FSK vs. JPM
FSK (FS KKR Capital Corp.) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FSK in Asset Management, JPM in Banks - Diversified. Over the past 10 years, FSK returned 2.76%/yr vs 21.02%/yr for JPM. At a 0.41 correlation, their price movements are largely independent.
Performance
FSK vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -21.66% return, which is significantly lower than JPM's 0.50% return. Over the past 10 years, FSK has underperformed JPM with an annualized return of 2.76%, while JPM has yielded a comparatively higher 21.02% annualized return.
FSK
- 1D
- 2.22%
- 1M
- 0.73%
- YTD
- -21.66%
- 6M
- -24.66%
- 1Y
- -38.11%
- 3Y*
- -3.98%
- 5Y*
- -0.35%
- 10Y*
- 2.76%
JPM
- 1D
- 2.31%
- 1M
- 7.69%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 23.40%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
FSK vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -21.66% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between FSK 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 | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.41 |
Over the past year, the correlation between FSK and JPM has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
FSK:
$3.10B
JPM:
$896.00B
FSK:
-$0.39
JPM:
$21.08
FSK:
3.88
JPM:
3.14
FSK:
0.59
JPM:
2.60
FSK:
$798.00M
JPM:
$285.09B
FSK:
$172.00M
JPM:
$173.52B
FSK:
$110.43M
JPM:
$81.46B
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Return for Risk
FSK vs. JPM — Risk / Return Rank
FSK
JPM
FSK vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
| FSK | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.18 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.42 | -2.18 |
| Martin ratioReturn relative to average drawdown | -1.18 | 3.36 | -4.53 |
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Drawdowns
FSK vs. JPM - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FSK and JPM.
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Drawdown Indicators
| FSK | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -76.16% | +8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -15.47% | -35.54% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -24.42% | -26.61% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -38.77% | -12.26% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -43.63% | -23.57% |
Current DrawdownCurrent decline from peak | -43.69% | -3.66% | -40.03% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -17.62% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.88% | 6.54% | +26.34% |
Volatility
FSK vs. JPM - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 7.10% compared to JPMorgan Chase & Co. (JPM) at 6.35%. This indicates that FSK'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
| FSK | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 6.35% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 26.75% | 16.67% | +10.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.85% | 21.76% | +9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 24.46% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.93% | 27.39% | +0.54% |
Dividends
FSK vs. JPM - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 23.33%, more than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 23.33% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
FSK vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. 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
FSK vs. JPM - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
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%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, 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 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%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
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
FSK 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.
FSK has higher volatility (7.10%) compared to JPM (6.35%). In terms of maximum drawdown, FSK dropped -67.20% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.01 vs -1.26), 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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