JPM vs. CW
JPM (JPMorgan Chase & Co.) and CW (Curtiss-Wright Corporation) are both stocks. JPM operates in Banks - Diversified (Financial Services), while CW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, JPM returned 20.32%/yr vs 24.24%/yr for CW. At a 0.36 correlation, their price movements are largely independent.
Performance
JPM vs. CW - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.52% return, which is significantly lower than CW's 30.89% return. Over the past 10 years, JPM has underperformed CW with an annualized return of 20.32%, while CW has yielded a comparatively higher 24.24% annualized return.
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
CW
- 1D
- -1.61%
- 1M
- -1.08%
- YTD
- 30.89%
- 6M
- 31.73%
- 1Y
- 59.68%
- 3Y*
- 61.13%
- 5Y*
- 42.19%
- 10Y*
- 24.24%
JPM vs. CW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
CW Curtiss-Wright Corporation | 30.89% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
Correlation
The correlation between JPM and CW is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 1987 | 0.36 |
The correlation between JPM and CW shifts across timeframes, from 0.35 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$869.15B
CW:
$26.73B
JPM:
$21.08
CW:
$13.64
JPM:
14.76
CW:
52.89
JPM:
1.63
CW:
2.89
JPM:
3.05
CW:
7.49
JPM:
2.53
CW:
10.16
JPM:
$285.09B
CW:
$3.61B
JPM:
$173.52B
CW:
$1.34B
JPM:
$81.46B
CW:
$745.31M
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Return for Risk
JPM vs. CW — Risk / Return Rank
JPM
CW
JPM vs. CW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Curtiss-Wright Corporation (CW). 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.
| JPM | CW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 4.63 | -3.37 |
| Martin ratioReturn relative to average drawdown | 2.98 | 13.46 | -10.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPM | CW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.84 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.53 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.80 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.25 |
Drawdowns
JPM vs. CW - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for JPM and CW.
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Drawdown Indicators
| JPM | CW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -59.19% | -16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -12.97% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -27.21% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -27.21% | -11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -48.73% | +5.10% |
Current DrawdownCurrent decline from peak | -6.55% | -3.95% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -13.90% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 4.45% | +2.05% |
Volatility
JPM vs. CW - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while Curtiss-Wright Corporation (CW) has a volatility of 8.88%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | CW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 8.88% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 25.62% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 32.71% | -11.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 27.79% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 30.28% | -2.88% |
Dividends
JPM vs. CW - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, more than CW's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW Curtiss-Wright Corporation | 0.13% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
JPM JPMorgan Chase & Co. | 1.90% | 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. CW - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Curtiss-Wright 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. CW - 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%.
CW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.
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%.
CW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.
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%.
CW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.
Frequently Asked Questions
JPM and CW have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (8.88%) compared to JPM (6.40%). In terms of maximum drawdown, JPM dropped -76.16% vs CW's -59.19%.
CW currently has the higher Sharpe Ratio (1.84 vs 0.90), 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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