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UBS vs. JPM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

UBS vs. JPM - Performance Comparison

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

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UBS vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBS
UBS Group AG
-15.63%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%
JPM
JPMorgan Chase & Co.
-8.30%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Fundamentals

Market Cap

UBS:

$129.19B

JPM:

$821.79B

EPS

UBS:

$2.27

JPM:

$20.42

PE Ratio

UBS:

17.18

JPM:

14.41

PEG Ratio

UBS:

0.31

JPM:

1.59

PS Ratio

UBS:

1.99

JPM:

3.20

PB Ratio

UBS:

1.43

JPM:

2.40

Total Revenue (TTM)

UBS:

$65.02B

JPM:

$256.52B

Gross Profit (TTM)

UBS:

$46.85B

JPM:

$168.20B

EBITDA (TTM)

UBS:

$12.04B

JPM:

$78.84B

Returns By Period

In the year-to-date period, UBS achieves a -15.63% return, which is significantly lower than JPM's -8.30% return. Over the past 10 years, UBS has underperformed JPM with an annualized return of 13.00%, while JPM has yielded a comparatively higher 20.45% annualized return.


UBS

1D
6.54%
1M
-5.70%
YTD
-15.63%
6M
-4.71%
1Y
33.79%
3Y*
26.47%
5Y*
22.80%
10Y*
13.00%

JPM

1D
3.66%
1M
-2.04%
YTD
-8.30%
6M
-5.87%
1Y
22.38%
3Y*
34.32%
5Y*
16.79%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UBS vs. JPM — Risk / Return Rank

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

UBS
UBS Risk / Return Rank: 7272
Overall Rank
UBS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 7474
Sortino Ratio Rank
UBS Omega Ratio Rank: 7171
Omega Ratio Rank
UBS Calmar Ratio Rank: 6767
Calmar Ratio Rank
UBS Martin Ratio Rank: 7070
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 7070
Overall Rank
JPM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6464
Sortino Ratio Rank
JPM Omega Ratio Rank: 6565
Omega Ratio Rank
JPM Calmar Ratio Rank: 7373
Calmar Ratio Rank
JPM Martin Ratio Rank: 7474
Martin Ratio Rank
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.

UBS vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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.


UBSJPMDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.89

+0.28

Sortino ratio

Return per unit of downside risk

1.73

1.28

+0.45

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.14

1.53

-0.38

Martin ratio

Return relative to average drawdown

3.34

4.16

-0.82

UBS vs. JPM - Sharpe Ratio Comparison

The current UBS Sharpe Ratio is 1.17, which is higher than the JPM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of UBS 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.


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Sharpe Ratios by Period


UBSJPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.89

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.69

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.75

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.34

0.00

Correlation

The correlation between UBS and JPM is 0.58, 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.


Dividends

UBS vs. JPM - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 3.47%, more than JPM's 1.97% yield.


TTM20252024202320222021202020192018201720162015
UBS
UBS Group AG
3.47%2.92%3.46%0.89%1.34%1.04%3.87%5.48%0.00%3.30%5.42%3.87%
JPM
JPMorgan Chase & Co.
1.97%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Drawdowns

UBS vs. JPM - Drawdown Comparison

The maximum UBS drawdown since its inception was -61.38%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for UBS and JPM.


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Drawdown Indicators


UBSJPMDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-76.16%

+14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-26.07%

-15.47%

-10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-38.77%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-61.38%

-43.63%

-17.75%

Current Drawdown

Current decline from peak

-20.67%

-12.09%

-8.58%

Average Drawdown

Average peak-to-trough decline

-19.41%

-17.66%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

5.67%

+3.26%

Volatility

UBS vs. JPM - Volatility Comparison

UBS Group AG (UBS) has a higher volatility of 10.52% compared to JPMorgan Chase & Co. (JPM) at 6.34%. This indicates that UBS'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.


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Volatility by Period


UBSJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

6.34%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

19.41%

17.19%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

25.25%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.16%

24.34%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.42%

27.38%

+3.04%

Financials

UBS vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between UBS Group AG 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.50B
45.80B
(UBS) Total Revenue
(JPM) Total Revenue
Values in USD except per share items