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OSCR vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OSCR and JPM is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

OSCR vs. JPM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-5.65%
26.69%
OSCR
JPM

Key characteristics

Sharpe Ratio

OSCR:

0.48

JPM:

2.46

Sortino Ratio

OSCR:

1.23

JPM:

3.23

Omega Ratio

OSCR:

1.14

JPM:

1.49

Calmar Ratio

OSCR:

0.51

JPM:

5.75

Martin Ratio

OSCR:

1.39

JPM:

16.43

Ulcer Index

OSCR:

24.37%

JPM:

3.55%

Daily Std Dev

OSCR:

70.65%

JPM:

23.72%

Max Drawdown

OSCR:

-94.15%

JPM:

-74.02%

Current Drawdown

OSCR:

-54.64%

JPM:

-0.21%

Fundamentals

Market Cap

OSCR:

$4.03B

JPM:

$743.74B

EPS

OSCR:

-$0.02

JPM:

$19.76

Total Revenue (TTM)

OSCR:

$6.79B

JPM:

$177.39B

Gross Profit (TTM)

OSCR:

$6.79B

JPM:

$177.39B

EBITDA (TTM)

OSCR:

$227.53M

JPM:

$118.91B

Returns By Period

In the year-to-date period, OSCR achieves a 24.11% return, which is significantly higher than JPM's 11.78% return.


OSCR

YTD

24.11%

1M

22.83%

6M

-5.66%

1Y

30.21%

5Y*

N/A

10Y*

N/A

JPM

YTD

11.78%

1M

11.97%

6M

26.69%

1Y

54.69%

5Y*

18.45%

10Y*

20.55%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OSCR vs. JPM — Risk-Adjusted Performance Rank

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

OSCR
The Risk-Adjusted Performance Rank of OSCR is 6464
Overall Rank
The Sharpe Ratio Rank of OSCR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of OSCR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of OSCR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of OSCR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of OSCR is 6262
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9696
Overall Rank
The Sharpe Ratio Rank of JPM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OSCR vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oscar Health, Inc. (OSCR) 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.


Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 0.48, compared to the broader market-2.000.002.000.482.46
The chart of Sortino ratio for OSCR, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.233.23
The chart of Omega ratio for OSCR, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.49
The chart of Calmar ratio for OSCR, currently valued at 0.51, compared to the broader market0.002.004.006.000.515.75
The chart of Martin ratio for OSCR, currently valued at 1.39, compared to the broader market0.0010.0020.001.3916.43
OSCR
JPM

The current OSCR Sharpe Ratio is 0.48, which is lower than the JPM Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of OSCR and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.48
2.46
OSCR
JPM

Dividends

OSCR vs. JPM - Dividend Comparison

OSCR has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.80%.


TTM20242023202220212020201920182017201620152014
OSCR
Oscar Health, 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%
JPM
JPMorgan Chase & Co.
1.80%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

OSCR vs. JPM - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for OSCR and JPM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-54.64%
-0.21%
OSCR
JPM

Volatility

OSCR vs. JPM - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 16.21% compared to JPMorgan Chase & Co. (JPM) at 4.44%. This indicates that OSCR'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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.21%
4.44%
OSCR
JPM

Financials

OSCR vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Oscar Health, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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