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

Correlation

The correlation between WASH and JPM is 0.44, 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: 0.4

Performance

WASH vs. JPM - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
978.96%
3,224.14%
WASH
JPM

Key characteristics

Sharpe Ratio

WASH:

0.45

JPM:

1.13

Sortino Ratio

WASH:

0.94

JPM:

1.66

Omega Ratio

WASH:

1.12

JPM:

1.24

Calmar Ratio

WASH:

0.33

JPM:

1.32

Martin Ratio

WASH:

1.25

JPM:

4.65

Ulcer Index

WASH:

13.80%

JPM:

6.92%

Daily Std Dev

WASH:

38.48%

JPM:

28.58%

Max Drawdown

WASH:

-60.33%

JPM:

-74.02%

Current Drawdown

WASH:

-42.62%

JPM:

-12.07%

Fundamentals

Market Cap

WASH:

$531.83M

JPM:

$669.43B

EPS

WASH:

-$1.67

JPM:

$20.38

PEG Ratio

WASH:

4.01

JPM:

6.58

PS Ratio

WASH:

4.92

JPM:

3.97

PB Ratio

WASH:

1.02

JPM:

2.02

Total Revenue (TTM)

WASH:

$109.27M

JPM:

$204.37B

Gross Profit (TTM)

WASH:

$109.27M

JPM:

$180.79B

EBITDA (TTM)

WASH:

$29.08M

JPM:

$100.17B

Returns By Period

In the year-to-date period, WASH achieves a -7.25% return, which is significantly lower than JPM's 3.22% return. Over the past 10 years, WASH has underperformed JPM with an annualized return of 1.83%, while JPM has yielded a comparatively higher 17.89% annualized return.


WASH

YTD

-7.25%

1M

-10.08%

6M

-16.52%

1Y

14.13%

5Y*

2.88%

10Y*

1.83%

JPM

YTD

3.22%

1M

-1.98%

6M

9.97%

1Y

29.64%

5Y*

25.48%

10Y*

17.89%

*Annualized

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Risk-Adjusted Performance

WASH vs. JPM — Risk-Adjusted Performance Rank

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

WASH
The Risk-Adjusted Performance Rank of WASH is 6666
Overall Rank
The Sharpe Ratio Rank of WASH is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of WASH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of WASH is 6262
Omega Ratio Rank
The Calmar Ratio Rank of WASH is 6868
Calmar Ratio Rank
The Martin Ratio Rank of WASH is 6767
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
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.

WASH vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) 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 WASH, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
WASH: 0.45
JPM: 1.13
The chart of Sortino ratio for WASH, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
WASH: 0.94
JPM: 1.66
The chart of Omega ratio for WASH, currently valued at 1.12, compared to the broader market0.501.001.502.00
WASH: 1.12
JPM: 1.24
The chart of Calmar ratio for WASH, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.00
WASH: 0.33
JPM: 1.32
The chart of Martin ratio for WASH, currently valued at 1.25, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WASH: 1.25
JPM: 4.65

The current WASH Sharpe Ratio is 0.45, which is lower than the JPM Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of WASH 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
0.45
1.13
WASH
JPM

Dividends

WASH vs. JPM - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 7.99%, more than JPM's 2.06% yield.


TTM20242023202220212020201920182017201620152014
WASH
Washington Trust Bancorp, Inc.
7.99%5.36%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%3.04%
JPM
JPMorgan Chase & Co.
2.06%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

WASH vs. JPM - Drawdown Comparison

The maximum WASH drawdown since its inception was -60.33%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for WASH and JPM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.62%
-12.07%
WASH
JPM

Volatility

WASH vs. JPM - Volatility Comparison

The current volatility for Washington Trust Bancorp, Inc. (WASH) is 13.34%, while JPMorgan Chase & Co. (JPM) has a volatility of 15.62%. This indicates that WASH experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.34%
15.62%
WASH
JPM

Financials

WASH vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Washington Trust Bancorp, 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