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JPM vs. WFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JPM vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Chase & Co. (JPM) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPM achieves a 6.66% return, which is significantly higher than WFC's -6.38% return. Over the past 10 years, JPM has outperformed WFC with an annualized return of 21.27%, while WFC has yielded a comparatively lower 8.96% annualized return.


JPM

1D
-0.65%
1M
4.67%
6M
9.49%
YTD
6.66%
1Y
18.57%
3Y*
32.69%
5Y*
20.23%
10Y*
21.27%
ALL TIME*
12.35%

WFC

1D
-1.35%
1M
5.02%
6M
-1.28%
YTD
-6.38%
1Y
9.41%
3Y*
26.50%
5Y*
16.28%
10Y*
8.96%
ALL TIME*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPM vs. WFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPM
JPMorgan Chase & Co.
6.66%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%
WFC
Wells Fargo & Company
-6.38%35.57%46.48%22.94%-11.92%61.15%-41.65%21.44%-21.83%13.21%

Correlation

The correlation between JPM and WFC is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1983

0.60

The correlation between JPM and WFC shifts across timeframes, from 0.60 (all time) to 0.77 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JPM:

$908.01B

WFC:

$264.23B

EPS

JPM:

$23.29

WFC:

$7.11

PE Ratio

JPM:

14.55

WFC:

12.13

PEG Ratio

JPM:

1.61

WFC:

1.05

PS Ratio

JPM:

3.18

WFC:

2.13

PB Ratio

JPM:

2.68

WFC:

1.61

Total Revenue (TTM)

JPM:

$297.63B

WFC:

$129.11B

Gross Profit (TTM)

JPM:

$186.33B

WFC:

$83.28B

EBITDA (TTM)

JPM:

$90.84B

WFC:

$33.13B

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Return for Risk

JPM vs. WFC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPM
JPM Risk / Return Rank: 6868
Overall Rank
JPM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPM Omega Ratio Rank: 6464
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
Martin Ratio Rank

WFC
WFC Risk / Return Rank: 5454
Overall Rank
WFC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WFC Sortino Ratio Rank: 5151
Sortino Ratio Rank
WFC Omega Ratio Rank: 5050
Omega Ratio Rank
WFC Calmar Ratio Rank: 5656
Calmar Ratio Rank
WFC Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPM vs. WFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Wells Fargo & Company (WFC). 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.


JPMWFCDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.16

1.08

+0.08

Calmar ratioReturn relative to maximum drawdown

1.21

0.41

+0.80

Martin ratioReturn relative to average drawdown

2.85

0.88

+1.97

JPM vs. WFC - Sharpe Ratio Comparison

The current JPM Sharpe Ratio is 0.84, which is higher than the WFC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of JPM and WFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPM vs. WFC - Drawdown Comparison

The maximum JPM drawdown since its inception was -76.16%, roughly equal to the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for JPM and WFC.


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Drawdown Indicators


JPMWFCDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-79.01%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-23.02%

+7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.42%

-24.73%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-37.10%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-64.46%

+20.83%

Current Drawdown

Current decline from peak

-2.32%

-9.48%

+7.16%

Average Drawdown

Average peak-to-trough decline

-17.58%

-15.34%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

10.67%

-4.14%

Volatility

JPM vs. WFC - Volatility Comparison

The current volatility for JPMorgan Chase & Co. (JPM) is 6.42%, while Wells Fargo & Company (WFC) has a volatility of 7.53%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPMWFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

7.53%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

16.66%

20.20%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

26.61%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

29.91%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.31%

32.30%

-4.99%

Dividends

JPM vs. WFC - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 1.77%, less than WFC's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.
1.77%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
WFC
Wells Fargo & Company
2.09%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%

Financials

JPM vs. WFC - Financials Comparison

This section allows you to compare key financial metrics between JPMorgan Chase & Co. and Wells Fargo & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00B30.00B40.00B50.00B60.00B70.00B80.00B20222023202420252026
82.46B
33.59B
(JPM) Total Revenue
(WFC) Total Revenue
Values in USD except per share items

JPM vs. WFC - Profitability Comparison

The chart below illustrates the profitability comparison between JPMorgan Chase & Co. and Wells Fargo & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20222023202420252026
66.5%
64.6%
Portfolio components
JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.

WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Wells Fargo & Company reported a gross profit of 21.71B and revenue of 33.59B. Therefore, the gross margin over that period was 64.6%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Wells Fargo & Company reported an operating income of 8.05B and revenue of 33.59B, resulting in an operating margin of 24.0%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Wells Fargo & Company reported a net income of 6.41B and revenue of 33.59B, resulting in a net margin of 19.1%.


Frequently Asked Questions


JPM and WFC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFC has higher volatility (7.53%) compared to JPM (6.42%). In terms of maximum drawdown, JPM dropped -76.16% vs WFC's -79.01%.

JPM currently has the higher Sharpe Ratio (0.84 vs 0.36), 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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