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

Correlation

The correlation between WWD and JPM is 0.40, 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.


-0.50.00.51.00.4

Performance

WWD vs. JPM - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,615.76%
2,239.32%
WWD
JPM

Key characteristics

Sharpe Ratio

WWD:

0.87

JPM:

1.97

Sortino Ratio

WWD:

1.21

JPM:

2.70

Omega Ratio

WWD:

1.20

JPM:

1.40

Calmar Ratio

WWD:

1.36

JPM:

4.55

Martin Ratio

WWD:

3.30

JPM:

13.24

Ulcer Index

WWD:

7.82%

JPM:

3.48%

Daily Std Dev

WWD:

29.47%

JPM:

23.42%

Max Drawdown

WWD:

-83.18%

JPM:

-74.02%

Current Drawdown

WWD:

-9.93%

JPM:

-5.07%

Fundamentals

Market Cap

WWD:

$10.25B

JPM:

$671.06B

EPS

WWD:

$6.01

JPM:

$17.99

PE Ratio

WWD:

28.72

JPM:

13.25

PEG Ratio

WWD:

1.86

JPM:

4.74

Total Revenue (TTM)

WWD:

$3.32B

JPM:

$170.11B

Gross Profit (TTM)

WWD:

$876.48M

JPM:

$169.52B

EBITDA (TTM)

WWD:

$555.21M

JPM:

$118.87B

Returns By Period

In the year-to-date period, WWD achieves a 24.70% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, WWD has underperformed JPM with an annualized return of 13.65%, while JPM has yielded a comparatively higher 17.53% annualized return.


WWD

YTD

24.70%

1M

-2.23%

6M

-7.62%

1Y

25.64%

5Y*

7.86%

10Y*

13.65%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WWD vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woodward, Inc. (WWD) 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.


Sharpe ratio
The chart of Sharpe ratio for WWD, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.871.97
The chart of Sortino ratio for WWD, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.212.70
The chart of Omega ratio for WWD, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.40
The chart of Calmar ratio for WWD, currently valued at 1.36, compared to the broader market0.002.004.006.001.364.55
The chart of Martin ratio for WWD, currently valued at 3.30, compared to the broader market-5.000.005.0010.0015.0020.0025.003.3013.24
WWD
JPM

The current WWD Sharpe Ratio is 0.87, which is lower than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WWD 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.87
1.97
WWD
JPM

Dividends

WWD vs. JPM - Dividend Comparison

WWD's dividend yield for the trailing twelve months is around 0.59%, less than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
WWD
Woodward, Inc.
0.59%0.65%0.79%0.59%0.43%0.55%0.77%0.65%0.64%0.81%0.65%0.70%
JPM
JPMorgan Chase & Co.
1.94%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

WWD vs. JPM - Drawdown Comparison

The maximum WWD drawdown since its inception was -83.18%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for WWD and JPM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.93%
-5.07%
WWD
JPM

Volatility

WWD vs. JPM - Volatility Comparison

Woodward, Inc. (WWD) has a higher volatility of 8.79% compared to JPMorgan Chase & Co. (JPM) at 5.60%. This indicates that WWD'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.79%
5.60%
WWD
JPM

Financials

WWD vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Woodward, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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