JPM.NEO vs. MSFT.TO
JPM.NEO (JPMorgan Chase & Co CDR) and MSFT.TO (Microsoft CDR (CAD Hedged)) are both stocks. JPM.NEO operates in Banks - Diversified (Financial Services), while MSFT.TO operates in Software - Infrastructure (Technology). Over the past 3 years, JPM.NEO returned 29.89%/yr vs 4.06%/yr for MSFT.TO. At a 0.24 correlation, their price movements are largely independent.
Performance
JPM.NEO vs. MSFT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, JPM.NEO achieves a 4.62% return, which is significantly higher than MSFT.TO's -17.82% return.
JPM.NEO
- 1D
- -2.02%
- 1M
- 3.29%
- 6M
- 9.03%
- YTD
- 4.62%
- 1Y
- 15.27%
- 3Y*
- 29.89%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.18%
MSFT.TO
- 1D
- 1.95%
- 1M
- 6.66%
- 6M
- -12.83%
- YTD
- -17.82%
- 1Y
- -22.73%
- 3Y*
- 4.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.28%
JPM.NEO vs. MSFT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPM.NEO JPMorgan Chase & Co CDR | 4.62% | 34.02% | 42.05% | 28.89% | 16.81% |
MSFT.TO Microsoft CDR (CAD Hedged) | -17.82% | 12.65% | 11.26% | 56.34% | -8.31% |
Correlation
The correlation between JPM.NEO and MSFT.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2022 | 0.24 |
The correlation between JPM.NEO and MSFT.TO shifts across timeframes, from 0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
JPM.NEO vs. MSFT.TO — Risk / Return Rank
JPM.NEO
MSFT.TO
JPM.NEO vs. MSFT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co CDR (JPM.NEO) and Microsoft CDR (CAD Hedged) (MSFT.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPM.NEO | MSFT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.64 | +1.60 |
| Martin ratioReturn relative to average drawdown | 2.22 | -1.16 | +3.39 |
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Drawdowns
JPM.NEO vs. MSFT.TO - Drawdown Comparison
The maximum JPM.NEO drawdown since its inception was -38.52%, which is greater than MSFT.TO's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for JPM.NEO and MSFT.TO.
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Drawdown Indicators
| JPM.NEO | MSFT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.52% | -35.58% | -2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -35.58% | +19.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.68% | -35.58% | +10.90% |
Current DrawdownCurrent decline from peak | -2.68% | -26.97% | +24.29% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -10.05% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.88% | 19.55% | -12.67% |
Volatility
JPM.NEO vs. MSFT.TO - Volatility Comparison
The current volatility for JPMorgan Chase & Co CDR (JPM.NEO) is 6.49%, while Microsoft CDR (CAD Hedged) (MSFT.TO) has a volatility of 10.04%. This indicates that JPM.NEO experiences smaller price fluctuations and is considered to be less risky than MSFT.TO 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 | MSFT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 10.04% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.44% | 24.42% | -7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 27.37% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 26.60% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.40% | 26.60% | -1.20% |
Dividends
JPM.NEO vs. MSFT.TO - Dividend Comparison
JPM.NEO's dividend yield for the trailing twelve months is around 1.77%, more than MSFT.TO's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JPM.NEO JPMorgan Chase & Co CDR | 1.77% | 1.73% | 1.96% | 2.39% | 3.38% |
MSFT.TO Microsoft CDR (CAD Hedged) | 0.90% | 0.71% | 0.73% | 0.75% | 0.56% |
Financials
JPM.NEO vs. MSFT.TO - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co CDR and Microsoft CDR (CAD Hedged). 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 MSFT.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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