IBN vs. JPM
IBN (ICICI Bank Limited) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — IBN in Banks - Regional, JPM in Banks - Diversified. Over the past 10 years, IBN returned 16.99%/yr vs 21.80%/yr for JPM. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
IBN vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, IBN achieves a 0.64% return, which is significantly lower than JPM's 10.73% return. Over the past 10 years, IBN has underperformed JPM with an annualized return of 16.99%, while JPM has yielded a comparatively higher 21.80% annualized return.
IBN
- 1D
- -0.89%
- 1M
- 1.70%
- 6M
- 2.39%
- YTD
- 0.64%
- 1Y
- -10.17%
- 3Y*
- 7.84%
- 5Y*
- 10.70%
- 10Y*
- 16.99%
- ALL TIME*
- 11.33%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $219.63M | $223.82M | $208.43M | |
| $2.69B | $3.19B | $3.04B |
IBN vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.64% | 0.57% | 26.32% | 9.80% | 11.27% | 33.57% | -1.52% | 47.01% | 6.25% | 44.03% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between IBN and JPM is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2000 | 0.35 |
The correlation between IBN and JPM shifts across timeframes, from 0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IBN:
$107.26B
JPM:
$942.62B
IBN:
₹155.03
JPM:
$23.29
IBN:
18.51
JPM:
15.10
IBN:
0.88
JPM:
1.67
IBN:
3.47
JPM:
3.30
IBN:
2.73
JPM:
2.78
IBN:
₹3.00T
JPM:
$297.63B
IBN:
₹2.05T
JPM:
$186.33B
IBN:
₹792.23B
JPM:
$90.84B
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Return for Risk
IBN vs. JPM — Risk / Return Rank
IBN
JPM
IBN vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) 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.
| IBN | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.17 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 1.36 | -1.79 |
| Martin ratioReturn relative to average drawdown | -0.80 | 3.24 | -4.04 |
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Drawdowns
IBN vs. JPM - Drawdown Comparison
The maximum IBN drawdown since its inception was -86.09%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for IBN and JPM.
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Drawdown Indicators
| IBN | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.09% | -76.16% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -24.51% | -15.47% | -9.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -24.42% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -38.77% | +12.53% |
Max Drawdown (10Y)Largest decline over 10 years | -55.05% | -43.63% | -11.42% |
Current DrawdownCurrent decline from peak | -12.18% | -1.54% | -10.64% |
Average DrawdownAverage peak-to-trough decline | -27.93% | -17.56% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 6.51% | +6.59% |
Volatility
IBN vs. JPM - Volatility Comparison
ICICI Bank Limited (IBN) and JPMorgan Chase & Co. (JPM) have volatilities of 6.28% and 6.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBN | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.60% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 16.70% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 22.50% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.57% | 24.46% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.40% | 27.33% | +4.07% |
Dividends
IBN vs. JPM - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.83%, less than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.83% | 0.84% | 0.80% | 0.81% | 0.57% | 0.27% | 0.00% | 0.19% | 0.43% | 0.79% | 1.98% | 4.01% |
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
IBN vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between ICICI Bank Limited 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
IBN vs. JPM - Profitability Comparison
IBN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ICICI Bank Limited reported a gross profit of 370.69B and revenue of 614.29B. Therefore, the gross margin over that period was 60.3%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
IBN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ICICI Bank Limited reported an operating income of 213.74B and revenue of 614.29B, resulting in an operating margin of 34.8%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
IBN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ICICI Bank Limited reported a net income of 154.40B and revenue of 614.29B, resulting in a net margin of 25.1%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
IBN and JPM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.60%) compared to IBN (6.28%). In terms of maximum drawdown, IBN dropped -86.09% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.94 vs -0.48), 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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