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JPM vs. AXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JPM and AXP is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JPM vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Chase & Co. (JPM) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

10,000.00%11,000.00%12,000.00%13,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
11,022.02%
11,714.49%
JPM
AXP

Key characteristics

Sharpe Ratio

JPM:

1.04

AXP:

0.38

Sortino Ratio

JPM:

1.56

AXP:

0.75

Omega Ratio

JPM:

1.23

AXP:

1.10

Calmar Ratio

JPM:

1.22

AXP:

0.42

Martin Ratio

JPM:

4.27

AXP:

1.43

Ulcer Index

JPM:

6.96%

AXP:

8.44%

Daily Std Dev

JPM:

28.58%

AXP:

31.69%

Max Drawdown

JPM:

-74.02%

AXP:

-83.91%

Current Drawdown

JPM:

-12.47%

AXP:

-18.47%

Fundamentals

Market Cap

JPM:

$676.85B

AXP:

$185.52B

EPS

JPM:

$20.38

AXP:

$14.33

PE Ratio

JPM:

11.95

AXP:

18.48

PEG Ratio

JPM:

6.65

AXP:

1.89

PS Ratio

JPM:

4.01

AXP:

2.99

PB Ratio

JPM:

2.04

AXP:

5.95

Total Revenue (TTM)

JPM:

$204.37B

AXP:

$67.89B

Gross Profit (TTM)

JPM:

$180.79B

AXP:

$53.43B

EBITDA (TTM)

JPM:

$100.17B

AXP:

$8.65B

Returns By Period

In the year-to-date period, JPM achieves a 2.76% return, which is significantly higher than AXP's -10.27% return. Over the past 10 years, JPM has outperformed AXP with an annualized return of 17.61%, while AXP has yielded a comparatively lower 14.83% annualized return.


JPM

YTD

2.76%

1M

-1.24%

6M

10.80%

1Y

28.79%

5Y*

24.31%

10Y*

17.61%

AXP

YTD

-10.27%

1M

-2.33%

6M

-0.39%

1Y

13.65%

5Y*

27.25%

10Y*

14.83%

*Annualized

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Risk-Adjusted Performance

JPM vs. AXP — Risk-Adjusted Performance Rank

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

JPM
The Risk-Adjusted Performance Rank of JPM is 8484
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8585
Martin Ratio Rank

AXP
The Risk-Adjusted Performance Rank of AXP is 6565
Overall Rank
The Sharpe Ratio Rank of AXP is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPM vs. AXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and American Express Company (AXP). 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.


The chart of Sharpe ratio for JPM, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.00
JPM: 1.04
AXP: 0.38
The chart of Sortino ratio for JPM, currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.00
JPM: 1.56
AXP: 0.75
The chart of Omega ratio for JPM, currently valued at 1.23, compared to the broader market0.501.001.502.00
JPM: 1.23
AXP: 1.10
The chart of Calmar ratio for JPM, currently valued at 1.22, compared to the broader market0.001.002.003.004.005.00
JPM: 1.22
AXP: 0.42
The chart of Martin ratio for JPM, currently valued at 4.27, compared to the broader market-5.000.005.0010.0015.0020.00
JPM: 4.27
AXP: 1.43

The current JPM Sharpe Ratio is 1.04, which is higher than the AXP Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of JPM and AXP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.04
0.38
JPM
AXP

Dividends

JPM vs. AXP - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 2.07%, more than AXP's 1.10% yield.


TTM20242023202220212020201920182017201620152014
JPM
JPMorgan Chase & Co.
2.07%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
AXP
American Express Company
1.10%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%

Drawdowns

JPM vs. AXP - Drawdown Comparison

The maximum JPM drawdown since its inception was -74.02%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for JPM and AXP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.47%
-18.47%
JPM
AXP

Volatility

JPM vs. AXP - Volatility Comparison

The current volatility for JPMorgan Chase & Co. (JPM) is 15.62%, while American Express Company (AXP) has a volatility of 20.66%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.62%
20.66%
JPM
AXP

Financials

JPM vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between JPMorgan Chase & Co. and American Express Company. 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


Values in USD except per share items