IVV vs. JPM
IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, IVV returned 15.32%/yr vs 20.32%/yr for JPM. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
IVV vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, IVV achieves a 8.72% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, IVV has underperformed JPM with an annualized return of 15.32%, while JPM has yielded a comparatively higher 20.32% annualized return.
IVV
- 1D
- 0.24%
- 1M
- 0.23%
- YTD
- 8.72%
- 6M
- 8.76%
- 1Y
- 24.89%
- 3Y*
- 21.44%
- 5Y*
- 13.50%
- 10Y*
- 15.32%
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%
IVV vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 8.72% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between IVV and JPM is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.68 |
The correlation between IVV and JPM shifts across timeframes, from 0.50 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IVV vs. JPM — Risk / Return Rank
IVV
JPM
IVV vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.
| IVV | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.26 | +1.56 |
| Martin ratioReturn relative to average drawdown | 12.97 | 2.98 | +9.98 |
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
| IVV | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.90 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.69 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.74 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Drawdowns
IVV vs. JPM - Drawdown Comparison
The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for IVV and JPM.
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Drawdown Indicators
| IVV | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -76.16% | +20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -15.47% | +6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -24.42% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -38.77% | +14.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -43.63% | +9.73% |
Current DrawdownCurrent decline from peak | -2.67% | -6.55% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -17.62% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 6.50% | -4.58% |
Volatility
IVV vs. JPM - Volatility Comparison
The current volatility for iShares Core S&P 500 ETF (IVV) is 3.77%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.40%. This indicates that IVV 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.
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Volatility by Period
| IVV | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 6.40% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 17.38% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 21.62% | -9.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 24.45% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 27.40% | -9.33% |
Dividends
IVV vs. JPM - Dividend Comparison
IVV's dividend yield for the trailing twelve months is around 1.09%, less than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
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% |
Frequently Asked Questions
IVV and JPM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.40%) compared to IVV (3.77%). In terms of maximum drawdown, IVV dropped -55.25% vs JPM's -76.16%.
IVV currently has the higher Sharpe Ratio (2.07 vs 0.90), 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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