IR vs. JPM
IR (Ingersoll-Rand Plc) and JPM (JPMorgan Chase & Co.) are both stocks. IR operates in Specialty Industrial Machinery (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 5 years, IR returned 8.86%/yr vs 16.72%/yr for JPM. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
IR vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, IR achieves a -8.49% return, which is significantly lower than JPM's -2.52% return.
IR
- 1D
- 0.29%
- 1M
- -4.32%
- YTD
- -8.49%
- 6M
- -8.59%
- 1Y
- -12.74%
- 3Y*
- 5.18%
- 5Y*
- 8.86%
- 10Y*
- —
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
IR vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | -8.49% | -12.34% | 17.06% | 48.21% | -15.41% | 35.85% | 24.21% | 92.80% | -39.73% | 60.81% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 24.43% |
Correlation
The correlation between IR and JPM is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 15, 2017 | 0.50 |
The correlation between IR and JPM has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
Fundamentals
IR:
$1.96
JPM:
$21.08
IR:
36.93
JPM:
14.76
IR:
8.78
JPM:
1.63
IR:
2.79
JPM:
3.05
IR:
$7.78B
JPM:
$285.09B
IR:
$2.98B
JPM:
$173.52B
IR:
$1.55B
JPM:
$81.46B
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Return for Risk
IR vs. JPM — Risk / Return Rank
IR
JPM
IR vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) 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.
| IR | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 1.26 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.97 | 2.98 | -3.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IR | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 0.90 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.69 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Drawdowns
IR vs. JPM - Drawdown Comparison
The maximum IR drawdown since its inception was -50.27%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for IR and JPM.
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Drawdown Indicators
| IR | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -76.16% | +25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -30.56% | -15.47% | -15.09% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -24.42% | -12.20% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -38.77% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.63% | — |
Current DrawdownCurrent decline from peak | -31.12% | -6.55% | -24.57% |
Average DrawdownAverage peak-to-trough decline | -12.81% | -17.62% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 6.50% | +6.62% |
Volatility
IR vs. JPM - Volatility Comparison
Ingersoll-Rand Plc (IR) has a higher volatility of 7.68% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that IR'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
| IR | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 6.40% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 25.01% | 17.38% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.94% | 21.62% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.98% | 24.45% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.33% | 27.40% | +6.93% |
Dividends
IR vs. JPM - Dividend Comparison
IR's dividend yield for the trailing twelve months is around 0.11%, less than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | 0.11% | 0.10% | 0.09% | 0.10% | 0.15% | 0.03% | 0.00% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
IR vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Ingersoll-Rand Plc 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
IR vs. JPM - Profitability Comparison
IR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.
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%.
IR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.
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%.
IR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.
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
IR and JPM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IR has higher volatility (7.68%) compared to JPM (6.40%). In terms of maximum drawdown, IR dropped -50.27% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.39), 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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