JPM vs. MRNA
JPM (JPMorgan Chase & Co.) and MRNA (Moderna, Inc.) are both stocks. JPM operates in Banks - Diversified (Financial Services), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, JPM returned 16.21%/yr vs -24.19%/yr for MRNA. At a 0.16 correlation, their price movements are largely independent.
Performance
JPM vs. MRNA - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.59% return, which is significantly lower than MRNA's 74.94% return.
JPM
- 1D
- 3.34%
- 1M
- 0.48%
- YTD
- -2.59%
- 6M
- -0.70%
- 1Y
- 19.95%
- 3Y*
- 33.76%
- 5Y*
- 16.21%
- 10Y*
- 20.04%
MRNA
- 1D
- 5.16%
- 1M
- 10.45%
- YTD
- 74.94%
- 6M
- 102.39%
- 1Y
- 89.18%
- 3Y*
- -26.31%
- 5Y*
- -24.19%
- 10Y*
- —
JPM vs. MRNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | -2.59% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -5.49% |
MRNA Moderna, Inc. | 74.94% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -17.90% |
Correlation
The correlation between JPM and MRNA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018 | 0.16 |
The correlation between JPM and MRNA shifts across timeframes, from 0.16 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$868.53B
MRNA:
$20.38B
JPM:
$21.08
MRNA:
-$8.16
JPM:
3.05
MRNA:
9.07
JPM:
2.52
MRNA:
2.75
JPM:
$285.09B
MRNA:
$2.23B
JPM:
$173.52B
MRNA:
-$309.00M
JPM:
$81.46B
MRNA:
-$3.02B
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Return for Risk
JPM vs. MRNA — Risk / Return Rank
JPM
MRNA
JPM vs. MRNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Moderna, Inc. (MRNA). 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 | MRNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.53 | -1.23 |
| Martin ratioReturn relative to average drawdown | 3.09 | 5.00 | -1.91 |
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 | MRNA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.40 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.37 | +1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.20 | +0.14 |
Drawdowns
JPM vs. MRNA - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for JPM and MRNA.
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Drawdown Indicators
| JPM | MRNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -95.38% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -35.51% | +20.04% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -86.58% | +62.16% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -95.38% | +56.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | — | — |
Current DrawdownCurrent decline from peak | -6.61% | -89.35% | +82.74% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -56.66% | +39.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 17.90% | -11.43% |
Volatility
JPM vs. MRNA - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 7.21%, while Moderna, Inc. (MRNA) has a volatility of 18.65%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | MRNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 18.65% | -11.44% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 48.15% | -30.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 64.07% | -42.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 66.39% | -41.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 71.92% | -44.53% |
Dividends
JPM vs. MRNA - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, while MRNA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRNA Moderna, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JPM vs. MRNA - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Moderna, 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
Frequently Asked Questions
JPM and MRNA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (18.65%) compared to JPM (7.21%). In terms of maximum drawdown, JPM dropped -76.16% vs MRNA's -95.38%.
MRNA currently has the higher Sharpe Ratio (1.40 vs 0.93), 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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