JPM vs. PH
JPM (JPMorgan Chase & Co.) and PH (Parker-Hannifin Corporation) are both stocks. JPM operates in Banks - Diversified (Financial Services), while PH operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, JPM returned 20.32%/yr vs 24.75%/yr for PH. At a 0.41 correlation, their price movements are largely independent.
Performance
JPM vs. PH - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.52% return, which is significantly lower than PH's 0.89% return. Over the past 10 years, JPM has underperformed PH with an annualized return of 20.32%, while PH has yielded a comparatively higher 24.75% 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%
PH
- 1D
- 0.09%
- 1M
- 0.49%
- YTD
- 0.89%
- 6M
- 0.81%
- 1Y
- 32.71%
- 3Y*
- 36.81%
- 5Y*
- 25.26%
- 10Y*
- 24.75%
JPM vs. PH - 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% | 26.76% |
PH Parker-Hannifin Corporation | 0.89% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between JPM and PH is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1985 | 0.41 |
The correlation between JPM and PH shifts across timeframes, from 0.41 (all time) to 0.59 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$869.15B
PH:
$113.04B
JPM:
$21.08
PH:
$27.11
JPM:
14.76
PH:
32.58
JPM:
1.63
PH:
1.37
JPM:
3.05
PH:
5.40
JPM:
2.53
PH:
7.26
JPM:
$285.09B
PH:
$20.99B
JPM:
$173.52B
PH:
$7.81B
JPM:
$81.46B
PH:
$5.31B
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Return for Risk
JPM vs. PH — Risk / Return Rank
JPM
PH
JPM vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Parker-Hannifin Corporation (PH). 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 | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.70 | -0.44 |
| Martin ratioReturn relative to average drawdown | 2.98 | 5.17 | -2.19 |
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 | PH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.34 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.89 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.44 | -0.10 |
Drawdowns
JPM vs. PH - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for JPM and PH.
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Drawdown Indicators
| JPM | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -66.92% | -9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -19.34% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -26.79% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -28.64% | -10.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -54.68% | +11.05% |
Current DrawdownCurrent decline from peak | -6.55% | -13.48% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -15.33% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 6.34% | +0.16% |
Volatility
JPM vs. PH - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 6.40% compared to Parker-Hannifin Corporation (PH) at 5.59%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.59% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 18.60% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 24.62% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 28.61% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 31.69% | -4.29% |
Dividends
JPM vs. PH - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, more than PH's 0.84% yield.
| 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% |
PH Parker-Hannifin Corporation | 0.84% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
Financials
JPM vs. PH - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Parker-Hannifin Corporation. 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. PH - 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%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
Frequently Asked Questions
JPM and PH have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.40%) compared to PH (5.59%). In terms of maximum drawdown, JPM dropped -76.16% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.34 vs 0.90), 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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