SSREY vs. JPM
SSREY (Swiss Re Ltd) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — SSREY in Insurance - Reinsurance, JPM in Banks - Diversified. Over the past 10 years, SSREY returned 14.23%/yr vs 21.34%/yr for JPM. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
SSREY vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SSREY achieves a 5.08% return, which is significantly lower than JPM's 10.99% return. Over the past 10 years, SSREY has underperformed JPM with an annualized return of 14.23%, while JPM has yielded a comparatively higher 21.34% annualized return.
SSREY
- 1D
- 0.06%
- 1M
- 3.27%
- 6M
- 9.85%
- YTD
- 5.08%
- 1Y
- -1.95%
- 3Y*
- 24.83%
- 5Y*
- 19.48%
- 10Y*
- 14.23%
- ALL TIME*
- 15.37%
JPM
- 1D
- 0.24%
- 1M
- 5.91%
- 6M
- 15.55%
- YTD
- 10.99%
- 1Y
- 24.20%
- 3Y*
- 34.15%
- 5Y*
- 21.45%
- 10Y*
- 21.34%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66B | $3.17B | $3.05B | |
SSREY Swiss Re Ltd | $1.17M | $1.67M | $2.41M |
SSREY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSREY Swiss Re Ltd | 5.08% | 20.95% | 36.13% | 27.42% | 1.53% | 10.65% | -8.91% | 29.93% | 3.47% | 10.43% |
JPM JPMorgan Chase & Co. | 10.99% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between SSREY and JPM is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 27, 2011 | 0.41 |
Over the past year, the correlation between SSREY and JPM has dropped to 0.20 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
SSREY:
$49.44B
JPM:
$944.90B
SSREY:
$6.58
JPM:
$23.29
SSREY:
6.37
JPM:
15.14
SSREY:
0.05
JPM:
1.67
SSREY:
0.53
JPM:
3.31
SSREY:
2.07
JPM:
2.79
SSREY:
$95.72B
JPM:
$297.63B
SSREY:
$67.80B
JPM:
$186.33B
SSREY:
$14.59B
JPM:
$90.84B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SSREY vs. JPM — Risk / Return Rank
SSREY
JPM
SSREY vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Re Ltd (SSREY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSREY | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.57 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.16 | 3.73 | -3.89 |
Loading charts...
Drawdowns
SSREY vs. JPM - Drawdown Comparison
The maximum SSREY drawdown since its inception was -52.86%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SSREY and JPM.
Loading charts...
Drawdown Indicators
| SSREY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.86% | -76.16% | +23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -15.47% | -6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.75% | -24.42% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.09% | -38.77% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -52.86% | -43.63% | -9.23% |
Current DrawdownCurrent decline from peak | -8.96% | -1.31% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -17.56% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.32% | 6.50% | +5.82% |
Volatility
SSREY vs. JPM - Volatility Comparison
The current volatility for Swiss Re Ltd (SSREY) is 5.85%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.60%. This indicates that SSREY 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.
Loading charts...
Volatility by Period
| SSREY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.60% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 16.70% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.50% | 22.38% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.74% | 24.46% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 27.34% | -3.18% |
Dividends
SSREY vs. JPM - Dividend Comparison
SSREY's dividend yield for the trailing twelve months is around 4.80%, more than JPM's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.70% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
SSREY Swiss Re Ltd | 4.80% | 4.39% | 4.71% | 5.69% | 6.68% | 5.56% | 6.37% | 4.99% | 5.77% | 10.83% | 8.65% | 7.74% |
Financials
SSREY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Swiss Re Ltd 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
SSREY vs. JPM - Profitability Comparison
SSREY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Swiss Re Ltd reported a gross profit of 24.66B and revenue of 24.66B. Therefore, the gross margin over that period was 100.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
SSREY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Swiss Re Ltd reported an operating income of 2.84B and revenue of 24.66B, resulting in an operating margin of 11.5%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
SSREY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Swiss Re Ltd reported a net income of 2.17B and revenue of 24.66B, resulting in a net margin of 8.8%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
SSREY and JPM have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.60%) compared to SSREY (5.85%). In terms of maximum drawdown, SSREY dropped -52.86% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.09 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SSREY and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer