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 23.94%/yr vs 21.27%/yr for JPM. At a 0.36 correlation, their price movements are largely independent.
Performance
CW vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, CW achieves a 28.70% return, which is significantly higher than JPM's 6.66% return. Over the past 10 years, CW has outperformed JPM with an annualized return of 23.94%, while JPM has yielded a comparatively lower 21.27% annualized return.
CW
- 1D
- 0.17%
- 1M
- -8.15%
- 6M
- 6.88%
- YTD
- 28.70%
- 1Y
- 45.56%
- 3Y*
- 55.08%
- 5Y*
- 43.83%
- 10Y*
- 23.94%
- ALL TIME*
- 16.21%
JPM
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- 9.49%
- YTD
- 6.66%
- 1Y
- 18.57%
- 3Y*
- 32.69%
- 5Y*
- 20.23%
- 10Y*
- 21.27%
- ALL TIME*
- 12.35%
CW vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 28.70% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
JPM JPMorgan Chase & Co. | 6.66% | 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 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.36 |
The correlation between CW and JPM shifts across timeframes, from 0.36 (all time) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CW:
$26.19B
JPM:
$908.01B
CW:
$13.69
JPM:
$23.29
CW:
51.80
JPM:
14.55
CW:
2.83
JPM:
1.61
CW:
7.34
JPM:
3.18
CW:
9.98
JPM:
2.68
CW:
$3.61B
JPM:
$297.63B
CW:
$1.34B
JPM:
$186.33B
CW:
$745.31M
JPM:
$90.84B
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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.
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.
| CW | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.21 | +2.32 |
| Martin ratioReturn relative to average drawdown | 9.77 | 2.85 | +6.92 |
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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
| 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 | -10.56% | -2.32% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -13.87% | -17.58% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 6.53% | -1.85% |
Volatility
CW vs. JPM - Volatility Comparison
Curtiss-Wright Corporation (CW) has a higher volatility of 9.36% compared to JPMorgan Chase & Co. (JPM) at 6.42%. 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
| CW | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 6.42% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 25.75% | 16.66% | +9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.81% | 22.17% | +11.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.92% | 24.41% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.36% | 27.31% | +3.05% |
Dividends
CW vs. JPM - Dividend Comparison
CW's dividend yield for the trailing twelve months is around 0.14%, less than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.14% | 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. | 1.77% | 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 Jul 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 Jul 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%.
CW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
CW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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 Jul 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
CW and JPM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (9.36%) compared to JPM (6.42%). In terms of maximum drawdown, CW dropped -59.19% vs JPM's -76.16%.
CW currently has the higher Sharpe Ratio (1.36 vs 0.84), 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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