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

Correlation

The correlation between WAFD and JPM is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WAFD vs. JPM - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
1,210.79%
9,309.29%
WAFD
JPM

Key characteristics

Sharpe Ratio

WAFD:

0.06

JPM:

1.04

Sortino Ratio

WAFD:

0.34

JPM:

1.56

Omega Ratio

WAFD:

1.04

JPM:

1.23

Calmar Ratio

WAFD:

0.06

JPM:

1.22

Martin Ratio

WAFD:

0.14

JPM:

4.27

Ulcer Index

WAFD:

13.93%

JPM:

6.96%

Daily Std Dev

WAFD:

34.48%

JPM:

28.58%

Max Drawdown

WAFD:

-61.56%

JPM:

-74.02%

Current Drawdown

WAFD:

-24.64%

JPM:

-12.47%

Fundamentals

Market Cap

WAFD:

$2.28B

JPM:

$679.88B

EPS

WAFD:

$2.68

JPM:

$20.38

PE Ratio

WAFD:

10.53

JPM:

12.00

PEG Ratio

WAFD:

1.67

JPM:

6.58

PS Ratio

WAFD:

3.12

JPM:

4.03

PB Ratio

WAFD:

0.83

JPM:

2.02

Total Revenue (TTM)

WAFD:

$814.59M

JPM:

$204.37B

Gross Profit (TTM)

WAFD:

$814.54M

JPM:

$180.79B

EBITDA (TTM)

WAFD:

$9.05M

JPM:

$100.17B

Returns By Period

In the year-to-date period, WAFD achieves a -11.67% return, which is significantly lower than JPM's 2.76% return. Over the past 10 years, WAFD has underperformed JPM with an annualized return of 5.41%, while JPM has yielded a comparatively higher 17.76% annualized return.


WAFD

YTD

-11.67%

1M

-2.45%

6M

-15.01%

1Y

4.44%

5Y*

5.91%

10Y*

5.41%

JPM

YTD

2.76%

1M

-2.38%

6M

10.80%

1Y

28.87%

5Y*

25.34%

10Y*

17.76%

*Annualized

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Risk-Adjusted Performance

WAFD vs. JPM — Risk-Adjusted Performance Rank

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

WAFD
The Risk-Adjusted Performance Rank of WAFD is 5151
Overall Rank
The Sharpe Ratio Rank of WAFD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of WAFD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of WAFD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of WAFD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of WAFD is 5454
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8383
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8484
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.

WAFD vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Federal, Inc. (WAFD) 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 chart of Sharpe ratio for WAFD, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.00
WAFD: 0.06
JPM: 1.04
The chart of Sortino ratio for WAFD, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
WAFD: 0.34
JPM: 1.56
The chart of Omega ratio for WAFD, currently valued at 1.04, compared to the broader market0.501.001.502.00
WAFD: 1.04
JPM: 1.23
The chart of Calmar ratio for WAFD, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
WAFD: 0.06
JPM: 1.22
The chart of Martin ratio for WAFD, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.00
WAFD: 0.14
JPM: 4.27

The current WAFD Sharpe Ratio is 0.06, which is lower than the JPM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WAFD 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
1.04
WAFD
JPM

Dividends

WAFD vs. JPM - Dividend Comparison

WAFD's dividend yield for the trailing twelve months is around 3.72%, more than JPM's 2.07% yield.


TTM20242023202220212020201920182017201620152014
WAFD
Washington Federal, Inc.
3.72%3.23%3.03%2.86%2.76%3.42%2.24%2.62%2.48%1.63%2.18%1.61%
JPM
JPMorgan Chase & Co.
2.07%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

WAFD vs. JPM - Drawdown Comparison

The maximum WAFD drawdown since its inception was -61.56%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for WAFD and JPM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.64%
-12.47%
WAFD
JPM

Volatility

WAFD vs. JPM - Volatility Comparison

Washington Federal, Inc. (WAFD) has a higher volatility of 17.32% compared to JPMorgan Chase & Co. (JPM) at 15.62%. This indicates that WAFD'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.32%
15.62%
WAFD
JPM

Financials

WAFD vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Washington Federal, Inc. 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