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STT vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STT and JPM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

STT vs. JPM - Performance Comparison

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

4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
4,480.50%
6,241.77%
STT
JPM

Key characteristics

Sharpe Ratio

STT:

0.78

JPM:

1.13

Sortino Ratio

STT:

1.19

JPM:

1.66

Omega Ratio

STT:

1.18

JPM:

1.24

Calmar Ratio

STT:

0.83

JPM:

1.32

Martin Ratio

STT:

3.06

JPM:

4.65

Ulcer Index

STT:

7.08%

JPM:

6.92%

Daily Std Dev

STT:

27.80%

JPM:

28.58%

Max Drawdown

STT:

-82.26%

JPM:

-74.02%

Current Drawdown

STT:

-13.61%

JPM:

-12.07%

Fundamentals

Market Cap

STT:

$24.69B

JPM:

$669.43B

EPS

STT:

$9.06

JPM:

$20.38

PE Ratio

STT:

9.44

JPM:

11.82

PEG Ratio

STT:

0.93

JPM:

6.58

PS Ratio

STT:

1.89

JPM:

3.97

PB Ratio

STT:

1.07

JPM:

2.02

Total Revenue (TTM)

STT:

$9.78B

JPM:

$204.37B

Gross Profit (TTM)

STT:

$9.68B

JPM:

$180.79B

EBITDA (TTM)

STT:

$2.03B

JPM:

$100.17B

Returns By Period

In the year-to-date period, STT achieves a -9.31% return, which is significantly lower than JPM's 3.22% return. Over the past 10 years, STT has underperformed JPM with an annualized return of 4.19%, while JPM has yielded a comparatively higher 17.89% annualized return.


STT

YTD

-9.31%

1M

-4.54%

6M

-3.11%

1Y

21.99%

5Y*

12.45%

10Y*

4.19%

JPM

YTD

3.22%

1M

-1.98%

6M

9.97%

1Y

29.64%

5Y*

25.48%

10Y*

17.89%

*Annualized

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Risk-Adjusted Performance

STT vs. JPM — Risk-Adjusted Performance Rank

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

STT
The Risk-Adjusted Performance Rank of STT is 7777
Overall Rank
The Sharpe Ratio Rank of STT is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of STT is 7171
Sortino Ratio Rank
The Omega Ratio Rank of STT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of STT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of STT is 8080
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
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.

STT vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.


The chart of Sharpe ratio for STT, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
STT: 0.78
JPM: 1.13
The chart of Sortino ratio for STT, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.00
STT: 1.19
JPM: 1.66
The chart of Omega ratio for STT, currently valued at 1.18, compared to the broader market0.501.001.502.00
STT: 1.18
JPM: 1.24
The chart of Calmar ratio for STT, currently valued at 0.83, compared to the broader market0.001.002.003.004.005.00
STT: 0.83
JPM: 1.32
The chart of Martin ratio for STT, currently valued at 3.06, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
STT: 3.06
JPM: 4.65

The current STT Sharpe Ratio is 0.78, which is lower than the JPM Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of STT 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.78
1.13
STT
JPM

Dividends

STT vs. JPM - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 3.39%, more than JPM's 2.06% yield.


TTM20242023202220212020201920182017201620152014
STT
State Street Corporation
3.39%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%
JPM
JPMorgan Chase & Co.
2.06%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

STT vs. JPM - Drawdown Comparison

The maximum STT drawdown since its inception was -82.26%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for STT and JPM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.61%
-12.07%
STT
JPM

Volatility

STT vs. JPM - Volatility Comparison

State Street Corporation (STT) has a higher volatility of 17.02% compared to JPMorgan Chase & Co. (JPM) at 15.62%. This indicates that STT'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.02%
15.62%
STT
JPM

Financials

STT vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between State Street Corporation 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