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

AZEK vs. JPM

Last updated May 11, 2025

Compare and contrast key facts about The AZEK Company Inc. (AZEK) and JPMorgan Chase & Co. (JPM).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZEK or JPM.

Correlation

The correlation between AZEK and JPM is 0.57, 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.

Performance

AZEK vs. JPM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AZEK:

0.27

JPM:

1.09

Sortino Ratio

AZEK:

0.63

JPM:

1.77

Omega Ratio

AZEK:

1.08

JPM:

1.26

Calmar Ratio

AZEK:

0.32

JPM:

1.43

Martin Ratio

AZEK:

0.79

JPM:

4.82

Ulcer Index

AZEK:

11.28%

JPM:

7.27%

Daily Std Dev

AZEK:

40.90%

JPM:

28.66%

Max Drawdown

AZEK:

-70.04%

JPM:

-74.02%

Current Drawdown

AZEK:

-8.16%

JPM:

-9.04%

Fundamentals

Market Cap

AZEK:

$7.23B

JPM:

$703.33B

EPS

AZEK:

$1.03

JPM:

$20.38

PE Ratio

AZEK:

48.83

JPM:

12.42

PS Ratio

AZEK:

4.76

JPM:

4.18

PB Ratio

AZEK:

4.93

JPM:

2.13

Total Revenue (TTM)

AZEK:

$1.52B

JPM:

$228.61B

Gross Profit (TTM)

AZEK:

$565.31M

JPM:

$186.05B

EBITDA (TTM)

AZEK:

$216.92M

JPM:

$104.01B

Returns By Period

In the year-to-date period, AZEK achieves a 5.94% return, which is significantly lower than JPM's 6.78% return.

AZEK

YTD

5.94%

1M

8.71%

6M

6.91%

1Y

9.09%

5Y*

N/A

10Y*

N/A

JPM

YTD

6.78%

1M

11.43%

6M

8.01%

1Y

30.28%

5Y*

26.54%

10Y*

17.71%

*Annualized

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Risk-Adjusted Performance

AZEK vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AZEK
The Risk-Adjusted Performance Rank of AZEK is 6060
Overall Rank
The Sharpe Ratio Rank of AZEK is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AZEK is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AZEK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AZEK is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AZEK is 6262
Martin Ratio Rank
JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
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.

AZEK vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The AZEK Company Inc. (AZEK) 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.

The current AZEK Sharpe Ratio is 0.27, which is lower than the JPM Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of AZEK 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.

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Dividends

AZEK vs. JPM - Dividend Comparison

AZEK has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 2.00%.

TTM20242023202220212020201920182017201620152014
AZEK
The AZEK Company Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.		2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

AZEK vs. JPM - Drawdown Comparison

The maximum AZEK drawdown since its inception was -70.04%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AZEK and JPM. For additional features, visit the drawdowns tool.

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Volatility

AZEK vs. JPM - Volatility Comparison

The current volatility for The AZEK Company Inc. (AZEK) is 6.70%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.57%. This indicates that AZEK experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Financials

AZEK vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between The AZEK Company 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

0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
452.23M
68.89B
(AZEK) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

AZEK vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between The AZEK Company Inc. 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
20.0%40.0%60.0%80.0%100.0%20212022202320242025
37.1%
65.8%
(AZEK) Gross Margin
(JPM) Gross Margin
AZEK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The AZEK Company Inc. reported a gross profit of 167.69M and revenue of 452.23M. Therefore, the gross margin over that period was 37.1%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

AZEK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The AZEK Company Inc. reported an operating income of 79.43M and revenue of 452.23M, resulting in an operating margin of 17.6%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

AZEK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The AZEK Company Inc. reported a net income of 54.29M and revenue of 452.23M, resulting in a net margin of 12.0%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.