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

Correlation

The correlation between ABBNY and JPM is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
3.73%
33.74%
ABBNY
JPM

Key characteristics

Sharpe Ratio

ABBNY:

1.42

JPM:

2.56

Sortino Ratio

ABBNY:

1.90

JPM:

3.33

Omega Ratio

ABBNY:

1.26

JPM:

1.50

Calmar Ratio

ABBNY:

2.58

JPM:

6.01

Martin Ratio

ABBNY:

6.53

JPM:

17.18

Ulcer Index

ABBNY:

4.59%

JPM:

3.54%

Daily Std Dev

ABBNY:

21.22%

JPM:

23.84%

Max Drawdown

ABBNY:

-93.98%

JPM:

-74.02%

Current Drawdown

ABBNY:

-6.90%

JPM:

-0.69%

Fundamentals

Market Cap

ABBNY:

$101.97B

JPM:

$769.31B

EPS

ABBNY:

$2.09

JPM:

$19.74

PE Ratio

ABBNY:

26.53

JPM:

13.93

PEG Ratio

ABBNY:

2.30

JPM:

7.48

Total Revenue (TTM)

ABBNY:

$24.41B

JPM:

$177.39B

Gross Profit (TTM)

ABBNY:

$9.32B

JPM:

$177.39B

EBITDA (TTM)

ABBNY:

$4.59B

JPM:

$118.91B

Returns By Period

In the year-to-date period, ABBNY achieves a 3.05% return, which is significantly lower than JPM's 15.31% return. Over the past 10 years, ABBNY has underperformed JPM with an annualized return of 14.50%, while JPM has yielded a comparatively higher 19.82% annualized return.


ABBNY

YTD

3.05%

1M

3.09%

6M

3.73%

1Y

28.91%

5Y*

22.84%

10Y*

14.50%

JPM

YTD

15.31%

1M

14.64%

6M

33.74%

1Y

60.01%

5Y*

18.22%

10Y*

19.82%

*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 8383
Overall Rank
The Sharpe Ratio Rank of ABBNY is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 8484
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9696
Overall Rank
The Sharpe Ratio Rank of JPM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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.


Sharpe ratio
The chart of Sharpe ratio for ABBNY, currently valued at 1.42, compared to the broader market-2.000.002.004.001.422.56
The chart of Sortino ratio for ABBNY, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.001.903.33
The chart of Omega ratio for ABBNY, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.50
The chart of Calmar ratio for ABBNY, currently valued at 2.58, compared to the broader market0.002.004.006.002.586.01
The chart of Martin ratio for ABBNY, currently valued at 6.53, compared to the broader market0.0010.0020.0030.006.5317.18
ABBNY
JPM

The current ABBNY Sharpe Ratio is 1.42, which is lower than the JPM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of ABBNY and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.42
2.56
ABBNY
JPM

Dividends

ABBNY vs. JPM - Dividend Comparison

ABBNY's dividend yield for the trailing twelve months is around 1.80%, more than JPM's 1.75% yield.


TTM20242023202220212020201920182017201620152014
ABBNY
ABB Ltd
1.80%1.86%2.07%2.79%2.41%2.91%3.48%4.57%2.96%3.65%4.55%3.73%
JPM
JPMorgan Chase & Co.
1.75%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 -93.98%, which is greater than JPM's maximum 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.90%
-0.69%
ABBNY
JPM

Volatility

ABBNY vs. JPM - Volatility Comparison

ABB Ltd (ABBNY) has a higher volatility of 8.18% compared to JPMorgan Chase & Co. (JPM) at 4.67%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.18%
4.67%
ABBNY
JPM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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