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RY vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RY and JPM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

RY vs. JPM - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
5,329.05%
2,247.84%
RY
JPM

Key characteristics

Sharpe Ratio

RY:

0.83

JPM:

0.33

Sortino Ratio

RY:

1.24

JPM:

0.62

Omega Ratio

RY:

1.16

JPM:

1.09

Calmar Ratio

RY:

1.03

JPM:

0.37

Martin Ratio

RY:

3.17

JPM:

1.55

Ulcer Index

RY:

4.64%

JPM:

5.91%

Daily Std Dev

RY:

17.69%

JPM:

27.53%

Max Drawdown

RY:

-63.05%

JPM:

-74.02%

Current Drawdown

RY:

-12.61%

JPM:

-24.42%

Fundamentals

Market Cap

RY:

$158.28B

JPM:

$587.97B

EPS

RY:

$8.64

JPM:

$19.76

PE Ratio

RY:

12.84

JPM:

10.64

PEG Ratio

RY:

2.31

JPM:

6.22

Total Revenue (TTM)

RY:

$60.45B

JPM:

$135.48B

Gross Profit (TTM)

RY:

$60.45B

JPM:

$135.48B

EBITDA (TTM)

RY:

$20.91B

JPM:

$81.76B

Returns By Period

In the year-to-date period, RY achieves a -7.17% return, which is significantly higher than JPM's -11.28% return. Over the past 10 years, RY has underperformed JPM with an annualized return of 10.13%, while JPM has yielded a comparatively higher 16.28% annualized return.


RY

YTD

-7.17%

1M

-3.62%

6M

-7.86%

1Y

12.39%

5Y*

17.26%

10Y*

10.13%

JPM

YTD

-11.28%

1M

-12.67%

6M

0.69%

1Y

8.97%

5Y*

21.76%

10Y*

16.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RY vs. JPM — Risk-Adjusted Performance Rank

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

RY
The Risk-Adjusted Performance Rank of RY is 8282
Overall Rank
The Sharpe Ratio Rank of RY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of RY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of RY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of RY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of RY is 8383
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 7070
Overall Rank
The Sharpe Ratio Rank of JPM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RY vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royal Bank of Canada (RY) 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.


Sharpe ratio
The chart of Sharpe ratio for RY, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.00
RY: 0.83
JPM: 0.33
The chart of Sortino ratio for RY, currently valued at 1.24, compared to the broader market-6.00-4.00-2.000.002.004.00
RY: 1.24
JPM: 0.62
The chart of Omega ratio for RY, currently valued at 1.16, compared to the broader market0.501.001.502.00
RY: 1.16
JPM: 1.09
The chart of Calmar ratio for RY, currently valued at 1.03, compared to the broader market0.001.002.003.004.00
RY: 1.03
JPM: 0.37
The chart of Martin ratio for RY, currently valued at 3.17, compared to the broader market-10.000.0010.0020.00
RY: 3.17
JPM: 1.55

The current RY Sharpe Ratio is 0.83, which is higher than the JPM Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of RY and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.83
0.33
RY
JPM

Dividends

RY vs. JPM - Dividend Comparison

RY's dividend yield for the trailing twelve months is around 3.71%, more than JPM's 2.40% yield.


TTM20242023202220212020201920182017201620152014
RY
Royal Bank of Canada
3.71%3.39%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%
JPM
JPMorgan Chase & Co.
2.40%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

RY vs. JPM - Drawdown Comparison

The maximum RY drawdown since its inception was -63.05%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for RY and JPM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.61%
-24.42%
RY
JPM

Volatility

RY vs. JPM - Volatility Comparison

The current volatility for Royal Bank of Canada (RY) is 7.38%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.86%. This indicates that RY 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.38%
12.86%
RY
JPM

Financials

RY vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Royal Bank of Canada 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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