R vs. JPM
R (Ryder System, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. R operates in Rental & Leasing Services (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, R returned 18.62%/yr vs 21.89%/yr for JPM. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
R vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, R achieves a 41.54% return, which is significantly higher than JPM's 12.12% return. Over the past 10 years, R has underperformed JPM with an annualized return of 18.62%, while JPM has yielded a comparatively higher 21.89% annualized return.
R
- 1D
- 0.37%
- 1M
- 2.97%
- 6M
- 42.16%
- YTD
- 41.54%
- 1Y
- 49.91%
- 3Y*
- 41.58%
- 5Y*
- 32.85%
- 10Y*
- 18.62%
- ALL TIME*
- 10.46%
JPM
- 1D
- 0.85%
- 1M
- 8.74%
- 6M
- 19.46%
- YTD
- 12.12%
- 1Y
- 21.56%
- 3Y*
- 34.35%
- 5Y*
- 21.62%
- 10Y*
- 21.89%
- ALL TIME*
- 12.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.29B | $3.36B | $3.04B | |
| $110.78M | $97.67M | $103.11M |
R vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
R Ryder System, Inc. | 41.54% | 24.53% | 39.51% | 41.61% | 4.38% | 37.59% | 20.15% | 17.42% | -41.03% | 15.88% |
JPM JPMorgan Chase & Co. | 12.12% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between R and JPM is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.40 |
The correlation between R and JPM shifts across timeframes, from 0.40 (all time) to 0.53 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
R:
$10.30B
JPM:
$954.44B
R:
$12.33
JPM:
$23.29
R:
21.79
JPM:
15.29
R:
1.48
JPM:
1.69
R:
0.84
JPM:
3.34
R:
3.63
JPM:
2.81
R:
$12.85B
JPM:
$297.63B
R:
$2.43B
JPM:
$186.33B
R:
$2.60B
JPM:
$90.84B
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Return for Risk
R vs. JPM — Risk / Return Rank
R
JPM
R vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) 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.
| R | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.40 | +1.46 |
| Martin ratioReturn relative to average drawdown | 7.66 | 3.31 | +4.35 |
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Drawdowns
R vs. JPM - Drawdown Comparison
The maximum R drawdown since its inception was -74.02%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for R and JPM.
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Drawdown Indicators
| R | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.02% | -76.16% | +2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -15.47% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -23.86% | -24.42% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -38.77% | +8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -72.26% | -43.63% | -28.63% |
Current DrawdownCurrent decline from peak | -4.16% | 0.00% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -22.45% | -17.57% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 6.53% | 0.00% |
Volatility
R vs. JPM - Volatility Comparison
Ryder System, Inc. (R) has a higher volatility of 7.43% compared to JPMorgan Chase & Co. (JPM) at 5.86%. This indicates that R'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.
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Volatility by Period
| R | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 5.86% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 25.03% | 16.32% | +8.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.45% | 22.21% | +11.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.96% | 24.41% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.46% | 27.32% | +9.14% |
Dividends
R vs. JPM - Dividend Comparison
R's dividend yield for the trailing twelve months is around 1.35%, less than JPM's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.68% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
R Ryder System, Inc. | 1.35% | 1.80% | 1.94% | 2.31% | 2.87% | 2.77% | 3.63% | 4.05% | 4.40% | 2.14% | 2.28% | 2.75% |
Financials
R vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Ryder System, 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
R vs. JPM - Profitability Comparison
R - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Ryder System, Inc. reported a gross profit of 523.00M and revenue of 3.35B. Therefore, the gross margin over that period was 15.6%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
R - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Ryder System, Inc. reported an operating income of 133.00M and revenue of 3.35B, resulting in an operating margin of 4.0%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
R - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Ryder System, Inc. reported a net income of 133.00M and revenue of 3.35B, resulting in a net margin of 4.0%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
R and JPM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
R has higher volatility (7.43%) compared to JPM (5.86%). In terms of maximum drawdown, R dropped -74.02% vs JPM's -76.16%.
R currently has the higher Sharpe Ratio (1.50 vs 0.98), 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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