PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SST vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SST and JPM is 0.11, 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

SST vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in System1 Inc (SST) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-43.66%
24.56%
SST
JPM

Key characteristics

Sharpe Ratio

SST:

-0.64

JPM:

2.17

Sortino Ratio

SST:

-1.07

JPM:

2.86

Omega Ratio

SST:

0.88

JPM:

1.43

Calmar Ratio

SST:

-0.69

JPM:

5.18

Martin Ratio

SST:

-1.46

JPM:

14.74

Ulcer Index

SST:

46.42%

JPM:

3.56%

Daily Std Dev

SST:

105.24%

JPM:

24.18%

Max Drawdown

SST:

-97.81%

JPM:

-74.02%

Current Drawdown

SST:

-97.48%

JPM:

-4.70%

Fundamentals

Market Cap

SST:

$62.50M

JPM:

$780.81B

EPS

SST:

-$1.11

JPM:

$19.74

Total Revenue (TTM)

SST:

$268.33M

JPM:

$177.39B

Gross Profit (TTM)

SST:

$9.50M

JPM:

$177.39B

EBITDA (TTM)

SST:

$4.76M

JPM:

$118.91B

Returns By Period

In the year-to-date period, SST achieves a -24.75% return, which is significantly lower than JPM's 11.88% return.


SST

YTD

-24.75%

1M

-17.59%

6M

-43.67%

1Y

-63.26%

5Y*

N/A

10Y*

N/A

JPM

YTD

11.88%

1M

1.43%

6M

24.55%

1Y

50.86%

5Y*

17.85%

10Y*

19.51%

*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

SST vs. JPM — Risk-Adjusted Performance Rank

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

SST
The Risk-Adjusted Performance Rank of SST is 1010
Overall Rank
The Sharpe Ratio Rank of SST is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SST is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SST is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SST is 88
Calmar Ratio Rank
The Martin Ratio Rank of SST is 66
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.

SST vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for System1 Inc (SST) 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 SST, currently valued at -0.64, compared to the broader market-2.000.002.00-0.642.17
The chart of Sortino ratio for SST, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.006.00-1.072.86
The chart of Omega ratio for SST, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.43
The chart of Calmar ratio for SST, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.695.18
The chart of Martin ratio for SST, currently valued at -1.46, compared to the broader market-10.000.0010.0020.0030.00-1.4614.74
SST
JPM

The current SST Sharpe Ratio is -0.64, which is lower than the JPM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SST 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.64
2.17
SST
JPM

Dividends

SST vs. JPM - Dividend Comparison

SST has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.80%.


TTM20242023202220212020201920182017201620152014
SST
System1 Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.80%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

SST vs. JPM - Drawdown Comparison

The maximum SST drawdown since its inception was -97.81%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SST and JPM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.48%
-4.70%
SST
JPM

Volatility

SST vs. JPM - Volatility Comparison

System1 Inc (SST) has a higher volatility of 25.22% compared to JPMorgan Chase & Co. (JPM) at 6.22%. This indicates that SST'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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
25.22%
6.22%
SST
JPM

Financials

SST vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between System1 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab