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 13.56%/yr vs 22.02%/yr for JPM. At a 0.41 correlation, their price movements are largely independent.
Performance
SSREY vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, SSREY achieves a -3.34% return, which is significantly lower than JPM's 4.70% return. Over the past 10 years, SSREY has underperformed JPM with an annualized return of 13.56%, while JPM has yielded a comparatively higher 22.02% annualized return.
SSREY
- 1D
- 0.47%
- 1M
- 1.10%
- YTD
- -3.34%
- 6M
- -3.78%
- 1Y
- -3.87%
- 3Y*
- 22.01%
- 5Y*
- 17.06%
- 10Y*
- 13.56%
JPM
- 1D
- 0.80%
- 1M
- 9.06%
- YTD
- 4.70%
- 6M
- 3.51%
- 1Y
- 22.41%
- 3Y*
- 37.10%
- 5Y*
- 19.98%
- 10Y*
- 22.02%
SSREY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSREY Swiss Re Ltd | -3.34% | 20.95% | 36.13% | 27.42% | 1.53% | 10.65% | -8.91% | 29.93% | 3.47% | 10.43% |
JPM JPMorgan Chase & Co. | 4.70% | 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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 27, 2011 | 0.42 |
The correlation between SSREY and JPM shifts across timeframes, from 0.22 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SSREY:
$46.90B
JPM:
$933.49B
SSREY:
$6.68
JPM:
$21.08
SSREY:
5.77
JPM:
15.85
SSREY:
0.04
JPM:
1.75
SSREY:
0.48
JPM:
3.27
SSREY:
1.90
JPM:
2.71
SSREY:
$95.72B
JPM:
$285.09B
SSREY:
$67.80B
JPM:
$173.52B
SSREY:
$14.59B
JPM:
$81.46B
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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 | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.46 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.33 | 3.43 | -3.76 |
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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.
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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 | -16.25% | 0.00% | -16.25% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -17.61% | +9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 6.55% | +5.20% |
Volatility
SSREY vs. JPM - Volatility Comparison
The current volatility for Swiss Re Ltd (SSREY) is 5.55%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.34%. 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.
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Volatility by Period
| SSREY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 7.34% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.62% | 17.14% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 22.12% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 24.47% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 27.35% | -3.12% |
Dividends
SSREY vs. JPM - Dividend Comparison
SSREY's dividend yield for the trailing twelve months is around 5.22%, more than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 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 | 5.22% | 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 Jun 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 Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
SSREY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
SSREY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
SSREY and JPM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (7.34%) compared to SSREY (5.55%). In terms of maximum drawdown, SSREY dropped -52.86% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.02 vs -0.17), 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.
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