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

Correlation

The correlation between RZB and JPM is 0.15, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
2.28%
22.41%
RZB
JPM

Key characteristics

Sharpe Ratio

RZB:

0.79

JPM:

2.09

Sortino Ratio

RZB:

1.22

JPM:

2.77

Omega Ratio

RZB:

1.15

JPM:

1.42

Calmar Ratio

RZB:

0.98

JPM:

4.97

Martin Ratio

RZB:

4.77

JPM:

14.09

Ulcer Index

RZB:

0.98%

JPM:

3.57%

Daily Std Dev

RZB:

5.90%

JPM:

24.21%

Max Drawdown

RZB:

-48.64%

JPM:

-74.02%

Current Drawdown

RZB:

0.00%

JPM:

-5.61%

Fundamentals

Market Cap

RZB:

$8.80B

JPM:

$738.84B

EPS

RZB:

$6.09

JPM:

$19.74

PE Ratio

RZB:

4.11

JPM:

13.39

PEG Ratio

RZB:

0.00

JPM:

7.18

Total Revenue (TTM)

RZB:

$21.96B

JPM:

$177.39B

Gross Profit (TTM)

RZB:

$21.13B

JPM:

$177.39B

EBITDA (TTM)

RZB:

$316.00M

JPM:

$118.91B

Returns By Period

In the year-to-date period, RZB achieves a 1.79% return, which is significantly lower than JPM's 10.80% return.


RZB

YTD

1.79%

1M

1.21%

6M

2.27%

1Y

4.38%

5Y*

2.10%

10Y*

N/A

JPM

YTD

10.80%

1M

0.53%

6M

22.41%

1Y

47.64%

5Y*

17.60%

10Y*

19.10%

*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

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 7272
Overall Rank
The Sharpe Ratio Rank of RZB is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of RZB is 6565
Sortino Ratio Rank
The Omega Ratio Rank of RZB is 6262
Omega Ratio Rank
The Calmar Ratio Rank of RZB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of RZB is 8080
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9494
Overall Rank
The Sharpe Ratio Rank of JPM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9090
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9292
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9595
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.


Sharpe ratio
The chart of Sharpe ratio for RZB, currently valued at 0.79, compared to the broader market-2.000.002.000.792.09
The chart of Sortino ratio for RZB, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.006.001.222.77
The chart of Omega ratio for RZB, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.42
The chart of Calmar ratio for RZB, currently valued at 0.98, compared to the broader market0.002.004.006.000.984.97
The chart of Martin ratio for RZB, currently valued at 4.77, compared to the broader market-10.000.0010.0020.0030.004.7714.09
RZB
JPM

The current RZB Sharpe Ratio is 0.79, which is lower than the JPM Sharpe Ratio of 2.09. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.79
2.09
RZB
JPM

Dividends

RZB vs. JPM - Dividend Comparison

RZB's dividend yield for the trailing twelve months is around 5.74%, more than JPM's 1.82% yield.


TTM20242023202220212020201920182017201620152014
RZB
Reinsurance Group of America, Inc.
5.74%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.
1.82%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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-5.61%
RZB
JPM

Volatility

RZB vs. JPM - Volatility Comparison

The current volatility for Reinsurance Group of America, Inc. (RZB) is 1.58%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.30%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
1.58%
6.30%
RZB
JPM

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


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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