COMP <GO>
ARCC vs JPM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Ares Capital Corporation (NASDAQ) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: ARCC 7
— JPM 7
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JPM
LAST: $19.11 (-0.05%) • MKT CAP: $13.81B
options-implied-move
6.70%
LAST: $337.04 (-1.90%) • MKT CAP: $895.92B
options-implied-move
4.84%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (ARCC VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | ARCC | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 6.00% | 17.37% | -11.37 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 11.7x | 9.7x | +2.03 | JPM | /valuation <GO> |
| Free Cash Flow Yield | -13.69% | -18.14% | +4.45 | ARCC | /fcf-yield <GO> |
| Operating Margin | 41.00% | 42.07% | -1.07 | JPM | /operating-margins <GO> |
| Net Profit Margin | 33.60% | 32.63% | +0.97 | ARCC | /net-margins <GO> |
| Revenue Growth (YoY) | -2.20% | 13.53% | -15.73 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 9.15% | 1.96% | +7.19 | ARCC | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.06 | 0.37 | +0.69 | ARCC | /balance-sheet <GO> |
| Piotroski F-Score Quality | 4/9 | 2/9 | +2.00 | ARCC | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.70% | 4.84% | +1.86 | JPM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 55.9 | 49.0 | +6.88 | ARCC | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.93 | 1.00 | -0.07 | JPM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 9.9x | 13.6x | -3.67 | ARCC | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $13.81B | $895.92B | -$882.11B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | ARCC REV | JPM REV | ARCC GROSS % | JPM GROSS % | ARCC FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $0 | $182.45B | — | — | -$1.72B | -$147.78B |
| FY 2024 | $0 | $177.56B | — | — | -$2.13B | -$42.01B |
| FY 2023 | $0 | $158.10B | — | — | $511.0M | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
ARCC // BETA 0.93
JPM // BETA 1.00