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Asset Comparison and Correlation

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Investment horizon: 
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 Citigroup Inc.  vs   JPMorgan Chase & Co.
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Daily Returns (%)
JPM   C   
 
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Timeline
Taking into account 30 trading days horizon, Citigroup Inc is expected to generate 1.14 times more return on investment than JPMorgan. However, Citigroup is 1.14 times more volatile than JPMorgan Chase Co. It trades about 0.46 of its potential returns per unit of risk. JPMorgan Chase Co is currently generating about 0.46 per unit of risk. If you would invest  4,503  in Citigroup Inc on April 18, 2013 and sell it today you would earn a total of  642  from holding Citigroup Inc or generate 14.26% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Citigroup Inc. and JPMorgan Chase & Co. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.73
Parameters
Time Period1 Month [change]
DirectionPositive JPM Moved Up vs C
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
JPM   C   

Citigroup Inc

Alpha
 
Profile
    
Citigroup
Performance
24
Out Of
100
Over 30
Days
?
76% of all equities and portfolios perform better than Citigroup Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Citigroup Inc are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
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Match ups for Citigroup

Industrial and Commercial Bank of China Limited vs. Citigroup Inc
Wells Fargo Company vs. Citigroup Inc
JPMorgan Chase Co vs. Citigroup Inc
Bank of America Corporation vs. Citigroup Inc
Banco Bradesco SA vs. Citigroup Inc
Mitsubishi UFJ Financial Group Inc vs. Citigroup Inc
Australia New Zealand Banking Group Limited vs. Citigroup Inc
The TorontoDominion Bank vs. Citigroup Inc
The Bank Of Nova Scotia vs. Citigroup Inc
  

JPMorgan Chase Co

Alpha
 
Profile
    
JPMorgan
Performance
24
Out Of
100
Over 30
Days
?
76% of all equities and portfolios perform better than JPMorgan Chase Co. Compared with the overall equity markets, risk-adjusted returns on investments in JPMorgan Chase Co are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
Check Performance
Backtest
Predict Price
    

Match ups for JPMorgan

Industrial and Commercial Bank of China Limited vs. JPMorgan Chase Co
Wells Fargo Company vs. JPMorgan Chase Co
Citigroup Inc vs. JPMorgan Chase Co
Bank of America Corporation vs. JPMorgan Chase Co
Banco Bradesco SA vs. JPMorgan Chase Co
Mitsubishi UFJ Financial Group Inc vs. JPMorgan Chase Co
Australia New Zealand Banking Group Limited vs. JPMorgan Chase Co
The TorontoDominion Bank vs. JPMorgan Chase Co
The Bank Of Nova Scotia vs. JPMorgan Chase Co


 
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