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Asset Comparison and Correlation

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Investment horizon:

30 Days Login to change

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JPMorgan Chase & Co. vs Bank of Montreal

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Daily Returns (%)

BMO

JPM

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Timeline

If you would invest 4,817 in JPMorgan Chase Co on April 22, 2013 and sell it today you would earn a total of 485.00 from holding JPMorgan Chase Co or generate 10.07% return on investment over 30 days.

Diversification

Very weak diversification

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

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Correlation Coefficient

0.44

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Weak
Accuracy	100.0%
Values	Daily Returns

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Returns

BMO

JPM

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.

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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

Bank of Montreal

Alpha

Profile

Bank

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days Bank of Montreal has generated negative risk-adjusted returns adding no value to investors with long positions.

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Predict Price

Match ups for Bank

Industrial and Commercial Bank of China Limited vs. Bank of Montreal

Wells Fargo Company vs. Bank of Montreal

JPMorgan Chase Co vs. Bank of Montreal

Citigroup Inc vs. Bank of Montreal

Bank of America Corporation vs. Bank of Montreal

Banco Bradesco SA vs. Bank of Montreal

Mitsubishi UFJ Financial Group Inc vs. Bank of Montreal

Australia New Zealand Banking Group Limited vs. Bank of Montreal

The TorontoDominion Bank vs. Bank of Montreal

The Bank Of Nova Scotia vs. Bank of Montreal

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