SVNLY vs. JPM

Last updated Apr 2, 2026

Compare and contrast key facts about Svenska Handelsbanken PK (SVNLY) and JPMorgan Chase & Co. (JPM).

Performance

SVNLY vs. JPM - Performance Comparison

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

SVNLY vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SVNLY Svenska Handelsbanken PK	5.67%	59.09%	6.10%	18.06%	-1.98%	17.74%	0.42%	0.94%	-12.03%	6.42%
JPM JPMorgan Chase & Co.	-7.92%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Fundamentals

Market Cap SVNLY : $26.18B JPM : $825.20B
EPS SVNLY : $5.96 JPM : $20.42
PE Ratio SVNLY : 1.11 JPM : 14.47
PEG Ratio SVNLY : 0.21 JPM : 1.60
PS Ratio SVNLY : 0.22 JPM : 3.22
PB Ratio SVNLY : 0.13 JPM : 2.41
Total Revenue (TTM) SVNLY : $118.94B JPM : $256.52B
Gross Profit (TTM) SVNLY : $42.63B JPM : $168.20B
EBITDA (TTM) SVNLY : $23.41B JPM : $78.84B

Returns By Period

In the year-to-date period, SVNLY achieves a 5.67% return, which is significantly higher than JPM's -7.92% return. Over the past 10 years, SVNLY has underperformed JPM with an annualized return of 9.83%, while JPM has yielded a comparatively higher 20.50% annualized return.

SVNLY

• 1D: 1.61%
• 1M: -1.41%
• YTD: 5.67%
• 6M: 17.16%
• 1Y: 35.89%
• 3Y*: 31.08%
• 5Y*: 16.26%
• 10Y*: 9.83%

JPM

• 1D: 0.41%
• 1M: -0.73%
• YTD: -7.92%
• 6M: -4.04%
• 1Y: 23.71%
• 3Y*: 34.51%
• 5Y*: 16.89%
• 10Y*: 20.50%

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

Return for Risk

SVNLY vs. JPM — Risk / Return Rank

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

SVNLY

SVNLY Risk / Return Rank: 78
SVNLY Sharpe Ratio Rank: 79
SVNLY Sortino Ratio Rank: 71
SVNLY Omega Ratio Rank: 76
SVNLY Calmar Ratio Rank: 81
SVNLY Martin Ratio Rank: 82

JPM

JPM Risk / Return Rank: 68
JPM Sharpe Ratio Rank: 72
JPM Sortino Ratio Rank: 63
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 70
JPM Martin Ratio Rank: 72

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.

SVNLY vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Svenska Handelsbanken PK (SVNLY) 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.

	SVNLY	JPM	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.94	+0.34
Sortino ratio Return per unit of downside risk	1.72	1.34	+0.37
Omega ratio Gain probability vs. loss probability	1.27	1.19	+0.07
Calmar ratio Return relative to maximum drawdown	2.56	1.48	+1.08
Martin ratio Return relative to average drawdown	7.08	4.00	+3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVNLY vs. JPM - Sharpe Ratio Comparison

The current SVNLY Sharpe Ratio is 1.28, which is higher than the JPM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SVNLY 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.

Sharpe Ratios by Period

	SVNLY	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.94	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.70	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.75	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.34	+0.01

Correlation

The correlation between SVNLY and JPM is 0.39, 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.

Dividends

SVNLY vs. JPM - Dividend Comparison

SVNLY's dividend yield for the trailing twelve months is around 14.61%, more than JPM's 1.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SVNLY Svenska Handelsbanken PK	14.61%	9.84%	12.32%	6.98%	5.37%	9.25%	5.72%	5.59%	8.32%	8.08%	10.32%	5.11%
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%

Drawdowns

SVNLY vs. JPM - Drawdown Comparison

The maximum SVNLY drawdown since its inception was -47.48%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SVNLY and JPM.

Drawdown Indicators

	SVNLY	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-47.48%	-76.16%	+28.68%
Max Drawdown (1Y) Largest decline over 1 year	-14.50%	-15.47%	+0.97%
Max Drawdown (5Y) Largest decline over 5 years	-42.91%	-38.77%	-4.14%
Max Drawdown (10Y) Largest decline over 10 years	-47.48%	-43.63%	-3.85%
Current Drawdown Current decline from peak	-5.78%	-11.72%	+5.94%
Average Drawdown Average peak-to-trough decline	-14.18%	-17.66%	+3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.24%	5.72%	-0.48%

Volatility

SVNLY vs. JPM - Volatility Comparison

Svenska Handelsbanken PK (SVNLY) has a higher volatility of 10.93% compared to JPMorgan Chase & Co. (JPM) at 6.28%. This indicates that SVNLY'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

	SVNLY	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.93%	6.28%	+4.65%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	17.19%	-0.26%
Volatility (1Y) Calculated over the trailing 1-year period	28.13%	25.24%	+2.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.12%	24.34%	+4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.92%	27.38%	+1.54%

Financials

SVNLY vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Svenska Handelsbanken PK and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SVNLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Svenska Handelsbanken PK reported a gross profit of 0.00 and revenue of 32.71B. Therefore, the gross margin over that period was 0.0%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a gross profit of 41.14B and revenue of 45.80B. Therefore, the gross margin over that period was 89.8%.

SVNLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Svenska Handelsbanken PK reported an operating income of 7.45B and revenue of 32.71B, resulting in an operating margin of 22.8%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported an operating income of 17.16B and revenue of 45.80B, resulting in an operating margin of 37.5%.

SVNLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Svenska Handelsbanken PK reported a net income of 5.85B and revenue of 32.71B, resulting in a net margin of 17.9%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a net income of 13.03B and revenue of 45.80B, resulting in a net margin of 28.4%.