JPM.NEO vs. BNS
JPM.NEO (JPMorgan Chase & Co CDR) and BNS (The Bank of Nova Scotia) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 3 years, JPM.NEO returned 32.25%/yr vs 27.23%/yr for BNS. At a 0.46 correlation, their price movements are largely independent.
Performance
JPM.NEO vs. BNS - Performance Comparison
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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.
Returns By Period
In the year-to-date period, JPM.NEO achieves a -3.53% return, which is significantly lower than BNS's 13.52% return.
JPM.NEO
- 1D
- 3.29%
- 1M
- -1.36%
- YTD
- -3.53%
- 6M
- -1.24%
- 1Y
- 19.14%
- 3Y*
- 32.25%
- 5Y*
- —
- 10Y*
- —
BNS
- 1D
- -0.81%
- 1M
- 4.98%
- YTD
- 13.52%
- 6M
- 15.89%
- 1Y
- 60.77%
- 3Y*
- 27.23%
- 5Y*
- 13.65%
- 10Y*
- 11.65%
JPM.NEO vs. BNS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JPM.NEO JPMorgan Chase & Co CDR | -3.53% | 35.25% | 43.26% | 30.21% | -13.39% | -1.52% |
BNS The Bank of Nova Scotia | 13.52% | 38.46% | 27.65% | 6.14% | -22.93% | 11.12% |
Correlation
The correlation between JPM.NEO and BNS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2021 | 0.46 |
Fundamentals
JPM.NEO:
CA$108.48B
BNS:
$73.02B
JPM.NEO:
CA$21.21
BNS:
$8.23
JPM.NEO:
1.88
BNS:
9.79
JPM.NEO:
0.61
BNS:
1.32
JPM.NEO:
0.30
BNS:
0.95
JPM.NEO:
CA$179.43B
BNS:
$70.57B
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Return for Risk
JPM.NEO vs. BNS — Risk / Return Rank
JPM.NEO
BNS
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.NEO | BNS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.79 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 5.29 | -4.19 |
| Martin ratioReturn relative to average drawdown | 2.63 | 20.69 | -18.05 |
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
| JPM.NEO | BNS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 4.03 | -3.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.66 | +0.04 |
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.NEO | BNS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.14% | -38.37% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -16.26% | -11.55% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.55% | -18.08% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.37% | — |
Current DrawdownCurrent decline from peak | -7.43% | -0.81% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -8.32% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 2.95% | +3.85% |
Volatility
JPM.NEO vs. BNS - Volatility Comparison
JPMorgan Chase & Co CDR (JPM.NEO) has a higher volatility of 7.15% compared to The Bank of Nova Scotia (BNS) at 4.93%. This indicates that JPM.NEO's price experiences larger fluctuations and is considered to be riskier than BNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM.NEO | BNS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 4.93% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.35% | 11.73% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 15.16% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.33% | 16.31% | +9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.33% | 18.75% | +6.58% |
Dividends
JPM.NEO vs. BNS - Dividend Comparison
JPM.NEO's dividend yield for the trailing twelve months is around 2.63%, less than BNS's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNS The Bank of Nova Scotia | 3.95% | 4.17% | 5.85% | 8.56% | 6.39% | 5.09% | 4.93% | 3.53% | 6.34% | 4.80% | 5.24% | 8.13% |
JPM.NEO JPMorgan Chase & Co CDR | 2.63% | 2.43% | 2.65% | 3.22% | 3.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JPM.NEO and BNS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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