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JPM vs. EOAN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

JPM vs. EOAN.DE

Last updated Jun 9, 2026

JPM (JPMorgan Chase & Co.) and EOAN.DE (E.ON SE) are both stocks. JPM operates in Banks - Diversified (Financial Services), while EOAN.DE operates in Utilities - Diversified (Utilities). Over the past 10 years, JPM returned 20.32%/yr vs 14.18%/yr for EOAN.DE. At a 0.23 correlation, their price movements are largely independent.

Performance

JPM vs. EOAN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Chase & Co. (JPM) and E.ON SE (EOAN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPM is traded in USD, while EOAN.DE is traded in EUR. To make them comparable, the EOAN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPM achieves a -2.52% return, which is significantly lower than EOAN.DE's 14.05% return. Over the past 10 years, JPM has outperformed EOAN.DE with an annualized return of 20.32%, while EOAN.DE has yielded a comparatively lower 14.18% 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%

EOAN.DE

1D
-0.14%
1M
-0.68%
YTD
14.05%
6M
19.70%
1Y
23.54%
3Y*
24.52%
5Y*
15.94%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPM vs. EOAN.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JPM
JPMorgan Chase & Co.		-2.52%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%
EOAN.DE
E.ON SE		14.05%67.95%-9.15%40.29%-23.91%29.72%9.45%13.11%-6.32%58.87%

Correlation

The correlation between JPM and EOAN.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

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

0.06

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

0.16

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.23

The correlation between JPM and EOAN.DE shifts across timeframes, from 0.06 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

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JPMorgan Chase & Co.

E.ON SE

Often compared with JPM:
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Often compared with EOAN.DE:
EOAN.DE vs. VOOEOAN.DE vs. RWE.DEEOAN.DE vs. SPYEOAN.DE vs. ETNEOAN.DE vs. RKT.LEOAN.DE vs. BRK-BEOAN.DE vs. AMZN

Return for Risk

JPM vs. EOAN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPM
JPM Risk / Return Rank: 6666
Overall Rank
JPM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPM Omega Ratio Rank: 6262
Omega Ratio Rank
JPM Calmar Ratio Rank: 6666
Calmar Ratio Rank
JPM Martin Ratio Rank: 6767
Martin Ratio Rank
EOAN.DE
EOAN.DE Risk / Return Rank: 6868
Overall Rank
EOAN.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EOAN.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EOAN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EOAN.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EOAN.DE Martin Ratio Rank: 7373
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. EOAN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and E.ON SE (EOAN.DE). 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.

JPMEOAN.DEDifference
Sharpe ratioReturn per unit of total volatility
0.90
0.98

-0.08

Sortino ratioReturn per unit of downside risk
1.30
1.45

-0.15

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.26

2.00

-0.74

Martin ratioReturn relative to average drawdown

2.98

4.83

-1.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPM vs. EOAN.DE - Sharpe Ratio Comparison

The current JPM Sharpe Ratio is 0.90, which is comparable to the EOAN.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JPM and EOAN.DE, 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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Sharpe Ratios by Period

JPMEOAN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.98

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.66

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.58

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.03

+0.31

Drawdowns

JPM vs. EOAN.DE - Drawdown Comparison

The maximum JPM drawdown since its inception was -76.16%, smaller than the maximum EOAN.DE drawdown of -83.08%. Use the drawdown chart below to compare losses from any high point for JPM and EOAN.DE.

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Drawdown Indicators

JPMEOAN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-83.08%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-10.90%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.42%

-29.35%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-46.16%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-46.16%

+2.53%

Current Drawdown

Current decline from peak

-6.55%

-16.86%

+10.31%

Average Drawdown

Average peak-to-trough decline

-17.62%

-56.76%

+39.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

4.51%

+1.99%

Volatility

JPM vs. EOAN.DE - Volatility Comparison

The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while E.ON SE (EOAN.DE) has a volatility of 7.48%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than EOAN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JPMEOAN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

7.48%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

18.21%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

22.25%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.45%

23.75%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

24.21%

+3.19%

Dividends

JPM vs. EOAN.DE - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 1.90%, less than EOAN.DE's 3.16% yield.

PositionTTM20252024202320222021202020192018201720162015
EOAN.DE
E.ON SE		3.16%3.41%4.71%4.20%5.25%3.85%5.08%4.51%3.48%2.32%7.46%6.38%
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. EOAN.DE - Financials Comparison

This section allows you to compare key financial metrics between JPMorgan Chase & Co. and E.ON SE. 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

Please note, different currencies. JPM values in USD, EOAN.DE values in EUR

Frequently Asked Questions

JPM and EOAN.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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