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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.


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.

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Key characteristics

Sharpe Ratio

WASH:

0.34

JPM:

1.09

Sortino Ratio

WASH:

0.92

JPM:

1.77

Omega Ratio

WASH:

1.11

JPM:

1.26

Calmar Ratio

WASH:

0.32

JPM:

1.43

Martin Ratio

WASH:

1.13

JPM:

4.82

Ulcer Index

WASH:

14.91%

JPM:

7.27%

Daily Std Dev

WASH:

38.44%

JPM:

28.66%

Max Drawdown

WASH:

-60.33%

JPM:

-74.02%

Current Drawdown

WASH:

-41.92%

JPM:

-9.04%

Fundamentals

Market Cap

WASH:

$547.06M

JPM:

$703.33B

EPS

WASH:

-$1.64

JPM:

$20.38

PEG Ratio

WASH:

4.01

JPM:

6.91

PS Ratio

WASH:

5.07

JPM:

4.18

PB Ratio

WASH:

1.06

JPM:

2.13

Total Revenue (TTM)

WASH:

$211.28M

JPM:

$228.61B

Gross Profit (TTM)

WASH:

$109.27M

JPM:

$186.05B

EBITDA (TTM)

WASH:

-$34.34M

JPM:

$104.01B

Returns By Period

In the year-to-date period, WASH achieves a -6.12% return, which is significantly lower than JPM's 6.78% return. Over the past 10 years, WASH has underperformed JPM with an annualized return of 2.08%, while JPM has yielded a comparatively higher 17.71% annualized return.


WASH

YTD

-6.12%

1M

8.32%

6M

-23.62%

1Y

14.05%

5Y*

4.07%

10Y*

2.08%

JPM

YTD

6.78%

1M

11.43%

6M

8.01%

1Y

30.28%

5Y*

26.54%

10Y*

17.71%

*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 6565
Overall Rank
The Sharpe Ratio Rank of WASH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of WASH is 6464
Sortino Ratio Rank
The Omega Ratio Rank of WASH is 6161
Omega Ratio Rank
The Calmar Ratio Rank of WASH is 6666
Calmar Ratio Rank
The Martin Ratio Rank of WASH is 6565
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
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 current WASH Sharpe Ratio is 0.34, which is lower than the JPM Sharpe Ratio of 1.09. 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.


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Dividends

WASH vs. JPM - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 7.89%, more than JPM's 2.00% yield.


TTM20242023202220212020201920182017201620152014
WASH
Washington Trust Bancorp, Inc.
7.89%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.
2.00%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.


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Volatility

WASH vs. JPM - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 8.90% compared to JPMorgan Chase & Co. (JPM) at 7.57%. This indicates that WASH'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.


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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


0.0020.00B40.00B60.00B20212022202320242025
102.01M
68.89B
(WASH) Total Revenue
(JPM) Total Revenue
Values in USD except per share items