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RTX vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RTX vs. JPM - Performance Comparison

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

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Returns By Period

In the year-to-date period, RTX achieves a -1.44% return, which is significantly higher than JPM's -2.59% return. Over the past 10 years, RTX has underperformed JPM with an annualized return of 15.40%, while JPM has yielded a comparatively higher 20.04% annualized return.


RTX

1D
3.98%
1M
4.22%
YTD
-1.44%
6M
5.51%
1Y
31.55%
3Y*
25.92%
5Y*
17.61%
10Y*
15.40%

JPM

1D
3.34%
1M
0.48%
YTD
-2.59%
6M
-0.70%
1Y
19.95%
3Y*
33.76%
5Y*
16.21%
10Y*
20.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTX vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTX
RTX Corporation
-1.44%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%
JPM
JPMorgan Chase & Co.
-2.59%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between RTX and JPM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1984

0.40

The correlation between RTX and JPM shifts across timeframes, from 0.27 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RTX:

$244.82B

JPM:

$868.53B

EPS

RTX:

$5.34

JPM:

$21.08

PE Ratio

RTX:

33.62

JPM:

14.75

PEG Ratio

RTX:

1.34

JPM:

1.63

PS Ratio

RTX:

2.70

JPM:

3.05

PB Ratio

RTX:

3.69

JPM:

2.52

Total Revenue (TTM)

RTX:

$90.37B

JPM:

$285.09B

Gross Profit (TTM)

RTX:

$18.27B

JPM:

$173.52B

EBITDA (TTM)

RTX:

$13.81B

JPM:

$81.46B

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Return for Risk

RTX vs. JPM — Risk / Return Rank

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

RTX
RTX Risk / Return Rank: 7575
Overall Rank
RTX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
RTX Omega Ratio Rank: 7373
Omega Ratio Rank
RTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
RTX Martin Ratio Rank: 7575
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6666
Overall Rank
JPM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPM Omega Ratio Rank: 6262
Omega Ratio Rank
JPM Calmar Ratio Rank: 6767
Calmar Ratio Rank
JPM Martin Ratio Rank: 6868
Martin Ratio Rank
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.

RTX vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTX Corporation (RTX) 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.


RTXJPMDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratioReturn relative to maximum drawdown

1.64

1.30

+0.35

Martin ratioReturn relative to average drawdown

4.69

3.09

+1.60

RTX vs. JPM - Sharpe Ratio Comparison

The current RTX Sharpe Ratio is 1.32, which is higher than the JPM Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of RTX 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.


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Sharpe Ratios by Period


RTXJPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.93

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.67

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.73

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.34

+0.10

Drawdowns

RTX vs. JPM - Drawdown Comparison

The maximum RTX drawdown since its inception was -55.14%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for RTX and JPM.


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Drawdown Indicators


RTXJPMDifference

Max Drawdown

Largest peak-to-trough decline

-55.14%

-76.16%

+21.02%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-15.47%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-29.92%

-24.42%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-38.77%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-51.98%

-43.63%

-8.35%

Current Drawdown

Current decline from peak

-15.08%

-6.61%

-8.47%

Average Drawdown

Average peak-to-trough decline

-13.03%

-17.62%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

6.47%

+0.28%

Volatility

RTX vs. JPM - Volatility Comparison

RTX Corporation (RTX) has a higher volatility of 7.58% compared to JPMorgan Chase & Co. (JPM) at 7.21%. This indicates that RTX'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


RTXJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.21%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

17.87%

17.47%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

21.65%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

24.45%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

27.39%

+0.34%

Dividends

RTX vs. JPM - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 1.54%, less than JPM's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RTX
RTX Corporation
1.54%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Financials

RTX vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between RTX 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
22.08B
73.66B
(RTX) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

RTX vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between RTX Corporation and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
20.8%
64.3%
Portfolio components
RTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported a gross profit of 4.59B and revenue of 22.08B. Therefore, the gross margin over that period was 20.8%.

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%.

RTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported an operating income of 2.56B and revenue of 22.08B, resulting in an operating margin of 11.6%.

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%.

RTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RTX Corporation reported a net income of 2.06B and revenue of 22.08B, resulting in a net margin of 9.3%.

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


RTX and JPM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTX has higher volatility (7.58%) compared to JPM (7.21%). In terms of maximum drawdown, RTX dropped -55.14% vs JPM's -76.16%.

RTX currently has the higher Sharpe Ratio (1.32 vs 0.93), 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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