MTSI vs. JPM
MTSI (MACOM Technology Solutions Holdings, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. MTSI operates in Semiconductors (Technology), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, MTSI returned 20.50%/yr vs 21.34%/yr for JPM. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
MTSI vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MTSI achieves a 49.52% return, which is significantly higher than JPM's 10.99% return. Both investments have delivered pretty close results over the past 10 years, with MTSI having a 20.50% annualized return and JPM not far ahead at 21.34%.
MTSI
- 1D
- 1.85%
- 1M
- -20.53%
- 6M
- 12.05%
- YTD
- 49.52%
- 1Y
- 87.88%
- 3Y*
- 50.87%
- 5Y*
- 33.06%
- 10Y*
- 20.50%
- ALL TIME*
- 19.78%
JPM
- 1D
- 0.24%
- 1M
- 5.91%
- 6M
- 15.55%
- YTD
- 10.99%
- 1Y
- 24.20%
- 3Y*
- 34.15%
- 5Y*
- 21.45%
- 10Y*
- 21.34%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66B | $3.17B | $3.05B | |
| $365.60M | $413.30M | $590.34M |
MTSI vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 49.52% | 31.85% | 39.76% | 47.59% | -19.57% | 42.26% | 106.92% | 83.32% | -55.41% | -29.69% |
JPM JPMorgan Chase & Co. | 10.99% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between MTSI and JPM is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012 | 0.31 |
The correlation between MTSI and JPM shifts across timeframes, from 0.18 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MTSI:
$19.54B
JPM:
$944.90B
MTSI:
$2.33
JPM:
$23.29
MTSI:
110.04
JPM:
15.14
MTSI:
0.16
JPM:
1.67
MTSI:
18.11
JPM:
3.31
MTSI:
13.93
JPM:
2.79
MTSI:
$1.07B
JPM:
$297.63B
MTSI:
$594.25M
JPM:
$186.33B
MTSI:
$245.21M
JPM:
$90.84B
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
MTSI vs. JPM — Risk / Return Rank
MTSI
JPM
MTSI vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) 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.
| MTSI | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.57 | +0.43 |
| Martin ratioReturn relative to average drawdown | 7.42 | 3.73 | +3.69 |
Loading charts...
Drawdowns
MTSI vs. JPM - Drawdown Comparison
The maximum MTSI drawdown since its inception was -80.78%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for MTSI and JPM.
Loading charts...
Drawdown Indicators
| MTSI | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.78% | -76.16% | -4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -44.17% | -15.47% | -28.70% |
Max Drawdown (3Y)Largest decline over 3 years | -44.17% | -24.42% | -19.75% |
Max Drawdown (5Y)Largest decline over 5 years | -44.86% | -38.77% | -6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -80.78% | -43.63% | -37.15% |
Current DrawdownCurrent decline from peak | -37.49% | -1.31% | -36.18% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -17.56% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.88% | 6.50% | +5.38% |
Volatility
MTSI vs. JPM - Volatility Comparison
MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 19.83% compared to JPMorgan Chase & Co. (JPM) at 6.60%. This indicates that MTSI'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.
Loading charts...
Volatility by Period
| MTSI | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.83% | 6.60% | +13.23% |
Volatility (6M)Calculated over the trailing 6-month period | 45.07% | 16.70% | +28.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.78% | 22.38% | +34.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.05% | 24.46% | +20.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.80% | 27.34% | +25.46% |
Dividends
MTSI vs. JPM - Dividend Comparison
MTSI has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.70% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
MTSI MACOM Technology Solutions Holdings, 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
MTSI vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between MACOM Technology Solutions Holdings, 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
MTSI vs. JPM - Profitability Comparison
MTSI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MACOM Technology Solutions Holdings, Inc. reported a gross profit of 164.43M and revenue of 288.96M. Therefore, the gross margin over that period was 56.9%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
MTSI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MACOM Technology Solutions Holdings, Inc. reported an operating income of 50.83M and revenue of 288.96M, resulting in an operating margin of 17.6%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
MTSI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MACOM Technology Solutions Holdings, Inc. reported a net income of 46.33M and revenue of 288.96M, resulting in a net margin of 16.0%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
MTSI and JPM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTSI has higher volatility (19.83%) compared to JPM (6.60%). In terms of maximum drawdown, MTSI dropped -80.78% vs JPM's -76.16%.
MTSI currently has the higher Sharpe Ratio (1.56 vs 1.09), 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 MTSI and JPM
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