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

Correlation

The correlation between AWI and JPM is 0.43, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
23.05%
22.58%
AWI
JPM

Key characteristics

Sharpe Ratio

AWI:

2.12

JPM:

2.32

Sortino Ratio

AWI:

3.22

JPM:

3.08

Omega Ratio

AWI:

1.40

JPM:

1.46

Calmar Ratio

AWI:

3.31

JPM:

5.41

Martin Ratio

AWI:

8.91

JPM:

15.46

Ulcer Index

AWI:

5.79%

JPM:

3.55%

Daily Std Dev

AWI:

24.28%

JPM:

23.66%

Max Drawdown

AWI:

-80.98%

JPM:

-74.02%

Current Drawdown

AWI:

-8.59%

JPM:

0.00%

Fundamentals

Market Cap

AWI:

$6.45B

JPM:

$705.97B

EPS

AWI:

$5.76

JPM:

$19.76

PE Ratio

AWI:

25.69

JPM:

12.77

PEG Ratio

AWI:

1.66

JPM:

4.87

Total Revenue (TTM)

AWI:

$1.08B

JPM:

$131.51B

Gross Profit (TTM)

AWI:

$437.70M

JPM:

$130.92B

EBITDA (TTM)

AWI:

$325.40M

JPM:

$99.40B

Returns By Period

In the year-to-date period, AWI achieves a 4.79% return, which is significantly lower than JPM's 6.62% return. Over the past 10 years, AWI has underperformed JPM with an annualized return of 12.16%, while JPM has yielded a comparatively higher 19.64% annualized return.


AWI

YTD

4.79%

1M

-1.67%

6M

22.54%

1Y

52.68%

5Y*

8.94%

10Y*

12.16%

JPM

YTD

6.62%

1M

7.23%

6M

22.46%

1Y

55.65%

5Y*

16.31%

10Y*

19.64%

*Annualized

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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 9393
Overall Rank
The Sharpe Ratio Rank of AWI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AWI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AWI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AWI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of AWI is 9090
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9595
Overall Rank
The Sharpe Ratio Rank of JPM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
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.

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 2.12, compared to the broader market-2.000.002.004.002.122.32
The chart of Sortino ratio for AWI, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.223.08
The chart of Omega ratio for AWI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.46
The chart of Calmar ratio for AWI, currently valued at 3.31, compared to the broader market0.002.004.006.003.315.41
The chart of Martin ratio for AWI, currently valued at 8.91, compared to the broader market-10.000.0010.0020.0030.008.9115.46
AWI
JPM

The current AWI Sharpe Ratio is 2.12, which is comparable to the JPM Sharpe Ratio of 2.32. 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.12
2.32
AWI
JPM

Dividends

AWI vs. JPM - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.78%, less than JPM's 1.89% yield.


TTM20242023202220212020201920182017201620152014
AWI
Armstrong World Industries, Inc.
0.78%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.
1.89%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.59%
0
AWI
JPM

Volatility

AWI vs. JPM - Volatility Comparison

Armstrong World Industries, Inc. (AWI) has a higher volatility of 6.89% compared to JPMorgan Chase & Co. (JPM) at 5.93%. This indicates that AWI'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%AugustSeptemberOctoberNovemberDecember2025
6.89%
5.93%
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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