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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.

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Returns By Period

In the year-to-date period, AXP achieves a -9.66% return, which is significantly lower than JPM's 8.50% return. Over the past 10 years, AXP has underperformed JPM with an annualized return of 19.42%, while JPM has yielded a comparatively higher 21.50% annualized return.


AXP

1D
-1.52%
1M
-2.49%
6M
-6.59%
YTD
-9.66%
1Y
8.59%
3Y*
27.55%
5Y*
15.62%
10Y*
19.42%
ALL TIME*
10.06%

JPM

1D
-3.53%
1M
5.12%
6M
15.71%
YTD
8.50%
1Y
18.27%
3Y*
32.89%
5Y*
20.81%
10Y*
21.50%
ALL TIME*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.14B$1.11B$1.04B
$2.94B$3.32B$3.03B

AXP vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-9.66%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
JPM
JPMorgan Chase & Co.
8.50%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 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

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 0.54 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXP:

$226.19B

JPM:

$923.65B

EPS

AXP:

$12.15

JPM:

$23.29

PE Ratio

AXP:

27.28

JPM:

14.80

PEG Ratio

AXP:

2.32

JPM:

1.63

PS Ratio

AXP:

2.94

JPM:

3.24

PB Ratio

AXP:

0.73

JPM:

2.72

Total Revenue (TTM)

AXP:

$77.47B

JPM:

$297.63B

Gross Profit (TTM)

AXP:

$64.38B

JPM:

$186.33B

EBITDA (TTM)

AXP:

$25.27B

JPM:

$90.84B

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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: 5454
Overall Rank
AXP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 5050
Sortino Ratio Rank
AXP Omega Ratio Rank: 5050
Omega Ratio Rank
AXP Calmar Ratio Rank: 5555
Calmar Ratio Rank
AXP Martin Ratio Rank: 5555
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPM Omega Ratio Rank: 6464
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7171
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

-0.50

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.36

1.19

-0.82

Martin ratioReturn relative to average drawdown

0.75

2.80

-2.05

AXP vs. JPM - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.32, which is lower than the JPM Sharpe Ratio of 0.82. 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.


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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.


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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

-13.17%

-3.53%

-9.64%

Average Drawdown

Average peak-to-trough decline

-22.02%

-17.57%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.45%

6.53%

+4.92%

Volatility

AXP vs. JPM - Volatility Comparison

American Express Company (AXP) has a higher volatility of 9.30% compared to JPMorgan Chase & Co. (JPM) at 6.73%. This indicates that AXP'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.


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Volatility by Period


AXPJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

6.73%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

20.56%

16.71%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

26.88%

22.46%

+4.42%

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

31.83%

27.33%

+4.50%

Dividends

AXP vs. JPM - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.07%, less than JPM's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.07%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.
1.74%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


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

AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, American Express Company reported a gross profit of 12.02B and revenue of 14.99B. Therefore, the gross margin over that period was 80.2%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, American Express Company reported an operating income of 10.37B and revenue of 14.99B, resulting in an operating margin of 69.2%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, American Express Company reported a net income of 4.53M and revenue of 14.99B, resulting in a net margin of 0.0%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.


Frequently Asked Questions


AXP and JPM have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXP has higher volatility (9.30%) compared to JPM (6.73%). In terms of maximum drawdown, AXP dropped -83.91% vs JPM's -76.16%.

JPM currently has the higher Sharpe Ratio (0.82 vs 0.32), 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.

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