PBF vs. JPM
PBF (PBF Energy Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. PBF operates in Oil & Gas Refining & Marketing (Energy), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, PBF returned 15.33%/yr vs 21.80%/yr for JPM. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
PBF vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PBF achieves a 170.44% return, which is significantly higher than JPM's 10.73% return. Over the past 10 years, PBF has underperformed JPM with an annualized return of 15.33%, while JPM has yielded a comparatively higher 21.80% annualized return.
PBF
- 1D
- -1.12%
- 1M
- 51.18%
- 6M
- 119.20%
- YTD
- 170.44%
- 1Y
- 244.92%
- 3Y*
- 18.24%
- 5Y*
- 54.47%
- 10Y*
- 15.33%
- ALL TIME*
- 10.53%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.69B | $3.19B | $3.04B | |
| $225.84M | $191.30M | $141.72M |
PBF vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 170.44% | 6.75% | -37.99% | 9.97% | 215.81% | 82.68% | -77.12% | 0.16% | -4.93% | 33.64% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between PBF and JPM is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2012 | 0.31 |
The correlation between PBF and JPM shifts across timeframes, from -0.04 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PBF:
$8.55B
JPM:
$942.62B
PBF:
$11.31
JPM:
$23.29
PBF:
6.39
JPM:
15.10
PBF:
0.02
JPM:
1.67
PBF:
0.25
JPM:
3.30
PBF:
1.37
JPM:
2.78
PBF:
$34.37B
JPM:
$297.63B
PBF:
$1.54B
JPM:
$186.33B
PBF:
$2.13B
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
PBF vs. JPM — Risk / Return Rank
PBF
JPM
PBF vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) 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.
| PBF | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.17 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.67 | 1.36 | +5.30 |
| Martin ratioReturn relative to average drawdown | 15.39 | 3.24 | +12.15 |
Loading charts...
Drawdowns
PBF vs. JPM - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for PBF and JPM.
Loading charts...
Drawdown Indicators
| PBF | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -76.16% | -15.35% |
Max Drawdown (1Y)Largest decline over 1 year | -34.86% | -15.47% | -19.39% |
Max Drawdown (3Y)Largest decline over 3 years | -76.04% | -24.42% | -51.62% |
Max Drawdown (5Y)Largest decline over 5 years | -76.04% | -38.77% | -37.27% |
Max Drawdown (10Y)Largest decline over 10 years | -91.51% | -43.63% | -47.88% |
Current DrawdownCurrent decline from peak | -1.12% | -1.54% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -37.63% | -17.56% | -20.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.08% | 6.51% | +8.57% |
Volatility
PBF vs. JPM - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 20.64% compared to JPMorgan Chase & Co. (JPM) at 6.60%. This indicates that PBF'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
| PBF | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 6.60% | +14.04% |
Volatility (6M)Calculated over the trailing 6-month period | 48.06% | 16.70% | +31.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.86% | 22.50% | +43.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.15% | 24.46% | +35.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.63% | 27.33% | +40.30% |
Dividends
PBF vs. JPM - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 1.52%, less than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
PBF PBF Energy Inc. | 1.52% | 4.06% | 3.86% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% |
Financials
PBF vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between PBF Energy 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
PBF vs. JPM - Profitability Comparison
PBF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported a gross profit of 1.15B and revenue of 11.68B. Therefore, the gross margin over that period was 9.8%.
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%.
PBF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported an operating income of 1.27B and revenue of 11.68B, resulting in an operating margin of 10.9%.
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%.
PBF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, PBF Energy Inc. reported a net income of 906.40M and revenue of 11.68B, resulting in a net margin of 7.8%.
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
PBF and JPM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBF has higher volatility (20.64%) compared to JPM (6.60%). In terms of maximum drawdown, PBF dropped -91.51% vs JPM's -76.16%.
PBF currently has the higher Sharpe Ratio (3.56 vs 0.94), 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 PBF 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