JPM vs. KO
JPM (JPMorgan Chase & Co.) and KO (The Coca-Cola Company) are both stocks. JPM operates in Banks - Diversified (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, JPM returned 22.02%/yr vs 9.59%/yr for KO. At a 0.30 correlation, their price movements are largely independent.
Performance
JPM vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a 4.70% return, which is significantly lower than KO's 16.41% return. Over the past 10 years, JPM has outperformed KO with an annualized return of 22.02%, while KO has yielded a comparatively lower 9.59% annualized return.
JPM
- 1D
- 0.80%
- 1M
- 9.06%
- YTD
- 4.70%
- 6M
- 3.51%
- 1Y
- 22.41%
- 3Y*
- 37.10%
- 5Y*
- 19.98%
- 10Y*
- 22.02%
KO
- 1D
- 0.98%
- 1M
- -0.80%
- YTD
- 16.41%
- 6M
- 16.48%
- 1Y
- 18.42%
- 3Y*
- 12.75%
- 5Y*
- 11.35%
- 10Y*
- 9.59%
JPM vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 4.70% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
KO The Coca-Cola Company | 16.41% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between JPM and KO is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.30 |
The correlation between JPM and KO shifts across timeframes, from -0.06 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$933.49B
KO:
$346.46B
JPM:
$21.08
KO:
$3.18
JPM:
15.85
KO:
25.29
JPM:
1.75
KO:
3.05
JPM:
3.27
KO:
7.03
JPM:
2.71
KO:
10.30
JPM:
$285.09B
KO:
$49.28B
JPM:
$173.52B
KO:
$30.43B
JPM:
$81.46B
KO:
$18.35B
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Return for Risk
JPM vs. KO — Risk / Return Rank
JPM
KO
JPM vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.35 | -0.90 |
| Martin ratioReturn relative to average drawdown | 3.43 | 4.67 | -1.24 |
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Drawdowns
JPM vs. KO - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for JPM and KO.
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Drawdown Indicators
| JPM | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -68.23% | -7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -7.87% | -7.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -16.26% | -8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -17.27% | -21.50% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -36.99% | -6.64% |
Current DrawdownCurrent decline from peak | 0.00% | -3.30% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -16.08% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 3.95% | +2.60% |
Volatility
JPM vs. KO - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 7.34% compared to The Coca-Cola Company (KO) at 6.94%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 6.94% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 12.74% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.12% | 16.74% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 16.16% | +8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.35% | 18.23% | +9.12% |
Dividends
JPM vs. KO - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.77%, less than KO's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
KO The Coca-Cola Company | 2.59% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
JPM vs. KO - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and The Coca-Cola 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.
Total Revenue: Total amount of money received from sales and other business activities
JPM vs. KO - 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%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
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%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
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%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
JPM and KO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (7.34%) compared to KO (6.94%). In terms of maximum drawdown, JPM dropped -76.16% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.11 vs 1.02), 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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