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CW vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. JPM - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

CW:

$26.73B

JPM:

$869.15B

EPS

CW:

$13.64

JPM:

$21.08

PE Ratio

CW:

52.89

JPM:

14.76

PEG Ratio

CW:

2.89

JPM:

1.63

PS Ratio

CW:

7.49

JPM:

3.05

PB Ratio

CW:

10.16

JPM:

2.53

Total Revenue (TTM)

CW:

$3.61B

JPM:

$285.09B

Gross Profit (TTM)

CW:

$1.34B

JPM:

$173.52B

EBITDA (TTM)

CW:

$745.31M

JPM:

$81.46B

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Return for Risk

CW vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8282
Sortino Ratio Rank
CW Omega Ratio Rank: 8181
Omega Ratio Rank
CW Calmar Ratio Rank: 9191
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6666
Overall Rank
JPM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPM Omega Ratio Rank: 6262
Omega Ratio Rank
JPM Calmar Ratio Rank: 6666
Calmar Ratio Rank
JPM Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CWJPMDifference
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

CW vs. JPM - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.84, which is higher than the JPM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CW and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CWJPMDifference

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.


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Drawdown Indicators


CWJPMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.95%

-6.55%

+2.60%

Average Drawdown

Average peak-to-trough decline

-13.90%

-17.62%

+3.72%

Ulcer Index

Depth 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.


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Volatility by Period


CWJPMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20222023202420252026
913.69M
73.66B
(CW) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

CW vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation 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

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
36.3%
64.3%
Portfolio components
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.

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