RZB vs. JPM
Compare and contrast key facts about Reinsurance Group of America, Inc. (RZB) and JPMorgan Chase & Co. (JPM).
Performance
RZB vs. JPM - Performance Comparison
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RZB vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RZB Reinsurance Group of America, Inc. | 2.22% | 6.95% | 3.03% | 15.77% | -16.65% | 6.71% | 8.22% | 26.06% | -11.03% | 9.26% |
JPM JPMorgan Chase & Co. | -7.92% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Fundamentals
RZB:
$1.68B
JPM:
$825.20B
RZB:
$10.74
JPM:
$20.42
RZB:
2.33
JPM:
14.47
RZB:
0.09
JPM:
1.60
RZB:
0.07
JPM:
3.22
RZB:
0.12
JPM:
2.41
RZB:
$23.40B
JPM:
$256.52B
RZB:
$12.52B
JPM:
$168.20B
RZB:
$862.51M
JPM:
$78.84B
Returns By Period
In the year-to-date period, RZB achieves a 2.22% return, which is significantly higher than JPM's -7.92% return.
RZB
- 1D
- 0.36%
- 1M
- -0.08%
- YTD
- 2.22%
- 6M
- 3.37%
- 1Y
- 7.57%
- 3Y*
- 5.11%
- 5Y*
- 3.26%
- 10Y*
- —
JPM
- 1D
- 0.41%
- 1M
- -0.73%
- YTD
- -7.92%
- 6M
- -4.04%
- 1Y
- 23.71%
- 3Y*
- 34.51%
- 5Y*
- 16.89%
- 10Y*
- 20.50%
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Return for Risk
RZB vs. JPM — Risk / Return Rank
RZB
JPM
RZB vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reinsurance Group of America, Inc. (RZB) 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.
| RZB | JPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.94 | +1.09 |
Sortino ratioReturn per unit of downside risk | 3.21 | 1.34 | +1.86 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 7.55 | 1.48 | +6.08 |
Martin ratioReturn relative to average drawdown | 23.43 | 4.00 | +19.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RZB | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.94 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.70 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.34 | -0.08 |
Correlation
The correlation between RZB and JPM is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RZB vs. JPM - Dividend Comparison
RZB's dividend yield for the trailing twelve months is around 5.75%, more than JPM's 1.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RZB Reinsurance Group of America, Inc. | 5.75% | 5.79% | 5.85% | 5.68% | 6.22% | 4.90% | 4.97% | 5.10% | 6.10% | 2.57% | 2.84% | 0.00% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Drawdowns
RZB vs. JPM - Drawdown Comparison
The maximum RZB drawdown since its inception was -48.64%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for RZB and JPM.
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Drawdown Indicators
| RZB | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.64% | -76.16% | +27.52% |
Max Drawdown (1Y)Largest decline over 1 year | -1.01% | -15.47% | +14.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -38.77% | +19.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.63% | — |
Current DrawdownCurrent decline from peak | -0.12% | -11.72% | +11.60% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -17.66% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 5.72% | -5.39% |
Volatility
RZB vs. JPM - Volatility Comparison
The current volatility for Reinsurance Group of America, Inc. (RZB) is 1.19%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.28%. This indicates that RZB 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.
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Volatility by Period
| RZB | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 6.28% | -5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 17.19% | -14.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.74% | 25.24% | -21.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.41% | 24.34% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 27.38% | -9.04% |
Financials
RZB vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Reinsurance Group of America, 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