PH vs. JPM
PH (Parker-Hannifin Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. PH operates in Specialty Industrial Machinery (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, PH returned 24.75%/yr vs 20.32%/yr for JPM. At a 0.41 correlation, their price movements are largely independent.
Performance
PH vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, PH achieves a 0.89% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, PH has outperformed JPM with an annualized return of 24.75%, while JPM has yielded a comparatively lower 20.32% annualized return.
PH
- 1D
- 0.09%
- 1M
- 0.49%
- YTD
- 0.89%
- 6M
- 0.81%
- 1Y
- 32.71%
- 3Y*
- 36.81%
- 5Y*
- 25.26%
- 10Y*
- 24.75%
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%
PH vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.89% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
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 PH and JPM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1985 | 0.41 |
The correlation between PH and JPM shifts across timeframes, from 0.41 (all time) to 0.59 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PH:
$113.04B
JPM:
$869.15B
PH:
$27.11
JPM:
$21.08
PH:
32.58
JPM:
14.76
PH:
1.37
JPM:
1.63
PH:
5.40
JPM:
3.05
PH:
7.26
JPM:
2.53
PH:
$20.99B
JPM:
$285.09B
PH:
$7.81B
JPM:
$173.52B
PH:
$5.31B
JPM:
$81.46B
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Return for Risk
PH vs. JPM — Risk / Return Rank
PH
JPM
PH vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.
| PH | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.26 | +0.44 |
| Martin ratioReturn relative to average drawdown | 5.17 | 2.98 | +2.19 |
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
| PH | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.90 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.69 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.74 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.34 | +0.10 |
Drawdowns
PH vs. JPM - Drawdown Comparison
The maximum PH drawdown since its inception was -66.92%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for PH and JPM.
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Drawdown Indicators
| PH | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -76.16% | +9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -19.34% | -15.47% | -3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -26.79% | -24.42% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -28.64% | -38.77% | +10.13% |
Max Drawdown (10Y)Largest decline over 10 years | -54.68% | -43.63% | -11.05% |
Current DrawdownCurrent decline from peak | -13.48% | -6.55% | -6.93% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -17.62% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 6.50% | -0.16% |
Volatility
PH vs. JPM - Volatility Comparison
The current volatility for Parker-Hannifin Corporation (PH) is 5.59%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.40%. This indicates that PH experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PH | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.40% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 17.38% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 21.62% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.61% | 24.45% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.69% | 27.40% | +4.29% |
Dividends
PH vs. JPM - Dividend Comparison
PH's dividend yield for the trailing twelve months is around 0.84%, less 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% |
PH Parker-Hannifin Corporation | 0.84% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
Financials
PH vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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
PH vs. JPM - Profitability Comparison
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
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
PH and JPM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.40%) compared to PH (5.59%). In terms of maximum drawdown, PH dropped -66.92% vs JPM's -76.16%.
PH currently has the higher Sharpe Ratio (1.34 vs 0.90), 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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