UBS vs. JPM

In the year-to-date period, UBS achieves a 0.58% return, which is significantly lower than JPM's 2.76% return. Over the past 10 years, UBS has underperformed JPM with an annualized return of 9.85%, while JPM has yielded a comparatively higher 17.68% annualized return.

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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.

The current UBS Sharpe Ratio is 0.38, which is lower than the JPM Sharpe Ratio of 1.04. 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.

UBS's dividend yield for the trailing twelve months is around 5.00%, more than JPM's 2.07% yield.

The maximum UBS drawdown since its inception was -59.81%, 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.

UBS Group AG (UBS) and JPMorgan Chase & Co. (JPM) have volatilities of 15.71% and 15.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.