JPM vs. STZ
JPM (JPMorgan Chase & Co.) and STZ (Constellation Brands, Inc.) are both stocks. JPM operates in Banks - Diversified (Financial Services), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, JPM returned 20.32%/yr vs 0.71%/yr for STZ. At a 0.28 correlation, their price movements are largely independent.
Performance
JPM vs. STZ - 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 STZ's 3.44% return. Over the past 10 years, JPM has outperformed STZ with an annualized return of 20.32%, while STZ has yielded a comparatively lower 0.71% 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%
STZ
- 1D
- -0.04%
- 1M
- -4.97%
- YTD
- 3.44%
- 6M
- 0.51%
- 1Y
- -15.85%
- 3Y*
- -14.74%
- 5Y*
- -8.24%
- 10Y*
- 0.71%
JPM vs. STZ - 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% |
STZ Constellation Brands, Inc. | 3.44% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Correlation
The correlation between JPM and STZ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.28 |
The correlation between JPM and STZ shifts across timeframes, from 0.13 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$869.15B
STZ:
$24.46B
JPM:
$21.08
STZ:
$11.23
JPM:
14.76
STZ:
12.54
JPM:
1.63
STZ:
7.81
JPM:
3.05
STZ:
2.69
JPM:
2.53
STZ:
2.92
JPM:
$285.09B
STZ:
$9.14B
JPM:
$173.52B
STZ:
$4.71B
JPM:
$81.46B
STZ:
$3.05B
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Return for Risk
JPM vs. STZ — Risk / Return Rank
JPM
STZ
JPM vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Constellation Brands, Inc. (STZ). 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 | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.93 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.60 | +1.86 |
| Martin ratioReturn relative to average drawdown | 2.98 | -1.07 | +4.05 |
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 | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.53 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.34 | +1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.03 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.45 | -0.11 |
Drawdowns
JPM vs. STZ - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for JPM and STZ.
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Drawdown Indicators
| JPM | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -67.39% | -8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -26.51% | +11.04% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -51.28% | +26.86% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -51.28% | +12.51% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -53.53% | +9.90% |
Current DrawdownCurrent decline from peak | -6.55% | -45.54% | +38.99% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -16.58% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 14.89% | -8.39% |
Volatility
JPM vs. STZ - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while Constellation Brands, Inc. (STZ) has a volatility of 8.70%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 8.70% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 23.49% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 29.97% | -8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 24.50% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 26.94% | +0.46% |
Dividends
JPM vs. STZ - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, less than STZ's 2.90% 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% |
STZ Constellation Brands, Inc. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
JPM vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Constellation Brands, 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. STZ - 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%.
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.
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%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.
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%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.
Frequently Asked Questions
JPM and STZ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (8.70%) compared to JPM (6.40%). In terms of maximum drawdown, JPM dropped -76.16% vs STZ's -67.39%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.53), 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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