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JPM.NEO vs. BNS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

JPM.NEO vs. BNS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan Chase & Co CDR (JPM.NEO) and The Bank of Nova Scotia (BNS). The values are adjusted to include any dividend payments, if applicable.

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JPM.NEO vs. BNS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPM.NEO
JPMorgan Chase & Co CDR
-8.84%35.25%43.26%30.21%-13.39%-1.52%
BNS
The Bank of Nova Scotia
-2.50%38.46%27.65%6.14%-22.93%11.12%
Different Trading Currencies

JPM.NEO is traded in CAD, while BNS is traded in USD. To make them comparable, the BNS values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap

JPM.NEO:

CA$103.23B

BNS:

$87.39B

EPS

JPM.NEO:

CA$21.21

BNS:

$7.17

PE Ratio

JPM.NEO:

1.79

BNS:

9.78

PS Ratio

JPM.NEO:

0.58

BNS:

1.23

PB Ratio

JPM.NEO:

0.29

BNS:

1.12

Total Revenue (TTM)

JPM.NEO:

CA$179.43B

BNS:

$71.33B

Returns By Period

In the year-to-date period, JPM.NEO achieves a -8.84% return, which is significantly lower than BNS's -2.50% return.


JPM.NEO

1D
0.24%
1M
-0.99%
YTD
-8.84%
6M
-5.25%
1Y
21.33%
3Y*
33.06%
5Y*
10Y*

BNS

1D
1.13%
1M
-5.60%
YTD
-2.50%
6M
10.87%
1Y
51.05%
3Y*
20.61%
5Y*
11.10%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JPM.NEO vs. BNS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPM.NEO
JPM.NEO Risk / Return Rank: 6565
Overall Rank
JPM.NEO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JPM.NEO Sortino Ratio Rank: 6060
Sortino Ratio Rank
JPM.NEO Omega Ratio Rank: 6262
Omega Ratio Rank
JPM.NEO Calmar Ratio Rank: 6565
Calmar Ratio Rank
JPM.NEO Martin Ratio Rank: 6868
Martin Ratio Rank

BNS
BNS Risk / Return Rank: 9696
Overall Rank
BNS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BNS Sortino Ratio Rank: 9797
Sortino Ratio Rank
BNS Omega Ratio Rank: 9797
Omega Ratio Rank
BNS Calmar Ratio Rank: 9191
Calmar Ratio Rank
BNS Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPM.NEO vs. BNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co CDR (JPM.NEO) and The Bank of Nova Scotia (BNS). 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.


JPM.NEOBNSDifference

Sharpe ratio

Return per unit of total volatility

0.86

3.29

-2.43

Sortino ratio

Return per unit of downside risk

1.24

4.32

-3.09

Omega ratio

Gain probability vs. loss probability

1.17

1.67

-0.49

Calmar ratio

Return relative to maximum drawdown

1.24

4.39

-3.16

Martin ratio

Return relative to average drawdown

3.40

17.17

-13.77

JPM.NEO vs. BNS - Sharpe Ratio Comparison

The current JPM.NEO Sharpe Ratio is 0.86, which is lower than the BNS Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of JPM.NEO and BNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPM.NEOBNSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

3.29

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.68

-0.01

Correlation

The correlation between JPM.NEO and BNS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPM.NEO vs. BNS - Dividend Comparison

JPM.NEO's dividend yield for the trailing twelve months is around 2.75%, less than BNS's 3.41% yield.


TTM20252024202320222021202020192018201720162015
JPM.NEO
JPMorgan Chase & Co CDR
2.75%2.43%2.65%3.22%3.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNS
The Bank of Nova Scotia
3.41%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%

Drawdowns

JPM.NEO vs. BNS - Drawdown Comparison

The maximum JPM.NEO drawdown since its inception was -38.14%, roughly equal to the maximum BNS drawdown of -38.37%. Use the drawdown chart below to compare losses from any high point for JPM.NEO and BNS.


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Drawdown Indicators


JPM.NEOBNSDifference

Max Drawdown

Largest peak-to-trough decline

-38.14%

-63.65%

+25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-13.36%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-39.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

Current Drawdown

Current decline from peak

-12.53%

-9.76%

-2.77%

Average Drawdown

Average peak-to-trough decline

-10.32%

-11.08%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

3.26%

+2.66%

Volatility

JPM.NEO vs. BNS - Volatility Comparison

JPMorgan Chase & Co CDR (JPM.NEO) and The Bank of Nova Scotia (BNS) have volatilities of 6.35% and 6.28%, 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


JPM.NEOBNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

6.28%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

10.66%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

25.04%

15.60%

+9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

16.07%

+9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.45%

18.71%

+6.74%

Financials

JPM.NEO vs. BNS - Financials Comparison

This section allows you to compare key financial metrics between JPMorgan Chase & Co CDR and The Bank of Nova Scotia. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
46.43B
17.22B
(JPM.NEO) Total Revenue
(BNS) Total Revenue
Please note, different currencies. JPM.NEO values in CAD, BNS values in USD