NESN.SW vs. JPM
NESN.SW (Nestlé S.A.) and JPM (JPMorgan Chase & Co.) are both stocks. NESN.SW operates in Packaged Foods (Consumer Defensive), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, NESN.SW returned 3.43%/yr vs 18.08%/yr for JPM. At a 0.15 correlation, their price movements are largely independent.
Performance
NESN.SW vs. JPM - Performance Comparison
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Different Trading Currencies
NESN.SW is traded in CHF, while JPM is traded in USD. To make them comparable, the JPM values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESN.SW achieves a 1.36% return, which is significantly higher than JPM's -1.84% return. Over the past 10 years, NESN.SW has underperformed JPM with an annualized return of 3.43%, while JPM has yielded a comparatively higher 18.08% annualized return.
NESN.SW
- 1D
- -0.78%
- 1M
- -1.02%
- YTD
- 1.36%
- 6M
- 1.26%
- 1Y
- -7.95%
- 3Y*
- -7.76%
- 5Y*
- -4.52%
- 10Y*
- 3.43%
JPM
- 1D
- 0.00%
- 1M
- 6.04%
- YTD
- -1.84%
- 6M
- -1.35%
- 1Y
- 16.01%
- 3Y*
- 27.84%
- 5Y*
- 14.08%
- 10Y*
- 18.08%
NESN.SW vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 1.36% | 8.93% | -20.71% | -6.62% | -13.99% | 25.41% | 2.09% | 34.76% | -1.76% | 18.26% |
JPM JPMorgan Chase & Co. | -1.94% | 19.94% | 55.66% | 18.93% | -11.45% | 31.51% | -13.50% | 44.75% | -5.72% | 21.38% |
Correlation
The correlation between NESN.SW and JPM is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.15 |
The correlation between NESN.SW and JPM shifts across timeframes, from -0.06 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NESN.SW vs. JPM — Risk / Return Rank
NESN.SW
JPM
NESN.SW vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) 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.
| NESN.SW | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.14 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.98 | -1.44 |
| Martin ratioReturn relative to average drawdown | -0.75 | 2.19 | -2.95 |
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
| NESN.SW | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.71 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.55 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.63 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.29 | +0.18 |
Drawdowns
NESN.SW vs. JPM - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -39.85%, smaller than the maximum JPM drawdown of -67.07%. Use the drawdown chart below to compare losses from any high point for NESN.SW and JPM.
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Drawdown Indicators
| NESN.SW | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -67.07% | +27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -18.11% | -16.48% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -30.19% | -28.07% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -33.56% | -4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -42.86% | +4.41% |
Current DrawdownCurrent decline from peak | -30.81% | -6.19% | -24.62% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -14.44% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.76% | 7.32% | +4.44% |
Volatility
NESN.SW vs. JPM - Volatility Comparison
Nestlé S.A. (NESN.SW) and JPMorgan Chase & Co. (JPM) have volatilities of 5.83% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESN.SW | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 6.05% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 17.47% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 22.60% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 25.63% | -8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 28.87% | -12.26% |
Dividends
NESN.SW vs. JPM - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 4.04%, more than JPM's 1.90% 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% |
NESN.SW Nestlé S.A. | 4.04% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
Financials
NESN.SW vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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
Frequently Asked Questions
NESN.SW and JPM have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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