GKOS vs. JPM

In the year-to-date period, GKOS achieves a -41.98% return, which is significantly lower than JPM's -4.10% return.

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This table presents a comparison of risk-adjusted performance metrics for Glaukos Corporation (GKOS) 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.

The current GKOS Sharpe Ratio is -0.06, which is lower than the JPM Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GKOS and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GKOS has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 2.71%.

The maximum GKOS drawdown since its inception was -69.57%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for GKOS and JPM. For additional features, visit the drawdowns tool.

Glaukos Corporation (GKOS) has a higher volatility of 21.13% compared to JPMorgan Chase & Co. (JPM) at 10.53%. This indicates that GKOS'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.

This section allows you to compare key financial metrics between Glaukos 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.