% return, which is significantly higher than JPM's 2.76% return.


TME

YTD

19.19%

1M

-6.05%

6M

17.74%

1Y

7.66%

5Y*

4.91%

10Y*

N/A

JPM

YTD

2.76%

1M

-2.38%

6M

10.80%

1Y

28.87%

5Y*

25.34%

10Y*

17.76%

*Annualized

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Risk-Adjusted Performance

TME vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TME
The Risk-Adjusted Performance Rank of TME is 5959
Overall Rank
The Sharpe Ratio Rank of TME is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 5959
Sortino Ratio Rank
The Omega Ratio Rank of TME is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TME is 6060
Calmar Ratio Rank
The Martin Ratio Rank of TME is 5959
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8383
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TME, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
TME: 0.20
JPM: 1.04
The chart of Sortino ratio for TME, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
TME: 0.72
JPM: 1.56
The chart of Omega ratio for TME, currently valued at 1.09, compared to the broader market0.501.001.502.00
TME: 1.09
JPM: 1.23
The chart of Calmar ratio for TME, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
TME: 0.15
JPM: 1.22
The chart of Martin ratio for TME, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.00
TME: 0.54
JPM: 4.27

The current TME Sharpe Ratio is 0.20, which is lower than the JPM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TME 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.20
1.04
TME
JPM

Dividends

TME vs. JPM - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 2.37%, more than JPM's 2.07% yield.


TTM20242023202220212020201920182017201620152014
TME
Tencent Music Entertainment Group
2.37%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.07%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.06%
-12.47%
TME
JPM

Volatility

TME vs. JPM - Volatility Comparison

Tencent Music Entertainment Group (TME) has a higher volatility of 16.63% compared to JPMorgan Chase & Co. (JPM) at 15.62%. This indicates that TME'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.63%
15.62%
TME
JPM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items