CW vs. JPM
CW (Curtiss-Wright Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. CW operates in Specialty Industrial Machinery (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, CW returned 24.24%/yr vs 20.32%/yr for JPM. At a 0.36 correlation, their price movements are largely independent.
Performance
CW vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CW achieves a 30.89% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, CW has outperformed JPM with an annualized return of 24.24%, while JPM has yielded a comparatively lower 20.32% annualized return.
CW
- 1D
- -1.61%
- 1M
- -1.08%
- YTD
- 30.89%
- 6M
- 31.73%
- 1Y
- 59.68%
- 3Y*
- 61.13%
- 5Y*
- 42.19%
- 10Y*
- 24.24%
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%
CW vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 30.89% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
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 CW and JPM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 1987 | 0.36 |
The correlation between CW and JPM shifts across timeframes, from 0.35 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CW:
$26.73B
JPM:
$869.15B
CW:
$13.64
JPM:
$21.08
CW:
52.89
JPM:
14.76
CW:
2.89
JPM:
1.63
CW:
7.49
JPM:
3.05
CW:
10.16
JPM:
2.53
CW:
$3.61B
JPM:
$285.09B
CW:
$1.34B
JPM:
$173.52B
CW:
$745.31M
JPM:
$81.46B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CW vs. JPM — Risk / Return Rank
CW
JPM
CW vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) 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.
| CW | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 1.26 | +3.37 |
| Martin ratioReturn relative to average drawdown | 13.46 | 2.98 | +10.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CW | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.90 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.53 | 0.69 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.34 | +0.25 |
Drawdowns
CW vs. JPM - Drawdown Comparison
The maximum CW drawdown since its inception was -59.19%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for CW and JPM.
Loading charts...
Drawdown Indicators
| CW | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.19% | -76.16% | +16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -15.47% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.21% | -24.42% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.21% | -38.77% | +11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -43.63% | -5.10% |
Current DrawdownCurrent decline from peak | -3.95% | -6.55% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -17.62% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 6.50% | -2.05% |
Volatility
CW vs. JPM - Volatility Comparison
Curtiss-Wright Corporation (CW) has a higher volatility of 8.88% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that CW'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.
Loading charts...
Volatility by Period
| CW | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 6.40% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 25.62% | 17.38% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.71% | 21.62% | +11.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.79% | 24.45% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.28% | 27.40% | +2.88% |
Dividends
CW vs. JPM - Dividend Comparison
CW's dividend yield for the trailing twelve months is around 0.13%, less than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.13% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
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
CW vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Curtiss-Wright 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
CW vs. JPM - Profitability Comparison
CW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.
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%.
CW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, 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 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%.
CW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.
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
CW and JPM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (8.88%) compared to JPM (6.40%). In terms of maximum drawdown, CW dropped -59.19% vs JPM's -76.16%.
CW currently has the higher Sharpe Ratio (1.84 vs 0.90), 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.
Find the right allocation for CW and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer