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

Correlation

The correlation between AWI and JPM is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AWI vs. JPM - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
554.74%
677.90%
AWI
JPM

Key characteristics

Sharpe Ratio

AWI:

0.55

JPM:

0.68

Sortino Ratio

AWI:

0.94

JPM:

1.08

Omega Ratio

AWI:

1.12

JPM:

1.16

Calmar Ratio

AWI:

0.80

JPM:

0.92

Martin Ratio

AWI:

1.95

JPM:

3.08

Ulcer Index

AWI:

6.75%

JPM:

5.82%

Daily Std Dev

AWI:

23.83%

JPM:

26.47%

Max Drawdown

AWI:

-80.98%

JPM:

-74.02%

Current Drawdown

AWI:

-16.48%

JPM:

-18.31%

Fundamentals

Market Cap

AWI:

$5.87B

JPM:

$639.44B

EPS

AWI:

$6.02

JPM:

$19.74

PE Ratio

AWI:

22.43

JPM:

11.59

PEG Ratio

AWI:

1.66

JPM:

6.68

Total Revenue (TTM)

AWI:

$1.12B

JPM:

$135.48B

Gross Profit (TTM)

AWI:

$457.30M

JPM:

$135.48B

EBITDA (TTM)

AWI:

$352.70M

JPM:

$81.76B

Returns By Period

The year-to-date returns for both investments are quite close, with AWI having a -4.26% return and JPM slightly higher at -4.10%. Over the past 10 years, AWI has underperformed JPM with an annualized return of 9.83%, while JPM has yielded a comparatively higher 17.36% annualized return.


AWI

YTD

-4.26%

1M

-9.31%

6M

1.27%

1Y

11.16%

5Y*

16.02%

10Y*

9.83%

JPM

YTD

-4.10%

1M

-8.62%

6M

12.69%

1Y

17.96%

5Y*

25.52%

10Y*

17.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AWI vs. JPM — Risk-Adjusted Performance Rank

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

AWI
The Risk-Adjusted Performance Rank of AWI is 7171
Overall Rank
The Sharpe Ratio Rank of AWI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AWI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AWI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of AWI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AWI is 7373
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 7575
Overall Rank
The Sharpe Ratio Rank of JPM is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 7070
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 7979
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.

AWI vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Armstrong World Industries, Inc. (AWI) 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 AWI, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.00
AWI: 0.47
JPM: 0.68
The chart of Sortino ratio for AWI, currently valued at 0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
AWI: 0.83
JPM: 1.08
The chart of Omega ratio for AWI, currently valued at 1.10, compared to the broader market0.501.001.502.00
AWI: 1.10
JPM: 1.16
The chart of Calmar ratio for AWI, currently valued at 0.68, compared to the broader market0.001.002.003.004.005.00
AWI: 0.68
JPM: 0.92
The chart of Martin ratio for AWI, currently valued at 1.67, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AWI: 1.67
JPM: 3.08

The current AWI Sharpe Ratio is 0.55, which is comparable to the JPM Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of AWI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.47
0.68
AWI
JPM

Dividends

AWI vs. JPM - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.87%, less than JPM's 2.71% yield.


TTM20242023202220212020201920182017201620152014
AWI
Armstrong World Industries, Inc.
0.87%0.81%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.71%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

AWI vs. JPM - Drawdown Comparison

The maximum AWI drawdown since its inception was -80.98%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AWI and JPM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.48%
-18.31%
AWI
JPM

Volatility

AWI vs. JPM - Volatility Comparison

Armstrong World Industries, Inc. (AWI) and JPMorgan Chase & Co. (JPM) have volatilities of 10.10% and 10.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.10%
10.53%
AWI
JPM

Financials

AWI vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Armstrong World Industries, Inc. 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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