NVR vs. JPM
NVR (NVR, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. NVR operates in Residential Construction (Consumer Cyclical), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, NVR returned 13.65%/yr vs 20.32%/yr for JPM. At a 0.25 correlation, their price movements are largely independent.
Performance
NVR vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, NVR achieves a -15.11% return, which is significantly lower than JPM's -2.52% return. Over the past 10 years, NVR has underperformed JPM with an annualized return of 13.65%, while JPM has yielded a comparatively higher 20.32% annualized return.
NVR
- 1D
- 0.14%
- 1M
- 3.63%
- YTD
- -15.11%
- 6M
- -16.77%
- 1Y
- -13.00%
- 3Y*
- 2.09%
- 5Y*
- 5.25%
- 10Y*
- 13.65%
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
NVR vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | -15.11% | -10.83% | 16.83% | 51.77% | -21.94% | 44.83% | 7.13% | 56.28% | -30.53% | 110.20% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between NVR and JPM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 1987 | 0.25 |
Fundamentals
NVR:
$18.13B
JPM:
$869.15B
NVR:
$408.34
JPM:
$21.08
NVR:
15.16
JPM:
14.76
NVR:
1.48
JPM:
1.63
NVR:
1.94
JPM:
3.05
NVR:
5.19
JPM:
2.53
NVR:
$9.66B
JPM:
$285.09B
NVR:
$2.17B
JPM:
$173.52B
NVR:
$1.60B
JPM:
$81.46B
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Return for Risk
NVR vs. JPM — Risk / Return Rank
NVR
JPM
NVR vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) 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.
| NVR | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.17 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.26 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.84 | 2.98 | -3.83 |
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
| NVR | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.90 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.69 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.74 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.34 | -0.29 |
Drawdowns
NVR vs. JPM - Drawdown Comparison
The maximum NVR drawdown since its inception was -96.47%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for NVR and JPM.
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Drawdown Indicators
| NVR | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.47% | -76.16% | -20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -15.47% | -19.41% |
Max Drawdown (3Y)Largest decline over 3 years | -43.94% | -24.42% | -19.52% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -38.77% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -46.13% | -43.63% | -2.50% |
Current DrawdownCurrent decline from peak | -37.62% | -6.55% | -31.07% |
Average DrawdownAverage peak-to-trough decline | -23.55% | -17.62% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.45% | 6.50% | +8.95% |
Volatility
NVR vs. JPM - Volatility Comparison
NVR, Inc. (NVR) and JPMorgan Chase & Co. (JPM) have volatilities of 6.50% and 6.40%, 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
| NVR | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.40% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 19.81% | 17.38% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 21.62% | +5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.54% | 24.45% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.95% | 27.40% | +4.55% |
Dividends
NVR vs. JPM - Dividend Comparison
NVR has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.90%.
| 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% |
NVR NVR, 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
NVR vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between NVR, 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
NVR vs. JPM - Profitability Comparison
NVR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a gross profit of 360.34M and revenue of 1.83B. Therefore, the gross margin over that period was 19.6%.
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%.
NVR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported an operating income of 203.37M and revenue of 1.83B, resulting in an operating margin of 11.1%.
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%.
NVR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a net income of 198.36M and revenue of 1.83B, resulting in a net margin of 10.8%.
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
NVR and JPM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVR has higher volatility (6.50%) compared to JPM (6.40%). In terms of maximum drawdown, NVR dropped -96.47% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.48), 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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