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JPMorgan Chase & Co CDR (JPM.NEO) Sharpe Ratio: 0.71

Equity · Main listing JPM · Currency in CAD · Last updated Jul 21, 2026

JPMorgan Chase & Co. operates as a global financial services company offering a wide range of products and services including deposit, investment, lending, mortgage, credit card, auto loan, and travel services to consumers and small businesses. It also provides investment banking, asset and wealth management, risk management, securities services, and financial solutions to corporations, governments, nonprofit clients, and high net worth individuals.

JPM.NEO's Sharpe Ratio of 0.71 indicates that for each unit of volatility, it generates 0.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JPM.NEO Sharpe Ratio Rank

JPM.NEO Sharpe Ratio Rank: 69.469
Above Average

JPM.NEO ranks above 69.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

JPM.NEO Sharpe Ratio Market Positioning

The chart shows JPM.NEO's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.46 or lower
  • Yellow zone (middle 50%): -0.46 to 0.95
  • Green zone (top 25%): 0.95 or higher
  • Top 1%: 4.27+
  • Median: 0.10 — half of all investments score higher

How it compares to other similar stocks

The table compares JPMorgan Chase & Co CDR's Sharpe Ratio with other stocks in the Banks - Diversified industry across multiple time periods, showing how JPM.NEO's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 21, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RY.TORoyal Bank of Canada4.72
TD.TOThe Toronto-Dominion Bank4.62
BNS.TOThe Bank of Nova Scotia4.34
CM.TOCanadian Imperial Bank of Commerce3.87
NA.TONational Bank of Canada3.73
BMO.TOBank of Montreal3.64
RY-PS.TORoyal Bank of Canada1.30
NA-PC.TONational Bank of Canada0.93
JPM.NEOJPMorgan Chase & Co CDR0.71

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JPM.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JPM.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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