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

Correlation

The correlation between TME and JPM is 0.62, 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

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.

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Key characteristics

Sharpe Ratio

TME:

0.26

JPM:

1.20

Sortino Ratio

TME:

0.74

JPM:

1.58

Omega Ratio

TME:

1.09

JPM:

1.23

Calmar Ratio

TME:

0.16

JPM:

1.25

Martin Ratio

TME:

0.56

JPM:

4.18

Ulcer Index

TME:

19.94%

JPM:

7.28%

Daily Std Dev

TME:

56.26%

JPM:

28.46%

Max Drawdown

TME:

-90.19%

JPM:

-74.02%

Current Drawdown

TME:

-46.07%

JPM:

-6.18%

Fundamentals

Market Cap

TME:

$25.93B

JPM:

$738.35B

EPS

TME:

$0.85

JPM:

$20.37

PE Ratio

TME:

20.01

JPM:

13.04

PEG Ratio

TME:

1.43

JPM:

7.21

PS Ratio

TME:

0.89

JPM:

4.38

PB Ratio

TME:

2.58

JPM:

2.22

Total Revenue (TTM)

TME:

$28.99B

JPM:

$228.61B

Gross Profit (TTM)

TME:

$12.50B

JPM:

$186.05B

EBITDA (TTM)

TME:

$11.41B

JPM:

$104.01B

Returns By Period

In the year-to-date period, TME achieves a 49.69% return, which is significantly higher than JPM's 10.13% return.


TME

YTD

49.69%

1M

41.94%

6M

48.51%

1Y

14.38%

3Y*

61.50%

5Y*

7.49%

10Y*

N/A

JPM

YTD

10.13%

1M

14.00%

6M

9.65%

1Y

33.87%

3Y*

34.16%

5Y*

27.38%

10Y*

17.85%

*Annualized

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Tencent Music Entertainment Group

JPMorgan Chase & Co.

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 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 5858
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 8787
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 8383
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 current TME Sharpe Ratio is 0.26, which is lower than the JPM Sharpe Ratio of 1.20. 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.


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Dividends

TME vs. JPM - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 1.87%, less than JPM's 1.93% yield.


TTM20242023202220212020201920182017201620152014
TME
Tencent Music Entertainment Group
1.87%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.
1.93%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.


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Volatility

TME vs. JPM - Volatility Comparison

Tencent Music Entertainment Group (TME) has a higher volatility of 17.03% compared to JPMorgan Chase & Co. (JPM) at 5.38%. 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.


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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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
7.36B
68.89B
(TME) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

TME vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Tencent Music Entertainment Group and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
44.1%
65.8%
(TME) Gross Margin
(JPM) Gross Margin
TME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported a gross profit of 3.24B and revenue of 7.36B. Therefore, the gross margin over that period was 44.1%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

TME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported an operating income of 4.84B and revenue of 7.36B, resulting in an operating margin of 65.7%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

TME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tencent Music Entertainment Group reported a net income of 4.29B and revenue of 7.36B, resulting in a net margin of 58.3%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.