RR.L vs. JPM
RR.L (Rolls-Royce Holdings PLC) and JPM (JPMorgan Chase & Co.) are both stocks. RR.L operates in Aerospace & Defense (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, RR.L returned 20.98%/yr vs 21.65%/yr for JPM. At a 0.27 correlation, their price movements are largely independent.
Performance
RR.L vs. JPM - Performance Comparison
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Different Trading Currencies
RR.L is traded in GBp, while JPM is traded in USD. To make them comparable, the JPM values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than JPM's 1.01% return. Both investments have delivered pretty close results over the past 10 years, with RR.L having a 20.98% annualized return and JPM not far ahead at 21.65%.
RR.L
- 1D
- 4.41%
- 1M
- 8.55%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 48.66%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
JPM
- 1D
- 2.40%
- 1M
- 7.76%
- YTD
- 1.01%
- 6M
- 1.41%
- 1Y
- 23.82%
- 3Y*
- 31.52%
- 5Y*
- 19.04%
- 10Y*
- 21.65%
RR.L vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
JPM JPMorgan Chase & Co. | 1.01% | 27.49% | 46.81% | 24.10% | -2.25% | 28.96% | -8.31% | 41.66% | -1.09% | 15.80% |
Correlation
The correlation between RR.L and JPM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2007 | 0.27 |
Fundamentals
RR.L:
£109.90B
JPM:
$896.00B
RR.L:
£0.99
JPM:
$21.08
RR.L:
13.19
JPM:
15.21
RR.L:
0.03
JPM:
1.68
RR.L:
2.75
JPM:
3.14
RR.L:
40.32
JPM:
2.60
RR.L:
£40.12B
JPM:
$285.09B
RR.L:
£10.12B
JPM:
$173.52B
RR.L:
£9.20B
JPM:
$81.46B
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Return for Risk
RR.L vs. JPM — Risk / Return Rank
RR.L
JPM
RR.L vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) 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.
| RR.L | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.65 | +0.89 |
| Martin ratioReturn relative to average drawdown | 7.03 | 3.70 | +3.32 |
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Drawdowns
RR.L vs. JPM - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than JPM's maximum drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for RR.L and JPM.
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Drawdown Indicators
| RR.L | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -59.49% | -30.76% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -14.47% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -26.29% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -26.29% | -28.80% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -36.21% | -53.20% |
Current DrawdownCurrent decline from peak | -3.61% | -2.97% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -9.72% | -18.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 6.45% | +0.46% |
Volatility
RR.L vs. JPM - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to JPMorgan Chase & Co. (JPM) at 6.05%. This indicates that RR.L'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
| RR.L | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 6.05% | +5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 16.29% | +14.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 21.69% | +14.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 23.99% | +18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 27.39% | +21.21% |
Dividends
RR.L vs. JPM - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.73%, less than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
RR.L vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings PLC 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
RR.L vs. JPM - Profitability Comparison
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
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%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
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%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
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
RR.L and JPM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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