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JPM vs. CL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JPM vs. CL - Performance Comparison

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

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Returns By Period

In the year-to-date period, JPM achieves a 0.50% return, which is significantly lower than CL's 14.60% return. Over the past 10 years, JPM has outperformed CL with an annualized return of 21.02%, while CL has yielded a comparatively lower 4.62% annualized return.


JPM

1D
2.31%
1M
7.69%
YTD
0.50%
6M
1.66%
1Y
23.40%
3Y*
34.22%
5Y*
17.82%
10Y*
21.02%

CL

1D
0.07%
1M
0.69%
YTD
14.60%
6M
15.59%
1Y
1.61%
3Y*
8.47%
5Y*
3.79%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPM vs. CL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPM
JPMorgan Chase & Co.
0.50%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%
CL
Colgate-Palmolive Company
14.60%-10.98%16.57%3.78%-5.44%2.08%27.17%18.60%-19.19%17.88%

Correlation

The correlation between JPM and CL is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1983

0.27

The correlation between JPM and CL shifts across timeframes, from -0.01 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JPM:

$896.00B

CL:

$72.02B

EPS

JPM:

$21.08

CL:

$2.58

PE Ratio

JPM:

15.21

CL:

34.68

PEG Ratio

JPM:

1.68

CL:

8.96

PS Ratio

JPM:

3.14

CL:

3.48

PB Ratio

JPM:

2.60

CL:

496.66

Total Revenue (TTM)

JPM:

$285.09B

CL:

$20.80B

Gross Profit (TTM)

JPM:

$173.52B

CL:

$12.49B

EBITDA (TTM)

JPM:

$81.46B

CL:

$3.92B

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Return for Risk

JPM vs. CL — Risk / Return Rank

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

JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6666
Sortino Ratio Rank
JPM Omega Ratio Rank: 6666
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
Martin Ratio Rank

CL
CL Risk / Return Rank: 3737
Overall Rank
CL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CL Sortino Ratio Rank: 3333
Sortino Ratio Rank
CL Omega Ratio Rank: 3333
Omega Ratio Rank
CL Calmar Ratio Rank: 4141
Calmar Ratio Rank
CL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPM vs. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Colgate-Palmolive Company (CL). 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.


JPMCLDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.18

Calmar ratioReturn relative to maximum drawdown

1.42

-0.08

+1.50

Martin ratioReturn relative to average drawdown

3.36

-0.14

+3.49

JPM vs. CL - Sharpe Ratio Comparison

The current JPM Sharpe Ratio is 1.01, which is higher than the CL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of JPM and CL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPM vs. CL - Drawdown Comparison

The maximum JPM drawdown since its inception was -76.16%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for JPM and CL.


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Drawdown Indicators


JPMCLDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-58.91%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-18.64%

+3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.42%

-29.05%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-29.05%

-9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-29.05%

-14.58%

Current Drawdown

Current decline from peak

-3.66%

-14.31%

+10.65%

Average Drawdown

Average peak-to-trough decline

-17.62%

-11.24%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

11.35%

-4.81%

Volatility

JPM vs. CL - Volatility Comparison

The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while Colgate-Palmolive Company (CL) has a volatility of 8.32%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPMCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

8.32%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

17.28%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

21.83%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

18.81%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

19.75%

+7.64%

Dividends

JPM vs. CL - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 1.84%, less than CL's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CL
Colgate-Palmolive Company
2.34%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
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. CL - Financials Comparison

This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Colgate-Palmolive 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
73.66B
5.32B
(JPM) Total Revenue
(CL) Total Revenue
Values in USD except per share items

JPM vs. CL - Profitability Comparison

The chart below illustrates the profitability comparison between JPMorgan Chase & Co. and Colgate-Palmolive Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
64.3%
60.6%
Portfolio components
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%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.


Frequently Asked Questions


JPM and CL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CL has higher volatility (8.32%) compared to JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs CL's -58.91%.

JPM currently has the higher Sharpe Ratio (1.01 vs -0.07), 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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