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

Correlation

The correlation between TS and JPM is 0.41, 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.


-0.50.00.51.00.4

Performance

TS vs. JPM - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
24.96%
21.54%
TS
JPM

Key characteristics

Sharpe Ratio

TS:

1.00

JPM:

2.23

Sortino Ratio

TS:

1.47

JPM:

2.98

Omega Ratio

TS:

1.21

JPM:

1.44

Calmar Ratio

TS:

0.64

JPM:

5.20

Martin Ratio

TS:

1.68

JPM:

14.86

Ulcer Index

TS:

15.83%

JPM:

3.55%

Daily Std Dev

TS:

26.59%

JPM:

23.67%

Max Drawdown

TS:

-82.89%

JPM:

-74.02%

Current Drawdown

TS:

-15.51%

JPM:

0.00%

Fundamentals

Market Cap

TS:

$21.34B

JPM:

$705.97B

EPS

TS:

$4.60

JPM:

$19.76

PE Ratio

TS:

8.57

JPM:

12.77

PEG Ratio

TS:

4.69

JPM:

4.87

Total Revenue (TTM)

TS:

$9.68B

JPM:

$131.51B

Gross Profit (TTM)

TS:

$3.47B

JPM:

$130.92B

EBITDA (TTM)

TS:

$2.42B

JPM:

$99.40B

Returns By Period

In the year-to-date period, TS achieves a 4.29% return, which is significantly lower than JPM's 5.82% return. Over the past 10 years, TS has underperformed JPM with an annualized return of 7.04%, while JPM has yielded a comparatively higher 19.55% annualized return.


TS

YTD

4.29%

1M

3.63%

6M

26.18%

1Y

30.48%

5Y*

15.76%

10Y*

7.04%

JPM

YTD

5.82%

1M

5.87%

6M

17.68%

1Y

53.65%

5Y*

16.15%

10Y*

19.55%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TS vs. JPM — Risk-Adjusted Performance Rank

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

TS
The Risk-Adjusted Performance Rank of TS is 7373
Overall Rank
The Sharpe Ratio Rank of TS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of TS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TS is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TS is 7373
Calmar Ratio Rank
The Martin Ratio Rank of TS is 6565
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9595
Overall Rank
The Sharpe Ratio Rank of JPM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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.

TS vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenaris S.A. (TS) 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 TS, currently valued at 1.00, compared to the broader market-2.000.002.001.002.23
The chart of Sortino ratio for TS, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.472.98
The chart of Omega ratio for TS, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.44
The chart of Calmar ratio for TS, currently valued at 0.64, compared to the broader market0.002.004.006.000.645.20
The chart of Martin ratio for TS, currently valued at 1.68, compared to the broader market-30.00-20.00-10.000.0010.0020.001.6814.86
TS
JPM

The current TS Sharpe Ratio is 1.00, which is lower than the JPM Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TS 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.00
2.23
TS
JPM

Dividends

TS vs. JPM - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 3.40%, more than JPM's 1.90% yield.


TTM20242023202220212020201920182017201620152014
TS
Tenaris S.A.
3.40%3.55%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%
JPM
JPMorgan Chase & Co.
1.90%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

TS vs. JPM - Drawdown Comparison

The maximum TS drawdown since its inception was -82.89%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for TS and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.51%
0
TS
JPM

Volatility

TS vs. JPM - Volatility Comparison

The current volatility for Tenaris S.A. (TS) is 4.69%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.99%. This indicates that TS 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.69%
5.99%
TS
JPM

Financials

TS vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Tenaris S.A. 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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