JPM vs. BN
JPM (JPMorgan Chase & Co.) and BN (Brookfield Corporation) are both stocks. Both are in the Financial Services sector — JPM in Banks - Diversified, BN in Asset Management. Over the past 10 years, JPM returned 21.02%/yr vs 15.61%/yr for BN. At a 0.33 correlation, their price movements are largely independent.
Performance
JPM vs. BN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPM achieves a 0.50% return, which is significantly higher than BN's -1.31% return. Over the past 10 years, JPM has outperformed BN with an annualized return of 21.02%, while BN has yielded a comparatively lower 15.61% 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%
BN
- 1D
- 0.40%
- 1M
- 0.27%
- YTD
- -1.31%
- 6M
- -0.68%
- 1Y
- 15.16%
- 3Y*
- 28.32%
- 5Y*
- 12.10%
- 10Y*
- 15.61%
JPM vs. BN - 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% |
BN Brookfield Corporation | -1.31% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between JPM and BN is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.33 |
The correlation between JPM and BN shifts across timeframes, from 0.33 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$896.00B
BN:
$107.01B
JPM:
$21.08
BN:
$0.56
JPM:
15.21
BN:
80.05
JPM:
1.68
BN:
175.42
JPM:
3.14
BN:
1.40
JPM:
2.60
BN:
2.50
JPM:
$285.09B
BN:
$76.58B
JPM:
$173.52B
BN:
$27.02B
JPM:
$81.46B
BN:
$31.07B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPM vs. BN — Risk / Return Rank
JPM
BN
JPM vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Brookfield Corporation (BN). 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 | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.69 | +0.73 |
| Martin ratioReturn relative to average drawdown | 3.36 | 1.90 | +1.45 |
Loading charts...
Drawdowns
JPM vs. BN - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for JPM and BN.
Loading charts...
Drawdown Indicators
| JPM | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -82.22% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -22.05% | +6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -27.84% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -41.85% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -51.42% | +7.79% |
Current DrawdownCurrent decline from peak | -3.66% | -7.89% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -28.51% | +10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 7.99% | -1.45% |
Volatility
JPM vs. BN - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while Brookfield Corporation (BN) has a volatility of 10.05%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPM | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 10.05% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 22.60% | -5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 28.82% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 31.27% | -6.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 30.17% | -2.78% |
Dividends
JPM vs. BN - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.84%, more than BN's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.55% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
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. BN - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Brookfield Corporation. 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. BN - 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%.
BN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a gross profit of 4.43B and revenue of 18.39B. Therefore, the gross margin over that period was 24.1%.
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%.
BN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported an operating income of 4.39B and revenue of 18.39B, resulting in an operating margin of 23.9%.
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%.
BN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brookfield Corporation reported a net income of 100.59M and revenue of 18.39B, resulting in a net margin of 0.6%.
Frequently Asked Questions
JPM and BN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (10.05%) compared to JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs BN's -82.22%.
JPM currently has the higher Sharpe Ratio (1.01 vs 0.53), 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.
Find the right allocation for JPM and BN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer