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

Correlation

The correlation between TS and JPM is 0.52, 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

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.

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Key characteristics

Sharpe Ratio

TS:

0.03

JPM:

1.23

Sortino Ratio

TS:

0.24

JPM:

1.80

Omega Ratio

TS:

1.03

JPM:

1.26

Calmar Ratio

TS:

0.02

JPM:

1.47

Martin Ratio

TS:

0.08

JPM:

4.91

Ulcer Index

TS:

10.55%

JPM:

7.31%

Daily Std Dev

TS:

30.04%

JPM:

28.77%

Max Drawdown

TS:

-82.89%

JPM:

-74.02%

Current Drawdown

TS:

-26.87%

JPM:

-3.84%

Fundamentals

Market Cap

TS:

$18.71B

JPM:

$743.38B

EPS

TS:

$3.28

JPM:

$20.52

PE Ratio

TS:

10.52

JPM:

13.04

PEG Ratio

TS:

4.69

JPM:

7.24

PS Ratio

TS:

1.56

JPM:

4.41

PB Ratio

TS:

1.08

JPM:

2.23

Total Revenue (TTM)

TS:

$12.00B

JPM:

$228.61B

Gross Profit (TTM)

TS:

$4.08B

JPM:

$186.05B

EBITDA (TTM)

TS:

$2.80B

JPM:

$104.01B

Returns By Period

In the year-to-date period, TS achieves a -9.74% return, which is significantly lower than JPM's 12.89% return. Over the past 10 years, TS has underperformed JPM with an annualized return of 4.64%, while JPM has yielded a comparatively higher 18.09% annualized return.


TS

YTD

-9.74%

1M

4.34%

6M

-6.46%

1Y

0.81%

5Y*

26.61%

10Y*

4.64%

JPM

YTD

12.89%

1M

16.53%

6M

10.31%

1Y

35.21%

5Y*

29.13%

10Y*

18.09%

*Annualized

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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 4848
Overall Rank
The Sharpe Ratio Rank of TS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of TS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TS is 5252
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8686
Overall Rank
The Sharpe Ratio Rank of JPM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
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.


The current TS Sharpe Ratio is 0.03, which is lower than the JPM Sharpe Ratio of 1.23. 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.


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Dividends

TS vs. JPM - Dividend Comparison

TS's dividend yield for the trailing twelve months is around 3.93%, more than JPM's 1.89% yield.


TTM20242023202220212020201920182017201620152014
TS
Tenaris S.A.
3.93%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.
1.89%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.


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Volatility

TS vs. JPM - Volatility Comparison

Tenaris S.A. (TS) has a higher volatility of 6.10% compared to JPMorgan Chase & Co. (JPM) at 5.42%. This indicates that TS'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

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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
2.92B
68.89B
(TS) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

TS vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Tenaris S.A. 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
34.3%
65.8%
(TS) Gross Margin
(JPM) Gross Margin
TS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tenaris S.A. reported a gross profit of 1.00B and revenue of 2.92B. Therefore, the gross margin over that period was 34.3%.

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%.

TS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tenaris S.A. reported an operating income of 549.91M and revenue of 2.92B, resulting in an operating margin of 18.8%.

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%.

TS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tenaris S.A. reported a net income of 506.93M and revenue of 2.92B, resulting in a net margin of 17.4%.

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%.