JPM vs. IR
JPM (JPMorgan Chase & Co.) and IR (Ingersoll-Rand Plc) are both stocks. JPM operates in Banks - Diversified (Financial Services), while IR operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, JPM returned 16.72%/yr vs 8.86%/yr for IR. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
JPM vs. IR - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.52% return, which is significantly higher than IR's -8.49% 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%
IR
- 1D
- 0.29%
- 1M
- -4.32%
- YTD
- -8.49%
- 6M
- -8.59%
- 1Y
- -12.74%
- 3Y*
- 5.18%
- 5Y*
- 8.86%
- 10Y*
- —
JPM vs. IR - 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% | 24.43% |
IR Ingersoll-Rand Plc | -8.49% | -12.34% | 17.06% | 48.21% | -15.41% | 35.85% | 24.21% | 92.80% | -39.73% | 60.81% |
Correlation
The correlation between JPM and IR is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 15, 2017 | 0.50 |
The correlation between JPM and IR has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
Fundamentals
JPM:
$21.08
IR:
$1.96
JPM:
14.76
IR:
36.93
JPM:
1.63
IR:
8.78
JPM:
3.05
IR:
2.79
JPM:
$285.09B
IR:
$7.78B
JPM:
$173.52B
IR:
$2.98B
JPM:
$81.46B
IR:
$1.55B
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Return for Risk
JPM vs. IR — Risk / Return Rank
JPM
IR
JPM vs. IR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Ingersoll-Rand Plc (IR). 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 | IR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.96 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.42 | +1.67 |
| Martin ratioReturn relative to average drawdown | 2.98 | -0.97 | +3.96 |
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 | IR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.39 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.30 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.45 | -0.11 |
Drawdowns
JPM vs. IR - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than IR's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for JPM and IR.
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Drawdown Indicators
| JPM | IR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -50.27% | -25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -30.56% | +15.09% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -36.62% | +12.20% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -36.62% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | — | — |
Current DrawdownCurrent decline from peak | -6.55% | -31.12% | +24.57% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -12.81% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 13.12% | -6.62% |
Volatility
JPM vs. IR - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while Ingersoll-Rand Plc (IR) has a volatility of 7.68%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | IR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.68% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 25.01% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 32.94% | -11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 29.98% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 34.33% | -6.93% |
Dividends
JPM vs. IR - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, more than IR's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IR Ingersoll-Rand Plc | 0.11% | 0.10% | 0.09% | 0.10% | 0.15% | 0.03% | 0.00% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
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. IR - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Ingersoll-Rand Plc. 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. IR - 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%.
IR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.
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%.
IR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.
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%.
IR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.
Frequently Asked Questions
JPM and IR have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IR has higher volatility (7.68%) compared to JPM (6.40%). In terms of maximum drawdown, JPM dropped -76.16% vs IR's -50.27%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.39), 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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