JPM vs. SDZNY
JPM (JPMorgan Chase & Co.) and SDZNY (Sandoz Group AG) are both stocks. JPM operates in Banks - Diversified (Financial Services), while SDZNY operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past year, JPM returned 23.40% vs 62.22% for SDZNY. At a 0.09 correlation, their price movements are largely independent.
Performance
JPM vs. SDZNY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPM achieves a 0.50% return, which is significantly lower than SDZNY's 17.28% return.
JPM
- 1D
- 2.31%
- 1M
- 7.69%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 23.40%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
SDZNY
- 1D
- 0.12%
- 1M
- 1.44%
- YTD
- 17.28%
- 6M
- 17.96%
- 1Y
- 62.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPM vs. SDZNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 20.07% |
SDZNY Sandoz Group AG | 17.28% | 83.00% | 28.40% | 19.80% |
Correlation
The correlation between JPM and SDZNY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2023 | 0.09 |
Fundamentals
JPM:
$896.00B
SDZNY:
$36.89B
JPM:
$21.08
SDZNY:
$1.66
JPM:
15.21
SDZNY:
50.92
JPM:
1.68
SDZNY:
0.24
JPM:
3.14
SDZNY:
2.02
JPM:
2.60
SDZNY:
3.93
JPM:
$285.09B
SDZNY:
$18.19B
JPM:
$173.52B
SDZNY:
$8.61B
JPM:
$81.46B
SDZNY:
$2.13B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPM vs. SDZNY — Risk / Return Rank
JPM
SDZNY
JPM vs. SDZNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Sandoz Group AG (SDZNY). 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 | SDZNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.16 | -1.74 |
| Martin ratioReturn relative to average drawdown | 3.36 | 8.41 | -5.05 |
Loading charts...
Drawdowns
JPM vs. SDZNY - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than SDZNY's maximum drawdown of -25.34%. Use the drawdown chart below to compare losses from any high point for JPM and SDZNY.
Loading charts...
Drawdown Indicators
| JPM | SDZNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -25.34% | -50.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -19.09% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | — | — |
Current DrawdownCurrent decline from peak | -3.66% | -8.57% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -5.80% | -11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 7.16% | -0.62% |
Volatility
JPM vs. SDZNY - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while Sandoz Group AG (SDZNY) has a volatility of 7.35%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than SDZNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPM | SDZNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 7.35% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 23.43% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 31.56% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 30.66% | -6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 30.66% | -3.27% |
Dividends
JPM vs. SDZNY - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.84%, more than SDZNY's 1.22% 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% |
SDZNY Sandoz Group AG | 1.22% | 1.00% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JPM vs. SDZNY - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Sandoz Group AG. 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. SDZNY - 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%.
SDZNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sandoz Group AG reported a gross profit of 2.25B and revenue of 4.64B. Therefore, the gross margin over that period was 48.4%.
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%.
SDZNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sandoz Group AG reported an operating income of 808.02M and revenue of 4.64B, resulting in an operating margin of 17.4%.
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%.
SDZNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sandoz Group AG reported a net income of 425.40M and revenue of 4.64B, resulting in a net margin of 9.2%.
Frequently Asked Questions
JPM and SDZNY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDZNY has higher volatility (7.35%) compared to JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs SDZNY's -25.34%.
SDZNY currently has the higher Sharpe Ratio (1.91 vs 1.01), 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.
Find the right allocation for JPM and SDZNY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer