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ABBNY vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABBNY and JPM is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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.

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Key characteristics

Daily Std Dev

ABBNY:

15.92%

JPM:

28.66%

Max Drawdown

ABBNY:

-1.83%

JPM:

-74.02%

Current Drawdown

ABBNY:

-1.36%

JPM:

-9.04%

Fundamentals

Market Cap

ABBNY:

$99.31B

JPM:

$703.33B

EPS

ABBNY:

$2.24

JPM:

$20.37

PE Ratio

ABBNY:

24.24

JPM:

12.42

PEG Ratio

ABBNY:

2.22

JPM:

6.90

PS Ratio

ABBNY:

3.02

JPM:

4.17

PB Ratio

ABBNY:

7.35

JPM:

2.12

Total Revenue (TTM)

ABBNY:

$32.92B

JPM:

$228.61B

Gross Profit (TTM)

ABBNY:

$12.65B

JPM:

$186.05B

EBITDA (TTM)

ABBNY:

$6.43B

JPM:

$104.01B

Returns By Period


ABBNY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPM

YTD

6.78%

1M

7.15%

6M

8.01%

1Y

30.28%

5Y*

27.41%

10Y*

17.62%

*Annualized

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Risk-Adjusted Performance

ABBNY vs. JPM — Risk-Adjusted Performance Rank

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

ABBNY
The Risk-Adjusted Performance Rank of ABBNY is 6464
Overall Rank
The Sharpe Ratio Rank of ABBNY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 6969
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABBNY vs. JPM - Risk-Adjusted Performance 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.



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Dividends

ABBNY vs. JPM - Dividend Comparison

ABBNY's dividend yield for the trailing twelve months is around 1.82%, less than JPM's 2.00% yield.


TTM20242023202220212020201920182017201620152014
ABBNY
ABB Ltd
1.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

ABBNY vs. JPM - Drawdown Comparison

The maximum ABBNY drawdown since its inception was -1.83%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ABBNY and JPM. For additional features, visit the drawdowns tool.


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Volatility

ABBNY vs. JPM - Volatility Comparison


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Financials

ABBNY vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between ABB Ltd and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
7.94B
68.89B
(ABBNY) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
41.7%
65.8%
(ABBNY) Gross Margin
(JPM) Gross Margin
ABBNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ABB Ltd reported a gross profit of 3.31B and revenue of 7.94B. Therefore, the gross margin over that period was 41.7%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

ABBNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ABB Ltd reported an operating income of 1.57B and revenue of 7.94B, resulting in an operating margin of 19.8%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

ABBNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ABB Ltd reported a net income of 1.10B and revenue of 7.94B, resulting in a net margin of 13.9%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.