PortfoliosLab logoPortfoliosLab logo
AXP vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXP vs. JPM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AXP achieves a -8.14% return, which is significantly lower than JPM's 1.91% return. Over the past 10 years, AXP has underperformed JPM with an annualized return of 20.09%, while JPM has yielded a comparatively higher 21.14% annualized return.


AXP

1D
-0.75%
1M
9.28%
YTD
-8.14%
6M
-9.51%
1Y
15.22%
3Y*
26.70%
5Y*
17.82%
10Y*
20.09%

JPM

1D
-2.47%
1M
9.98%
YTD
1.91%
6M
4.91%
1Y
21.02%
3Y*
34.46%
5Y*
20.06%
10Y*
21.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXP vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-8.14%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
JPM
JPMorgan Chase & Co.
1.91%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between AXP and JPM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1983

0.55

The correlation between AXP and JPM shifts across timeframes, from 0.55 (all time) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXP:

$231.87B

JPM:

$908.57B

EPS

AXP:

$16.23

JPM:

$21.08

PE Ratio

AXP:

20.83

JPM:

15.43

PEG Ratio

AXP:

1.77

JPM:

1.70

PS Ratio

AXP:

2.84

JPM:

3.19

PB Ratio

AXP:

6.82

JPM:

2.64

Total Revenue (TTM)

AXP:

$82.41B

JPM:

$285.09B

Gross Profit (TTM)

AXP:

$68.81B

JPM:

$173.52B

EBITDA (TTM)

AXP:

$18.41B

JPM:

$81.46B

Compare stocks, funds, or ETFs

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


Return for Risk

AXP vs. JPM — Risk / Return Rank

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

AXP
AXP Risk / Return Rank: 5656
Overall Rank
AXP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 5454
Sortino Ratio Rank
AXP Omega Ratio Rank: 5454
Omega Ratio Rank
AXP Calmar Ratio Rank: 5656
Calmar Ratio Rank
AXP Martin Ratio Rank: 5656
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6767
Overall Rank
JPM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6464
Sortino Ratio Rank
JPM Omega Ratio Rank: 6363
Omega Ratio Rank
JPM Calmar Ratio Rank: 6868
Calmar Ratio Rank
JPM Martin Ratio Rank: 6969
Martin Ratio Rank
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.

AXP vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXPJPMDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.64

1.36

-0.72

Martin ratioReturn relative to average drawdown

1.36

3.22

-1.86

AXP vs. JPM - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.58, which is lower than the JPM Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of AXP 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.


Loading charts...

Drawdowns

AXP vs. JPM - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for AXP and JPM.


Loading charts...

Drawdown Indicators


AXPJPMDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

-76.16%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

-15.47%

-8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-28.76%

-24.42%

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-38.77%

+7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

-43.63%

-6.01%

Current Drawdown

Current decline from peak

-11.71%

-2.47%

-9.24%

Average Drawdown

Average peak-to-trough decline

-22.05%

-17.61%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.25%

6.55%

+4.70%

Volatility

AXP vs. JPM - Volatility Comparison

American Express Company (AXP) and JPMorgan Chase & Co. (JPM) have volatilities of 7.44% and 7.38%, 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.


Loading charts...

Volatility by Period


AXPJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.38%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.16%

17.03%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

22.09%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.51%

24.46%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.82%

27.42%

+4.40%

Dividends

AXP vs. JPM - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.01%, less than JPM's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.01%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
JPM
JPMorgan Chase & Co.
1.81%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Financials

AXP vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between American Express Company 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
20.88B
73.66B
(AXP) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

AXP vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between American Express Company 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

60.0%70.0%80.0%90.0%100.0%20222023202420252026
84.6%
64.3%
Portfolio components
AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.

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%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.

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%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.

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


AXP and JPM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXP has higher volatility (7.44%) compared to JPM (7.38%). In terms of maximum drawdown, AXP dropped -83.91% vs JPM's -76.16%.

JPM currently has the higher Sharpe Ratio (0.96 vs 0.58), 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.

Portfolio Optimizer

Find the right allocation for AXP and JPM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer