BNY vs. JPM
BNY (The Bank of New York Mellon Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, BNY returned 17.92%/yr vs 21.80%/yr for JPM. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
BNY vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, BNY achieves a 36.34% return, which is significantly higher than JPM's 10.73% return. Over the past 10 years, BNY has underperformed JPM with an annualized return of 17.92%, while JPM has yielded a comparatively higher 21.80% annualized return.
BNY
- 1D
- 0.16%
- 1M
- 7.05%
- 6M
- 31.40%
- YTD
- 36.34%
- 1Y
- 59.36%
- 3Y*
- 55.00%
- 5Y*
- 28.39%
- 10Y*
- 17.92%
- ALL TIME*
- 11.64%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $508.53M | $601.92M | $563.98M | |
| $2.69B | $3.19B | $3.04B |
BNY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 36.34% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between BNY and JPM is 0.58, 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. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.60 |
The correlation between BNY and JPM shifts across timeframes, from 0.58 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
BNY:
$107.30B
JPM:
$942.62B
BNY:
$8.98
JPM:
$23.29
BNY:
17.41
JPM:
15.10
BNY:
0.86
JPM:
1.67
BNY:
3.05
JPM:
3.30
BNY:
$35.99B
JPM:
$297.63B
BNY:
$21.25B
JPM:
$186.33B
BNY:
$9.39B
JPM:
$90.84B
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Return for Risk
BNY vs. JPM — Risk / Return Rank
BNY
JPM
BNY vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BNY) 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.
| BNY | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.17 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 1.36 | +4.26 |
| Martin ratioReturn relative to average drawdown | 15.63 | 3.24 | +12.38 |
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Drawdowns
BNY vs. JPM - Drawdown Comparison
The maximum BNY drawdown since its inception was -72.28%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for BNY and JPM.
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Drawdown Indicators
| BNY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -76.16% | +3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -15.47% | +5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -24.42% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -38.77% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -43.63% | -6.86% |
Current DrawdownCurrent decline from peak | -3.32% | -1.54% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -18.66% | -17.56% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 6.51% | -2.86% |
Volatility
BNY vs. JPM - Volatility Comparison
The Bank of New York Mellon Corporation (BNY) has a higher volatility of 8.16% compared to JPMorgan Chase & Co. (JPM) at 6.60%. This indicates that BNY'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
| BNY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 6.60% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 17.26% | 16.70% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.31% | 22.50% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 24.46% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.90% | 27.33% | -0.43% |
Dividends
BNY vs. JPM - Dividend Comparison
BNY's dividend yield for the trailing twelve months is around 1.42%, less than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.42% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
BNY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon 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
BNY vs. JPM - Profitability Comparison
BNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.70B and revenue of 5.70B. Therefore, the gross margin over that period was 100.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
BNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Bank of New York Mellon Corporation reported an operating income of 2.27B and revenue of 5.70B, resulting in an operating margin of 39.8%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
BNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Bank of New York Mellon Corporation reported a net income of 1.76B and revenue of 5.70B, resulting in a net margin of 30.9%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
BNY 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.
BNY has higher volatility (8.16%) compared to JPM (6.60%). In terms of maximum drawdown, BNY dropped -72.28% vs JPM's -76.16%.
BNY currently has the higher Sharpe Ratio (2.68 vs 0.94), 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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