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 15.33%/yr vs 19.77%/yr for JPM. At a 0.35 correlation, their price movements are largely independent.
Performance
IBN vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBN achieves a -14.43% return, which is significantly lower than JPM's -5.73% return. Over the past 10 years, IBN has underperformed JPM with an annualized return of 15.33%, while JPM has yielded a comparatively higher 19.77% annualized return.
IBN
- 1D
- 0.87%
- 1M
- -2.45%
- YTD
- -14.43%
- 6M
- -16.97%
- 1Y
- -23.64%
- 3Y*
- 4.21%
- 5Y*
- 8.01%
- 10Y*
- 15.33%
JPM
- 1D
- -0.04%
- 1M
- -2.21%
- YTD
- -5.73%
- 6M
- -2.68%
- 1Y
- 15.18%
- 3Y*
- 31.87%
- 5Y*
- 15.45%
- 10Y*
- 19.77%
IBN vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | -14.43% | 0.57% | 26.32% | 9.80% | 11.27% | 33.57% | -1.52% | 47.01% | 6.25% | 44.03% |
JPM JPMorgan Chase & Co. | -5.73% | 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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2000 | 0.35 |
The correlation between IBN and JPM shifts across timeframes, from 0.18 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IBN:
$92.40B
JPM:
$840.48B
IBN:
$149.87
JPM:
$21.08
IBN:
0.17
JPM:
14.27
IBN:
0.01
JPM:
1.58
IBN:
0.03
JPM:
2.95
IBN:
0.03
JPM:
2.44
IBN:
$3.13T
JPM:
$285.09B
IBN:
$2.18T
JPM:
$173.52B
IBN:
$774.07B
JPM:
$81.46B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| IBN | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.14 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 0.99 | -1.89 |
| Martin ratioReturn relative to average drawdown | -1.79 | 2.36 | -4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBN | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 0.71 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.64 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.34 | -0.11 |
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.
Loading charts...
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 | -26.20% | -15.47% | -10.73% |
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 | -25.32% | -9.63% | -15.69% |
Average DrawdownAverage peak-to-trough decline | -28.01% | -17.62% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.22% | 6.46% | +6.76% |
Volatility
IBN vs. JPM - Volatility Comparison
The current volatility for ICICI Bank Limited (IBN) is 6.04%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.39%. This indicates that IBN experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBN | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.39% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.32% | 17.16% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 21.41% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 24.41% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.68% | 27.37% | +4.31% |
Dividends
IBN vs. JPM - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.98%, less than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.98% | 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. | 1.96% | 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 Jun 2026, ICICI Bank Limited reported a gross profit of 623.06B and revenue of 846.14B. Therefore, the gross margin over that period was 73.6%.
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%.
IBN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ICICI Bank Limited reported an operating income of 208.13B and revenue of 846.14B, resulting in an operating margin of 24.6%.
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%.
IBN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ICICI Bank Limited reported a net income of 147.55B and revenue of 846.14B, resulting in a net margin of 17.4%.
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
IBN and JPM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.39%) compared to IBN (6.04%). In terms of maximum drawdown, IBN dropped -86.09% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.71 vs -1.17), 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.
Find the right allocation for IBN and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer