JPM vs. AWK
JPM (JPMorgan Chase & Co.) and AWK (American Water Works Company, Inc.) are both stocks. JPM operates in Banks - Diversified (Financial Services), while AWK operates in Utilities - Regulated Water (Utilities). Over the past 10 years, JPM returned 21.02%/yr vs 7.02%/yr for AWK. At a 0.19 correlation, their price movements are largely independent.
Performance
JPM vs. AWK - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a 0.50% return, which is significantly higher than AWK's -1.86% return. Over the past 10 years, JPM has outperformed AWK with an annualized return of 21.02%, while AWK has yielded a comparatively lower 7.02% annualized return.
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
AWK
- 1D
- 1.49%
- 1M
- -0.83%
- YTD
- -1.86%
- 6M
- -2.64%
- 1Y
- -8.27%
- 3Y*
- -2.50%
- 5Y*
- -2.65%
- 10Y*
- 7.02%
JPM vs. AWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
AWK American Water Works Company, Inc. | -1.86% | 7.40% | -3.53% | -11.68% | -17.89% | 24.83% | 26.88% | 37.79% | 1.32% | 29.01% |
Correlation
The correlation between JPM and AWK is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2008 | 0.19 |
The correlation between JPM and AWK shifts across timeframes, from -0.09 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$896.00B
AWK:
$24.63B
JPM:
$21.08
AWK:
$5.65
JPM:
15.21
AWK:
22.35
JPM:
3.14
AWK:
4.73
JPM:
2.60
AWK:
2.23
JPM:
$285.09B
AWK:
$5.21B
JPM:
$173.52B
AWK:
$2.27B
JPM:
$81.46B
AWK:
$2.48B
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Return for Risk
JPM vs. AWK — Risk / Return Rank
JPM
AWK
JPM vs. AWK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and American Water Works Company, Inc. (AWK). 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 | AWK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.95 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | -0.54 | +1.96 |
| Martin ratioReturn relative to average drawdown | 3.36 | -0.99 | +4.34 |
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Drawdowns
JPM vs. AWK - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for JPM and AWK.
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Drawdown Indicators
| JPM | AWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -37.10% | -39.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -15.45% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -22.33% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -37.10% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -37.10% | -6.53% |
Current DrawdownCurrent decline from peak | -3.66% | -26.26% | +22.60% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -9.51% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 8.38% | -1.84% |
Volatility
JPM vs. AWK - Volatility Comparison
JPMorgan Chase & Co. (JPM) and American Water Works Company, Inc. (AWK) 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 | AWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 6.28% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 15.71% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 21.59% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 22.93% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 23.72% | +3.67% |
Dividends
JPM vs. AWK - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.84%, less than AWK's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | 2.67% | 2.49% | 2.41% | 2.10% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% |
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
JPM vs. AWK - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and American Water Works Company, Inc.. 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
JPM vs. AWK - Profitability Comparison
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%.
AWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a gross profit of 714.00M and revenue of 1.21B. Therefore, the gross margin over that period was 59.2%.
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%.
AWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported an operating income of 391.00M and revenue of 1.21B, resulting in an operating margin of 32.4%.
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%.
AWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a net income of 196.00M and revenue of 1.21B, resulting in a net margin of 16.2%.
Frequently Asked Questions
JPM and AWK have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.35%) compared to AWK (6.28%). In terms of maximum drawdown, JPM dropped -76.16% vs AWK's -37.10%.
JPM currently has the higher Sharpe Ratio (1.01 vs -0.38), 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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