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SCMN.SW vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCMN.SW 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

SCMN.SW vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swisscom AG (SCMN.SW) 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
-11.39%
30.39%
SCMN.SW
JPM

Key characteristics

Sharpe Ratio

SCMN.SW:

0.25

JPM:

2.62

Sortino Ratio

SCMN.SW:

0.44

JPM:

3.39

Omega Ratio

SCMN.SW:

1.06

JPM:

1.51

Calmar Ratio

SCMN.SW:

0.18

JPM:

6.15

Martin Ratio

SCMN.SW:

0.56

JPM:

17.59

Ulcer Index

SCMN.SW:

5.99%

JPM:

3.54%

Daily Std Dev

SCMN.SW:

13.33%

JPM:

23.80%

Max Drawdown

SCMN.SW:

-49.50%

JPM:

-74.02%

Current Drawdown

SCMN.SW:

-16.43%

JPM:

-0.11%

Fundamentals

Market Cap

SCMN.SW:

CHF 25.89B

JPM:

$773.79B

EPS

SCMN.SW:

CHF 29.78

JPM:

$19.76

PE Ratio

SCMN.SW:

16.78

JPM:

14.00

PEG Ratio

SCMN.SW:

10.07

JPM:

7.51

Total Revenue (TTM)

SCMN.SW:

CHF 11.04B

JPM:

$177.39B

Gross Profit (TTM)

SCMN.SW:

CHF 6.19B

JPM:

$177.39B

EBITDA (TTM)

SCMN.SW:

CHF 3.60B

JPM:

$118.91B

Returns By Period

In the year-to-date period, SCMN.SW achieves a -1.72% return, which is significantly lower than JPM's 15.98% return. Over the past 10 years, SCMN.SW has underperformed JPM with an annualized return of 3.66%, while JPM has yielded a comparatively higher 19.87% annualized return.


SCMN.SW

YTD

-1.72%

1M

-3.26%

6M

-6.80%

1Y

1.61%

5Y*

1.20%

10Y*

3.66%

JPM

YTD

15.98%

1M

6.73%

6M

29.83%

1Y

58.03%

5Y*

18.43%

10Y*

19.87%

*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

SCMN.SW vs. JPM — Risk-Adjusted Performance Rank

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

SCMN.SW
The Risk-Adjusted Performance Rank of SCMN.SW is 4949
Overall Rank
The Sharpe Ratio Rank of SCMN.SW is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCMN.SW is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SCMN.SW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SCMN.SW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SCMN.SW is 5252
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9696
Overall Rank
The Sharpe Ratio Rank of JPM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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.

SCMN.SW vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swisscom AG (SCMN.SW) 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 SCMN.SW, currently valued at -0.10, compared to the broader market-2.000.002.004.00-0.102.30
The chart of Sortino ratio for SCMN.SW, currently valued at -0.04, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.043.06
The chart of Omega ratio for SCMN.SW, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.47
The chart of Calmar ratio for SCMN.SW, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.075.36
The chart of Martin ratio for SCMN.SW, currently valued at -0.17, compared to the broader market-10.000.0010.0020.0030.00-0.1715.26
SCMN.SW
JPM

The current SCMN.SW Sharpe Ratio is 0.25, which is lower than the JPM Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of SCMN.SW 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.10
2.30
SCMN.SW
JPM

Dividends

SCMN.SW vs. JPM - Dividend Comparison

SCMN.SW's dividend yield for the trailing twelve months is around 4.44%, more than JPM's 1.74% yield.


TTM20242023202220212020201920182017201620152014
SCMN.SW
Swisscom AG
4.44%4.36%4.35%4.34%4.28%4.61%4.29%4.68%4.24%4.82%4.37%4.21%
JPM
JPMorgan Chase & Co.
1.74%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

SCMN.SW vs. JPM - Drawdown Comparison

The maximum SCMN.SW drawdown since its inception was -49.50%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SCMN.SW and JPM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.01%
-0.11%
SCMN.SW
JPM

Volatility

SCMN.SW vs. JPM - Volatility Comparison

Swisscom AG (SCMN.SW) has a higher volatility of 4.76% compared to JPMorgan Chase & Co. (JPM) at 3.93%. This indicates that SCMN.SW'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.76%
3.93%
SCMN.SW
JPM

Financials

SCMN.SW vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Swisscom AG 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


Please note, different currencies. SCMN.SW values in CHF, JPM values in USD
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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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