JPM vs. KKR
JPM (JPMorgan Chase & Co.) and KKR (KKR & Co. Inc.) are both stocks. Both are in the Financial Services sector — JPM in Banks - Diversified, KKR in Asset Management. Over the past 10 years, JPM returned 21.02%/yr vs 24.52%/yr for KKR. At a 0.48 correlation, their price movements are largely independent.
Performance
JPM vs. KKR - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a 0.50% return, which is significantly higher than KKR's -24.22% return. Over the past 10 years, JPM has underperformed KKR with an annualized return of 21.02%, while KKR has yielded a comparatively higher 24.52% 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%
KKR
- 1D
- 0.99%
- 1M
- -1.03%
- YTD
- -24.22%
- 6M
- -29.28%
- 1Y
- -22.64%
- 3Y*
- 19.99%
- 5Y*
- 12.18%
- 10Y*
- 24.52%
JPM vs. KKR - 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% |
KKR KKR & Co. Inc. | -24.22% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
Correlation
The correlation between JPM and KKR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2010 | 0.48 |
The correlation between JPM and KKR shifts across timeframes, from 0.41 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$896.00B
KKR:
$91.83B
JPM:
$21.08
KKR:
$3.10
JPM:
15.21
KKR:
31.02
JPM:
1.68
KKR:
3.27
JPM:
3.14
KKR:
4.60
JPM:
2.60
KKR:
1.14
JPM:
$285.09B
KKR:
$19.99B
JPM:
$173.52B
KKR:
$8.35B
JPM:
$81.46B
KKR:
$9.97B
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Return for Risk
JPM vs. KKR — Risk / Return Rank
JPM
KKR
JPM vs. KKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and KKR & Co. Inc. (KKR). 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 | KKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.92 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | -0.51 | +1.93 |
| Martin ratioReturn relative to average drawdown | 3.36 | -0.92 | +4.28 |
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Drawdowns
JPM vs. KKR - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for JPM and KKR.
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Drawdown Indicators
| JPM | KKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -53.10% | -23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -44.62% | +29.15% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -49.42% | +25.00% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -49.42% | +10.65% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -49.42% | +5.79% |
Current DrawdownCurrent decline from peak | -3.66% | -41.85% | +38.19% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -16.22% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 24.65% | -18.11% |
Volatility
JPM vs. KKR - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while KKR & Co. Inc. (KKR) has a volatility of 9.89%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | KKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 9.89% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 29.26% | -12.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 37.32% | -15.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 39.23% | -14.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 36.62% | -9.23% |
Dividends
JPM vs. KKR - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.84%, more than KKR's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KKR KKR & Co. Inc. | 0.78% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
Financials
JPM vs. KKR - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and KKR & Co. Inc.. 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. KKR - 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%.
KKR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.
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%.
KKR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.
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%.
KKR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.
Frequently Asked Questions
JPM and KKR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (9.89%) compared to JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs KKR's -53.10%.
JPM currently has the higher Sharpe Ratio (1.01 vs -0.61), 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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