ABBNY vs. JPM

Last updated Jun 4, 2026

ABBNY (ABB Ltd) and JPM (JPMorgan Chase & Co.) are both stocks. ABBNY operates in Electrical Equipment & Parts (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, ABBNY returned 21.74%/yr vs 19.77%/yr for JPM. At a 0.45 correlation, their price movements are largely independent.

Performance

ABBNY vs. JPM - Performance Comparison

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

Returns By Period

In the year-to-date period, ABBNY achieves a 47.87% return, which is significantly higher than JPM's -5.73% return. Over the past 10 years, ABBNY has outperformed JPM with an annualized return of 21.74%, while JPM has yielded a comparatively lower 19.77% annualized return.

ABBNY

• 1D: -1.06%
• 1M: 8.17%
• YTD: 47.87%
• 6M: 53.07%
• 1Y: 92.34%
• 3Y*: 45.11%
• 5Y*: 27.92%
• 10Y*: 21.74%

JPM

• 1D: -0.04%
• 1M: -2.21%
• YTD: -5.73%
• 6M: -2.68%
• 1Y: 15.18%
• 3Y*: 31.87%
• 5Y*: 15.45%
• 10Y*: 19.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABBNY vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABBNY ABB Ltd	47.87%	40.49%	23.75%	49.62%	-18.13%	40.40%	21.21%	31.87%	-26.52%	31.68%
JPM JPMorgan Chase & Co.	-5.73%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Correlation

The correlation between ABBNY and JPM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Apr 9, 2001	0.45

The correlation between ABBNY and JPM shifts across timeframes, from 0.34 (3 years) to 0.45 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ABBNY : $196.29B JPM : $840.48B
EPS ABBNY : $2.71 JPM : $21.08
PE Ratio ABBNY : 39.73 JPM : 14.27
PEG Ratio ABBNY : 4.00 JPM : 1.58
PS Ratio ABBNY : 5.51 JPM : 2.95
PB Ratio ABBNY : 13.29 JPM : 2.44
Total Revenue (TTM) ABBNY : $35.74B JPM : $285.09B
Gross Profit (TTM) ABBNY : $14.33B JPM : $173.52B
EBITDA (TTM) ABBNY : $7.34B JPM : $81.46B

Return for Risk

ABBNY vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABBNY

ABBNY Risk / Return Rank: 95
ABBNY Sharpe Ratio Rank: 95
ABBNY Sortino Ratio Rank: 96
ABBNY Omega Ratio Rank: 94
ABBNY Calmar Ratio Rank: 93
ABBNY Martin Ratio Rank: 96

JPM

JPM Risk / Return Rank: 59
JPM Sharpe Ratio Rank: 63
JPM Sortino Ratio Rank: 55
JPM Omega Ratio Rank: 54
JPM Calmar Ratio Rank: 61
JPM Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABBNY vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.

	ABBNY	JPM	Difference
Sharpe ratio Return per unit of total volatility	3.19	0.71	+2.47
Sortino ratio Return per unit of downside risk	4.42	1.06	+3.35
Omega ratio Gain probability vs. loss probability	1.55	1.14	+0.41
Calmar ratio Return relative to maximum drawdown	5.91	0.99	+4.92
Martin ratio Return relative to average drawdown	23.45	2.36	+21.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABBNY vs. JPM - Sharpe Ratio Comparison

The current ABBNY Sharpe Ratio is 3.19, which is higher than the JPM Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ABBNY and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABBNY	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.19	0.71	+2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.64	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.72	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.34	-0.05

Drawdowns

ABBNY vs. JPM - Drawdown Comparison

The maximum ABBNY drawdown since its inception was -93.98%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ABBNY and JPM.

Drawdown Indicators

	ABBNY	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-93.98%	-76.16%	-17.82%
Max Drawdown (1Y) Largest decline over 1 year	-15.71%	-15.47%	-0.24%
Max Drawdown (3Y) Largest decline over 3 years	-20.26%	-24.42%	+4.16%
Max Drawdown (5Y) Largest decline over 5 years	-36.07%	-38.77%	+2.70%
Max Drawdown (10Y) Largest decline over 10 years	-43.98%	-43.63%	-0.35%
Current Drawdown Current decline from peak	-1.06%	-9.63%	+8.57%
Average Drawdown Average peak-to-trough decline	-25.55%	-17.62%	-7.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	6.46%	-2.51%

Volatility

ABBNY vs. JPM - Volatility Comparison

ABB Ltd (ABBNY) has a higher volatility of 9.84% compared to JPMorgan Chase & Co. (JPM) at 6.39%. This indicates that ABBNY'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.

Volatility by Period

	ABBNY	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.84%	6.39%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	23.81%	17.16%	+6.65%
Volatility (1Y) Calculated over the trailing 1-year period	29.13%	21.41%	+7.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.94%	24.41%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	27.37%	-2.01%

Dividends

ABBNY vs. JPM - Dividend Comparison

ABBNY's dividend yield for the trailing twelve months is around 1.13%, less than JPM's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABBNY ABB Ltd	1.13%	1.39%	1.79%	2.07%	2.88%	2.29%	2.77%	3.31%	4.35%	2.84%	3.47%	4.21%
JPM JPMorgan Chase & Co.	1.96%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%

Financials

ABBNY vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between ABB Ltd and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ABBNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.

ABBNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.

ABBNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.

Frequently Asked Questions

Can I hold both ABBNY and JPM in my portfolio?

ABBNY and JPM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABBNY or JPM?

ABBNY has higher volatility (9.84%) compared to JPM (6.39%). In terms of maximum drawdown, ABBNY dropped -93.98% vs JPM's -76.16%.

Which has better risk-adjusted returns?

ABBNY currently has the higher Sharpe Ratio (3.19 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.