BAH vs. JPM
BAH (Booz Allen Hamilton Holding Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. BAH operates in Consulting Services (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, BAH returned 12.42%/yr vs 20.32%/yr for JPM. At a 0.28 correlation, their price movements are largely independent.
Performance
BAH vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, BAH achieves a -5.36% return, which is significantly lower than JPM's -2.52% return. Over the past 10 years, BAH has underperformed JPM with an annualized return of 12.42%, while JPM has yielded a comparatively higher 20.32% annualized return.
BAH
- 1D
- -0.31%
- 1M
- 2.84%
- YTD
- -5.36%
- 6M
- -12.60%
- 1Y
- -21.36%
- 3Y*
- -6.83%
- 5Y*
- -0.11%
- 10Y*
- 12.42%
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
BAH vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | -5.36% | -33.02% | 2.00% | 24.47% | 25.71% | -1.04% | 24.46% | 60.16% | 20.21% | 7.77% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between BAH and JPM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2010 | 0.28 |
The correlation between BAH and JPM shifts across timeframes, from 0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BAH:
$9.57B
JPM:
$869.15B
BAH:
$6.91
JPM:
$21.08
BAH:
11.47
JPM:
14.76
BAH:
0.33
JPM:
1.63
BAH:
0.87
JPM:
3.05
BAH:
8.66
JPM:
2.53
BAH:
$11.22B
JPM:
$285.09B
BAH:
$4.99B
JPM:
$173.52B
BAH:
$1.11B
JPM:
$81.46B
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Return for Risk
BAH vs. JPM — Risk / Return Rank
BAH
JPM
BAH vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) 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.
| BAH | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.17 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.26 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.95 | 2.98 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAH | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 0.90 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.69 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.74 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.23 |
Drawdowns
BAH vs. JPM - Drawdown Comparison
The maximum BAH drawdown since its inception was -60.24%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for BAH and JPM.
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Drawdown Indicators
| BAH | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.24% | -76.16% | +15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -37.07% | -15.47% | -21.60% |
Max Drawdown (3Y)Largest decline over 3 years | -60.24% | -24.42% | -35.82% |
Max Drawdown (5Y)Largest decline over 5 years | -60.24% | -38.77% | -21.47% |
Max Drawdown (10Y)Largest decline over 10 years | -60.24% | -43.63% | -16.61% |
Current DrawdownCurrent decline from peak | -55.99% | -6.55% | -49.44% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -17.62% | +6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.43% | 6.50% | +15.93% |
Volatility
BAH vs. JPM - Volatility Comparison
Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 12.36% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that BAH'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
| BAH | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 6.40% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 31.28% | 17.38% | +13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.83% | 21.62% | +16.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.01% | 24.45% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.67% | 27.40% | +1.27% |
Dividends
BAH vs. JPM - Dividend Comparison
BAH's dividend yield for the trailing twelve months is around 2.83%, more than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | 2.83% | 2.61% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% |
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
BAH vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Booz Allen Hamilton Holding Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
BAH vs. JPM - Profitability Comparison
BAH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a gross profit of 581.00M and revenue of 2.78B. Therefore, the gross margin over that period was 20.9%.
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%.
BAH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported an operating income of 263.00M and revenue of 2.78B, resulting in an operating margin of 9.5%.
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%.
BAH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Booz Allen Hamilton Holding Corporation reported a net income of 205.00M and revenue of 2.78B, resulting in a net margin of 7.4%.
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
BAH and JPM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAH has higher volatility (12.36%) compared to JPM (6.40%). In terms of maximum drawdown, BAH dropped -60.24% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.57), 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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