JPM vs. USD=X
JPM (JPMorgan Chase & Co.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, JPM returned 21.02%/yr vs 0.00%/yr for USD=X.
Performance
JPM vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
JPM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
JPM vs. USD=X — Risk / Return Rank
JPM
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JPM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | — | — |
| Martin ratioReturn relative to average drawdown | 3.36 | — | — |
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Drawdowns
JPM vs. USD=X - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JPM and USD=X.
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Drawdown Indicators
| JPM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | 0.00% | -76.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | 0.00% | -15.47% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | 0.00% | -24.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | 0.00% | -38.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | 0.00% | -43.63% |
Current DrawdownCurrent decline from peak | -3.66% | 0.00% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -17.62% | 0.00% | -17.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 0.00% | +6.54% |
Volatility
JPM vs. USD=X - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 6.35% compared to USD Cash (USD=X) at 0.00%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 0.00% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 0.00% | +16.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 0.00% | +21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 0.00% | +24.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 0.00% | +27.39% |
Frequently Asked Questions
JPM has higher volatility (6.35%) compared to USD=X (0.00%). In terms of maximum drawdown, JPM dropped -76.16% vs USD=X's 0.00%.
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