SST vs. JPM

Last updated Jun 4, 2026

SST (System1 Inc) and JPM (JPMorgan Chase & Co.) are both stocks. SST operates in Specialty Business Services (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 5 years, SST returned -49.27%/yr vs 15.45%/yr for JPM. At a 0.13 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SST achieves a -15.31% return, which is significantly lower than JPM's -5.73% return.

SST

• 1D: -5.95%
• 1M: -10.51%
• YTD: -15.31%
• 6M: -14.43%
• 1Y: -7.00%
• 3Y*: -56.60%
• 5Y*: -49.27%
• 10Y*: —

JPM

• 1D: -0.04%
• 1M: -2.21%
• YTD: -5.73%
• 6M: -2.68%
• 1Y: 15.18%
• 3Y*: 31.87%
• 5Y*: 15.45%
• 10Y*: 19.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SST vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SST System1 Inc	-15.31%	-56.36%	-59.54%	-52.67%	-52.91%	-7.69%	7.68%
JPM JPMorgan Chase & Co.	-5.73%	37.27%	44.29%	30.63%	-12.64%	27.75%	29.05%

Correlation

The correlation between SST and JPM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Aug 10, 2020	0.13

Fundamentals

Market Cap SST : $26.86M JPM : $840.48B
EPS SST : -$12.05 JPM : $21.08
PS Ratio SST : 0.12 JPM : 2.95
Total Revenue (TTM) SST : $228.85M JPM : $285.09B
Gross Profit (TTM) SST : $95.33M JPM : $173.52B
EBITDA (TTM) SST : -$37.53M JPM : $81.46B

Return for Risk

SST vs. JPM — Risk / Return Rank

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

SST

SST Risk / Return Rank: 51
SST Sharpe Ratio Rank: 40
SST Sortino Ratio Rank: 71
SST Omega Ratio Rank: 66
SST Calmar Ratio Rank: 38
SST Martin Ratio Rank: 38

JPM

JPM Risk / Return Rank: 59
JPM Sharpe Ratio Rank: 63
JPM Sortino Ratio Rank: 55
JPM Omega Ratio Rank: 54
JPM Calmar Ratio Rank: 61
JPM Martin Ratio Rank: 62

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.

SST vs. JPM - Risk-Adjusted Trends 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.

	SST	JPM	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	0.71	-0.75
Sortino ratio: Return per unit of downside risk	1.78	1.06	+0.71
Omega ratio: Gain probability vs. loss probability	1.20	1.14	+0.06
Calmar ratio: Return relative to maximum drawdown	-0.08	0.99	-1.07
Martin ratio: Return relative to average drawdown	-0.13	2.36	-2.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SST vs. JPM - Sharpe Ratio Comparison

The current SST Sharpe Ratio is -0.03, which is lower than the JPM Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SST and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SST	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	0.71	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.64	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.38	0.34	-0.71

Drawdowns

SST vs. JPM - Drawdown Comparison

The maximum SST drawdown since its inception was -99.49%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SST and JPM.

Drawdown Indicators

	SST	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-99.49%	-76.16%	-23.33%
Max Drawdown (1Y) Largest decline over 1 year	-87.27%	-15.47%	-71.80%
Max Drawdown (3Y) Largest decline over 3 years	-97.18%	-24.42%	-72.76%
Max Drawdown (5Y) Largest decline over 5 years	-99.49%	-38.77%	-60.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.63%	—
Current Drawdown Current decline from peak	-98.76%	-9.63%	-89.13%
Average Drawdown Average peak-to-trough decline	-66.66%	-17.62%	-49.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.89%	6.46%	+49.43%

Volatility

SST vs. JPM - Volatility Comparison

System1 Inc (SST) has a higher volatility of 44.25% compared to JPMorgan Chase & Co. (JPM) at 6.39%. 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.

Volatility by Period

	SST	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	44.25%	6.39%	+37.86%
Volatility (6M) Calculated over the trailing 6-month period	140.30%	17.16%	+123.14%
Volatility (1Y) Calculated over the trailing 1-year period	209.41%	21.41%	+188.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	127.44%	24.41%	+103.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	118.28%	27.37%	+90.91%

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 1.96%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPM JPMorgan Chase & Co.	1.96%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
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%

Financials

Frequently Asked Questions

Can I hold both SST and JPM in my portfolio?

SST and JPM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SST or JPM?

SST has higher volatility (44.25%) compared to JPM (6.39%). In terms of maximum drawdown, SST dropped -99.49% vs JPM's -76.16%.

Which has better risk-adjusted returns?

JPM currently has the higher Sharpe Ratio (0.71 vs -0.03), 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.