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

Correlation

The correlation between UBS and JPM is 0.59, 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.


-0.50.00.51.00.6

Performance

UBS vs. JPM - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
187.22%
418.13%
UBS
JPM

Key characteristics

Sharpe Ratio

UBS:

0.08

JPM:

1.97

Sortino Ratio

UBS:

0.29

JPM:

2.70

Omega Ratio

UBS:

1.04

JPM:

1.40

Calmar Ratio

UBS:

0.14

JPM:

4.55

Martin Ratio

UBS:

0.34

JPM:

13.24

Ulcer Index

UBS:

6.16%

JPM:

3.48%

Daily Std Dev

UBS:

24.98%

JPM:

23.42%

Max Drawdown

UBS:

-59.82%

JPM:

-74.02%

Current Drawdown

UBS:

-9.98%

JPM:

-5.07%

Fundamentals

Market Cap

UBS:

$100.03B

JPM:

$671.06B

EPS

UBS:

$1.28

JPM:

$17.99

PE Ratio

UBS:

24.53

JPM:

13.25

PEG Ratio

UBS:

0.40

JPM:

4.74

Total Revenue (TTM)

UBS:

$45.68B

JPM:

$170.11B

Gross Profit (TTM)

UBS:

$45.13B

JPM:

$169.52B

EBITDA (TTM)

UBS:

$5.28B

JPM:

$118.87B

Returns By Period

In the year-to-date period, UBS achieves a 0.21% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, UBS has underperformed JPM with an annualized return of 11.02%, while JPM has yielded a comparatively higher 17.53% annualized return.


UBS

YTD

0.21%

1M

-6.18%

6M

-1.52%

1Y

0.24%

5Y*

25.42%

10Y*

11.02%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

UBS vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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 UBS, currently valued at 0.08, compared to the broader market-4.00-2.000.002.000.081.97
The chart of Sortino ratio for UBS, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.292.70
The chart of Omega ratio for UBS, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.40
The chart of Calmar ratio for UBS, currently valued at 0.14, compared to the broader market0.002.004.006.000.144.55
The chart of Martin ratio for UBS, currently valued at 0.34, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3413.24
UBS
JPM

The current UBS Sharpe Ratio is 0.08, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of UBS 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.08
1.97
UBS
JPM

Dividends

UBS vs. JPM - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 3.53%, more than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
UBS
UBS Group AG
3.53%1.78%2.68%2.07%10.34%5.48%5.24%3.30%9.41%4.11%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

UBS vs. JPM - Drawdown Comparison

The maximum UBS drawdown since its inception was -59.82%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for UBS and JPM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.98%
-5.07%
UBS
JPM

Volatility

UBS vs. JPM - Volatility Comparison

UBS Group AG (UBS) has a higher volatility of 7.33% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that UBS'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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.33%
5.60%
UBS
JPM

Financials

UBS vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between UBS Group AG 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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