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

Correlation

The correlation between RZB and JPM is 0.29, 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.


Performance

RZB vs. JPM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RZB:

0.99

JPM:

1.26

Sortino Ratio

RZB:

1.52

JPM:

1.82

Omega Ratio

RZB:

1.18

JPM:

1.26

Calmar Ratio

RZB:

1.47

JPM:

1.45

Martin Ratio

RZB:

5.85

JPM:

4.83

Ulcer Index

RZB:

0.88%

JPM:

7.32%

Daily Std Dev

RZB:

5.35%

JPM:

28.36%

Max Drawdown

RZB:

-48.64%

JPM:

-74.02%

Current Drawdown

RZB:

-0.04%

JPM:

-5.12%

Fundamentals

Market Cap

RZB:

$8.67B

JPM:

$734.71B

EPS

RZB:

$6.09

JPM:

$20.35

PE Ratio

RZB:

4.05

JPM:

12.97

PEG Ratio

RZB:

0.00

JPM:

7.18

PS Ratio

RZB:

0.41

JPM:

4.35

PB Ratio

RZB:

0.00

JPM:

2.21

Total Revenue (TTM)

RZB:

$21.05B

JPM:

$273.42B

Gross Profit (TTM)

RZB:

$15.39B

JPM:

$160.72B

EBITDA (TTM)

RZB:

$1.08B

JPM:

$84.16B

Returns By Period

In the year-to-date period, RZB achieves a 3.31% return, which is significantly lower than JPM's 11.38% return.


RZB

YTD

3.31%

1M

0.88%

6M

1.53%

1Y

4.97%

3Y*

4.00%

5Y*

5.87%

10Y*

N/A

JPM

YTD

11.38%

1M

6.93%

6M

6.92%

1Y

33.31%

3Y*

29.41%

5Y*

25.54%

10Y*

18.06%

*Annualized

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JPMorgan Chase & Co.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RZB vs. JPM — Risk-Adjusted Performance Rank

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

RZB
The Risk-Adjusted Performance Rank of RZB is 8181
Overall Rank
The Sharpe Ratio Rank of RZB is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RZB is 7777
Sortino Ratio Rank
The Omega Ratio Rank of RZB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of RZB is 8888
Calmar Ratio Rank
The Martin Ratio Rank of RZB is 8888
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8585
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.

RZB vs. JPM - Risk-Adjusted Performance 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.


The current RZB Sharpe Ratio is 0.99, which is comparable to the JPM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of RZB 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RZB vs. JPM - Dividend Comparison

RZB's dividend yield for the trailing twelve months is around 5.82%, more than JPM's 1.91% yield.


TTM20242023202220212020201920182017201620152014
RZB
Reinsurance Group of America, Inc.
5.82%5.84%5.68%6.21%4.90%4.97%5.10%6.10%2.57%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.91%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

RZB vs. JPM - Drawdown Comparison

The maximum RZB drawdown since its inception was -48.64%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for RZB and JPM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RZB vs. JPM - Volatility Comparison

The current volatility for Reinsurance Group of America, Inc. (RZB) is 1.27%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.18%. 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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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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
5.26B
68.91B
(RZB) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

RZB vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Reinsurance Group of America, Inc. 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%20212022202320242025
-1.5%
61.0%
(RZB) Gross Margin
(JPM) Gross Margin
RZB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Reinsurance Group of America, Inc. reported a gross profit of -80.00M and revenue of 5.26B. Therefore, the gross margin over that period was -1.5%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, JPMorgan Chase & Co. reported a gross profit of 42.01B and revenue of 68.91B. Therefore, the gross margin over that period was 61.0%.

RZB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Reinsurance Group of America, Inc. reported an operating income of 369.00M and revenue of 5.26B, resulting in an operating margin of 7.0%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.91B, resulting in an operating margin of 26.7%.

RZB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Reinsurance Group of America, Inc. reported a net income of 286.00M and revenue of 5.26B, resulting in a net margin of 5.4%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.91B, resulting in a net margin of 21.3%.