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SPOK vs. JPM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SPOK vs. JPM - Performance Comparison

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

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SPOK vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPOK
Spok Holdings, Inc.
-15.11%-10.96%12.06%107.98%2.88%-11.89%-4.22%-4.21%-12.37%-22.32%
JPM
JPMorgan Chase & Co.
-8.30%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Fundamentals

Market Cap

SPOK:

$229.66M

JPM:

$821.79B

EPS

SPOK:

$0.76

JPM:

$20.42

PE Ratio

SPOK:

14.38

JPM:

14.41

PEG Ratio

SPOK:

1.72

JPM:

1.59

PS Ratio

SPOK:

1.63

JPM:

3.20

PB Ratio

SPOK:

1.57

JPM:

2.40

Total Revenue (TTM)

SPOK:

$139.71M

JPM:

$256.52B

Gross Profit (TTM)

SPOK:

$110.14M

JPM:

$168.20B

EBITDA (TTM)

SPOK:

$24.59M

JPM:

$78.84B

Returns By Period

In the year-to-date period, SPOK achieves a -15.11% return, which is significantly lower than JPM's -8.30% return. Over the past 10 years, SPOK has underperformed JPM with an annualized return of 1.67%, while JPM has yielded a comparatively higher 20.45% annualized return.


SPOK

1D
-3.02%
1M
-7.77%
YTD
-15.11%
6M
-33.54%
1Y
-27.65%
3Y*
11.40%
5Y*
10.38%
10Y*
1.67%

JPM

1D
3.66%
1M
-2.04%
YTD
-8.30%
6M
-5.87%
1Y
22.38%
3Y*
34.32%
5Y*
16.79%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SPOK vs. JPM — Risk / Return Rank

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

SPOK
SPOK Risk / Return Rank: 1111
Overall Rank
SPOK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPOK Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPOK Omega Ratio Rank: 99
Omega Ratio Rank
SPOK Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPOK Martin Ratio Rank: 1111
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 7070
Overall Rank
JPM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6464
Sortino Ratio Rank
JPM Omega Ratio Rank: 6565
Omega Ratio Rank
JPM Calmar Ratio Rank: 7373
Calmar Ratio Rank
JPM Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPOK vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spok Holdings, Inc. (SPOK) 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.


SPOKJPMDifference

Sharpe ratio

Return per unit of total volatility

-0.82

0.89

-1.71

Sortino ratio

Return per unit of downside risk

-1.00

1.28

-2.28

Omega ratio

Gain probability vs. loss probability

0.85

1.18

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.72

1.53

-2.25

Martin ratio

Return relative to average drawdown

-1.44

4.16

-5.61

SPOK vs. JPM - Sharpe Ratio Comparison

The current SPOK Sharpe Ratio is -0.82, which is lower than the JPM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SPOK 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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Sharpe Ratios by Period


SPOKJPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

0.89

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.69

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.75

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.34

-0.27

Correlation

The correlation between SPOK and JPM is 0.28, 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

SPOK vs. JPM - Dividend Comparison

SPOK's dividend yield for the trailing twelve months is around 11.47%, more than JPM's 1.97% yield.


TTM20252024202320222021202020192018201720162015
SPOK
Spok Holdings, Inc.
11.47%9.48%7.79%8.07%15.26%5.36%4.49%4.09%3.77%3.19%3.61%3.41%
JPM
JPMorgan Chase & Co.
1.97%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Drawdowns

SPOK vs. JPM - Drawdown Comparison

The maximum SPOK drawdown since its inception was -73.90%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SPOK and JPM.


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Drawdown Indicators


SPOKJPMDifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-76.16%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-37.82%

-15.47%

-22.35%

Max Drawdown (5Y)

Largest decline over 5 years

-40.54%

-38.77%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-62.99%

-43.63%

-19.36%

Current Drawdown

Current decline from peak

-37.82%

-12.09%

-25.73%

Average Drawdown

Average peak-to-trough decline

-28.02%

-17.66%

-10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.91%

5.67%

+13.24%

Volatility

SPOK vs. JPM - Volatility Comparison

Spok Holdings, Inc. (SPOK) has a higher volatility of 6.77% compared to JPMorgan Chase & Co. (JPM) at 6.34%. This indicates that SPOK'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.


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Volatility by Period


SPOKJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.34%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

17.19%

+8.11%

Volatility (1Y)

Calculated over the trailing 1-year period

33.87%

25.25%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.18%

24.34%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.30%

27.38%

+8.92%

Financials

SPOK vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Spok Holdings, 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
33.86M
45.80B
(SPOK) Total Revenue
(JPM) Total Revenue
Values in USD except per share items