SVNLY vs. JPM
SVNLY (Svenska Handelsbanken PK) and JPM (JPMorgan Chase & Co.) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, SVNLY returned 11.51%/yr vs 21.60%/yr for JPM. At a 0.39 correlation, their price movements are largely independent.
Performance
SVNLY vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, SVNLY achieves a 17.50% return, which is significantly higher than JPM's 4.80% return. Over the past 10 years, SVNLY has underperformed JPM with an annualized return of 11.51%, while JPM has yielded a comparatively higher 21.60% annualized return.
SVNLY
- 1D
- 1.52%
- 1M
- 2.80%
- 6M
- 16.22%
- YTD
- 17.50%
- 1Y
- 28.22%
- 3Y*
- 36.66%
- 5Y*
- 17.95%
- 10Y*
- 11.51%
JPM
- 1D
- 0.12%
- 1M
- 7.58%
- 6M
- 3.75%
- YTD
- 4.80%
- 1Y
- 14.64%
- 3Y*
- 34.68%
- 5Y*
- 19.32%
- 10Y*
- 21.60%
SVNLY vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVNLY Svenska Handelsbanken PK | 17.50% | 59.09% | 6.10% | 18.06% | -1.98% | 17.74% | 0.42% | 0.94% | -12.03% | 6.42% |
JPM JPMorgan Chase & Co. | 4.80% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between SVNLY and JPM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
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 | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2009 | 0.39 |
The correlation between SVNLY and JPM shifts across timeframes, from 0.26 (3 years) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SVNLY:
$29.13B
JPM:
$896.22B
SVNLY:
SEK 6.00
JPM:
$21.08
SVNLY:
11.83
JPM:
15.86
SVNLY:
2.27
JPM:
1.75
SVNLY:
2.05
JPM:
3.28
SVNLY:
1.63
JPM:
2.72
SVNLY:
SEK 136.92B
JPM:
$285.09B
SVNLY:
SEK 56.79B
JPM:
$173.52B
SVNLY:
SEK 32.80B
JPM:
$81.46B
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Return for Risk
SVNLY vs. JPM — Risk / Return Rank
SVNLY
JPM
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.
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.
| SVNLY | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.09 | +1.24 |
| Martin ratioReturn relative to average drawdown | 6.83 | 2.57 | +4.26 |
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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.
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Drawdown Indicators
| SVNLY | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -76.16% | +28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -15.47% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.05% | -24.42% | +4.37% |
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 DrawdownCurrent decline from peak | -0.54% | -0.19% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -13.99% | -17.60% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 6.55% | -2.22% |
Volatility
SVNLY vs. JPM - Volatility Comparison
The current volatility for Svenska Handelsbanken PK (SVNLY) is 5.42%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.03%. This indicates that SVNLY 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
| SVNLY | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 7.03% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 17.13% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 22.16% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.12% | 24.49% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.60% | 27.29% | +1.31% |
Dividends
SVNLY vs. JPM - Dividend Comparison
SVNLY's dividend yield for the trailing twelve months is around 13.14%, more than JPM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.35% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
SVNLY Svenska Handelsbanken PK | 13.14% | 9.84% | 12.32% | 6.98% | 5.37% | 9.25% | 5.72% | 5.59% | 8.32% | 8.08% | 10.32% | 5.11% |
Financials
SVNLY vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Svenska Handelsbanken PK 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
SVNLY vs. JPM - Profitability Comparison
SVNLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Svenska Handelsbanken PK reported a gross profit of 14.79B and revenue of 32.42B. Therefore, the gross margin over that period was 45.6%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SVNLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Svenska Handelsbanken PK reported an operating income of 8.20B and revenue of 32.42B, resulting in an operating margin of 25.3%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
SVNLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Svenska Handelsbanken PK reported a net income of 6.36B and revenue of 32.42B, resulting in a net margin of 19.6%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
SVNLY and JPM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (7.03%) compared to SVNLY (5.42%). In terms of maximum drawdown, SVNLY dropped -47.48% vs JPM's -76.16%.
SVNLY currently has the higher Sharpe Ratio (1.27 vs 0.76), 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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