PVLA vs. JPM

Last updated Jun 24, 2026

PVLA (Palvella Therapeutics, Inc) and JPM (JPMorgan Chase & Co.) are both stocks. PVLA operates in Biotechnology (Healthcare), while JPM operates in Banks - Diversified (Financial Services). Over the past year, PVLA returned 426.53% vs 22.41% for JPM. At a 0.19 correlation, their price movements are largely independent.

Performance

PVLA vs. JPM - Performance Comparison

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

Returns By Period

In the year-to-date period, PVLA achieves a 13.38% return, which is significantly higher than JPM's 4.70% return.

PVLA

• 1D: -0.13%
• 1M: 4.11%
• YTD: 13.38%
• 6M: 18.36%
• 1Y: 426.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPM

• 1D: 0.80%
• 1M: 9.06%
• YTD: 4.70%
• 6M: 3.51%
• 1Y: 22.41%
• 3Y*: 37.10%
• 5Y*: 19.98%
• 10Y*: 22.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PVLA vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PVLA Palvella Therapeutics, Inc	13.38%	772.25%	-8.27%
JPM JPMorgan Chase & Co.	4.70%	37.27%	-0.10%

Correlation

The correlation between PVLA 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 (All Time) Calculated using the full available price history since Dec 16, 2024	0.19

Fundamentals

Market Cap PVLA : $1.34B JPM : $933.49B
EPS PVLA : -$3.75 JPM : $21.08
PB Ratio PVLA : 47.72 JPM : 2.71
Total Revenue (TTM) PVLA : $0.00 JPM : $285.09B
Gross Profit (TTM) PVLA : $0.00 JPM : $173.52B
EBITDA (TTM) PVLA : -$14.75M JPM : $81.46B

Return for Risk

PVLA vs. JPM — Risk / Return Rank

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

PVLA

PVLA Risk / Return Rank: 97
PVLA Sharpe Ratio Rank: 99
PVLA Sortino Ratio Rank: 97
PVLA Omega Ratio Rank: 95
PVLA Calmar Ratio Rank: 99
PVLA Martin Ratio Rank: 98

JPM

JPM Risk / Return Rank: 68
JPM Sharpe Ratio Rank: 73
JPM Sortino Ratio Rank: 65
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 69
JPM Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PVLA vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palvella Therapeutics, Inc (PVLA) 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.

	PVLA	JPM	Difference
Sharpe ratio: Return per unit of total volatility	5.32	1.02	+4.30
Sortino ratio: Return per unit of downside risk	4.47	1.45	+3.02
Omega ratio: Gain probability vs. loss probability	1.54	1.19	+0.35
Calmar ratio: Return relative to maximum drawdown	13.82	1.46	+12.37
Martin ratio: Return relative to average drawdown	31.14	3.43	+27.71

PVLA vs. JPM - Sharpe Ratio Comparison

The current PVLA Sharpe Ratio is 5.32, which is higher than the JPM Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PVLA and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PVLA vs. JPM - Drawdown Comparison

The maximum PVLA drawdown since its inception was -31.48%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for PVLA and JPM.

Drawdown Indicators

	PVLA	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-31.48%	-76.16%	+44.68%
Max Drawdown (1Y) Largest decline over 1 year	-31.11%	-15.47%	-15.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.63%	—
Current Drawdown Current decline from peak	-19.99%	0.00%	-19.99%
Average Drawdown Average peak-to-trough decline	-11.16%	-17.61%	+6.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.79%	6.55%	+7.24%

Volatility

PVLA vs. JPM - Volatility Comparison

Palvella Therapeutics, Inc (PVLA) has a higher volatility of 19.68% compared to JPMorgan Chase & Co. (JPM) at 7.34%. This indicates that PVLA'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.

Volatility by Period

	PVLA	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.68%	7.34%	+12.34%
Volatility (6M) Calculated over the trailing 6-month period	61.91%	17.14%	+44.77%
Volatility (1Y) Calculated over the trailing 1-year period	80.85%	22.12%	+58.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	82.11%	24.47%	+57.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.11%	27.35%	+54.76%

Dividends

PVLA vs. JPM - Dividend Comparison

PVLA has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.77%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPM JPMorgan Chase & Co.	1.77%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
PVLA Palvella Therapeutics, 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

Frequently Asked Questions

Can I hold both PVLA and JPM in my portfolio?

PVLA 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.

Which is riskier, PVLA or JPM?

PVLA has higher volatility (19.68%) compared to JPM (7.34%). In terms of maximum drawdown, PVLA dropped -31.48% vs JPM's -76.16%.

Which has better risk-adjusted returns?

PVLA currently has the higher Sharpe Ratio (5.32 vs 1.02), 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.