UBS vs. JPM
Compare and contrast key facts about UBS Group AG (UBS) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBS or JPM.
Key characteristics
| UBS | JPM | |
|---|---|---|
| YTD Return | 1.49% | 19.89% |
| 1Y Return | 61.82% | 52.96% |
| 3Y Return (Ann) | 28.87% | 10.18% |
| 5Y Return (Ann) | 26.65% | 16.03% |
| Sharpe Ratio | 2.50 | 3.30 |
| Daily Std Dev | 25.45% | 16.44% |
| Max Drawdown | -59.82% | -74.02% |
| Current Drawdown | -1.79% | 0.00% |
Fundamentals
| UBS | JPM | |
|---|---|---|
| Market Cap | $95.38B | $570.80B |
| EPS | $8.65 | $16.58 |
| PE Ratio | 3.43 | 11.99 |
| PEG Ratio | 0.59 | 3.36 |
| Revenue (TTM) | $43.54B | $150.00B |
| Gross Profit (TTM) | $34.42B | $122.31B |
Correlation
The correlation between UBS and JPM is 0.60, 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
UBS vs. JPM - Performance Comparison
In the year-to-date period, UBS achieves a 1.49% return, which is significantly lower than JPM's 19.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
UBS vs. JPM - Dividend Comparison
UBS's dividend yield for the trailing twelve months is around 3.48%, more than JPM's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBS UBS Group AG | 3.48% | 1.79% | 2.68% | 2.07% | 10.31% | 5.47% | 5.24% | 3.27% | 5.58% | 4.10% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.11% | 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.
Volatility
UBS vs. JPM - Volatility Comparison
UBS Group AG (UBS) has a higher volatility of 9.55% compared to JPMorgan Chase & Co. (JPM) at 4.41%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities