MRCY vs. JPM
MRCY (Mercury Systems, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. MRCY operates in Aerospace & Defense (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, MRCY returned 16.46%/yr vs 22.02%/yr for JPM. At a 0.30 correlation, their price movements are largely independent.
Performance
MRCY vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, MRCY achieves a 51.86% return, which is significantly higher than JPM's 4.70% return. Over the past 10 years, MRCY has underperformed JPM with an annualized return of 16.46%, while JPM has yielded a comparatively higher 22.02% annualized return.
MRCY
- 1D
- -0.80%
- 1M
- 12.50%
- YTD
- 51.86%
- 6M
- 47.69%
- 1Y
- 113.91%
- 3Y*
- 47.05%
- 5Y*
- 10.77%
- 10Y*
- 16.46%
JPM
- 1D
- 0.80%
- 1M
- 9.06%
- YTD
- 4.70%
- 6M
- 3.51%
- 1Y
- 22.41%
- 3Y*
- 37.10%
- 5Y*
- 19.98%
- 10Y*
- 22.02%
MRCY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRCY Mercury Systems, Inc. | 51.86% | 73.83% | 14.85% | -18.26% | -18.74% | -37.47% | 27.42% | 46.14% | -7.91% | 69.92% |
JPM JPMorgan Chase & Co. | 4.70% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between MRCY and JPM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 1998 | 0.30 |
Fundamentals
MRCY:
$6.58B
JPM:
$933.49B
MRCY:
-$0.24
JPM:
$21.08
MRCY:
6.79
JPM:
3.27
MRCY:
4.46
JPM:
2.71
MRCY:
$966.95M
JPM:
$285.09B
MRCY:
$277.35M
JPM:
$173.52B
MRCY:
-$12.94M
JPM:
$81.46B
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Return for Risk
MRCY vs. JPM — Risk / Return Rank
MRCY
JPM
MRCY vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercury Systems, Inc. (MRCY) and JPMorgan Chase & Co. (JPM). 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.
| MRCY | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.46 | +2.10 |
| Martin ratioReturn relative to average drawdown | 8.87 | 3.43 | +5.44 |
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Drawdowns
MRCY vs. JPM - Drawdown Comparison
The maximum MRCY drawdown since its inception was -95.95%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for MRCY and JPM.
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Drawdown Indicators
| MRCY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.95% | -76.16% | -19.79% |
Max Drawdown (1Y)Largest decline over 1 year | -32.19% | -15.47% | -16.72% |
Max Drawdown (3Y)Largest decline over 3 years | -35.04% | -24.42% | -10.62% |
Max Drawdown (5Y)Largest decline over 5 years | -62.43% | -38.77% | -23.66% |
Max Drawdown (10Y)Largest decline over 10 years | -71.73% | -43.63% | -28.10% |
Current DrawdownCurrent decline from peak | -7.84% | 0.00% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -53.70% | -17.61% | -36.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.89% | 6.55% | +6.34% |
Volatility
MRCY vs. JPM - Volatility Comparison
Mercury Systems, Inc. (MRCY) has a higher volatility of 19.44% compared to JPMorgan Chase & Co. (JPM) at 7.34%. This indicates that MRCY's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRCY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.44% | 7.34% | +12.10% |
Volatility (6M)Calculated over the trailing 6-month period | 44.48% | 17.14% | +27.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.02% | 22.12% | +34.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.24% | 24.47% | +21.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.10% | 27.35% | +16.75% |
Dividends
MRCY vs. JPM - Dividend Comparison
MRCY has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRCY Mercury Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRCY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Mercury Systems, Inc. and JPMorgan Chase & Co.. 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
MRCY vs. JPM - Profitability Comparison
MRCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported a gross profit of 69.05M and revenue of 235.76M. Therefore, the gross margin over that period was 29.3%.
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%.
MRCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported an operating income of 5.23M and revenue of 235.76M, resulting in an operating margin of 2.2%.
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%.
MRCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mercury Systems, Inc. reported a net income of -2.86M and revenue of 235.76M, resulting in a net margin of -1.2%.
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%.
Frequently Asked Questions
MRCY and JPM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRCY has higher volatility (19.44%) compared to JPM (7.34%). In terms of maximum drawdown, MRCY dropped -95.95% vs JPM's -76.16%.
MRCY currently has the higher Sharpe Ratio (2.01 vs 1.02), 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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