CODI vs. JPM
CODI (Compass Diversified) and JPM (JPMorgan Chase & Co.) are both stocks. CODI operates in Conglomerates (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, CODI returned 0.86%/yr vs 21.09%/yr for JPM. At a 0.40 correlation, their price movements are largely independent.
Performance
CODI vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, CODI achieves a 106.87% return, which is significantly higher than JPM's 5.29% return. Over the past 10 years, CODI has underperformed JPM with an annualized return of 0.86%, while JPM has yielded a comparatively higher 21.09% annualized return.
CODI
- 1D
- -1.29%
- 1M
- -3.40%
- 6M
- 87.36%
- YTD
- 106.87%
- 1Y
- 54.43%
- 3Y*
- -20.95%
- 5Y*
- -13.43%
- 10Y*
- 0.86%
JPM
- 1D
- -0.58%
- 1M
- 4.78%
- 6M
- 4.09%
- YTD
- 5.29%
- 1Y
- 18.85%
- 3Y*
- 33.63%
- 5Y*
- 19.57%
- 10Y*
- 21.09%
CODI vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CODI Compass Diversified | 106.87% | -78.64% | 7.53% | 29.38% | -37.72% | 71.52% | -15.53% | 116.86% | -20.11% | 2.77% |
JPM JPMorgan Chase & Co. | 5.29% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between CODI and JPM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 18, 2006 | 0.40 |
Over the past year, the correlation between CODI and JPM has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
CODI:
$747.09M
JPM:
$896.38B
CODI:
-$3.02
JPM:
$21.08
CODI:
0.40
JPM:
3.28
CODI:
1.86
JPM:
2.72
CODI:
$1.85B
JPM:
$285.09B
CODI:
$714.56M
JPM:
$173.52B
CODI:
-$10.06M
JPM:
$81.46B
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Return for Risk
CODI vs. JPM — Risk / Return Rank
CODI
JPM
CODI vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Diversified (CODI) 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.
| CODI | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.22 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.60 | 2.90 | -0.29 |
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Drawdowns
CODI vs. JPM - Drawdown Comparison
The maximum CODI drawdown since its inception was -83.30%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for CODI and JPM.
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Drawdown Indicators
| CODI | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.30% | -76.16% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -45.93% | -15.47% | -30.46% |
Max Drawdown (3Y)Largest decline over 3 years | -80.32% | -24.42% | -55.90% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -38.77% | -44.53% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -43.63% | -39.67% |
Current DrawdownCurrent decline from peak | -64.34% | -1.38% | -62.96% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -17.59% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.99% | 6.52% | +14.47% |
Volatility
CODI vs. JPM - Volatility Comparison
Compass Diversified (CODI) has a higher volatility of 18.27% compared to JPMorgan Chase & Co. (JPM) at 7.07%. This indicates that CODI'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
| CODI | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.27% | 7.07% | +11.20% |
Volatility (6M)Calculated over the trailing 6-month period | 45.24% | 17.05% | +28.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.34% | 22.02% | +48.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.13% | 24.46% | +27.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.56% | 27.29% | +15.27% |
Dividends
CODI vs. JPM - Dividend Comparison
CODI has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CODI Compass Diversified | 0.00% | 10.42% | 4.33% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% |
JPM JPMorgan Chase & Co. | 1.79% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
CODI vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Compass Diversified 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
CODI vs. JPM - Profitability Comparison
CODI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Compass Diversified reported a gross profit of 189.36M and revenue of 426.86M. Therefore, the gross margin over that period was 44.4%.
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 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
CODI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Compass Diversified reported an operating income of -1.93M and revenue of 426.86M, resulting in an operating margin of -0.5%.
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 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
CODI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Compass Diversified reported a net income of -30.76M and revenue of 426.86M, resulting in a net margin of -7.2%.
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 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
CODI and JPM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CODI has higher volatility (18.27%) compared to JPM (7.07%). In terms of maximum drawdown, CODI dropped -83.30% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.86 vs 0.78), 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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