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

Performance

UL vs. JPM - Performance Comparison

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

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Returns By Period

In the year-to-date period, UL achieves a -8.35% return, which is significantly lower than JPM's 0.50% return. Over the past 10 years, UL has underperformed JPM with an annualized return of 5.33%, while JPM has yielded a comparatively higher 21.02% annualized return.


UL

1D
1.03%
1M
3.45%
YTD
-8.35%
6M
-7.70%
1Y
-14.93%
3Y*
5.05%
5Y*
0.66%
10Y*
5.33%

JPM

1D
2.31%
1M
6.82%
YTD
0.50%
6M
1.66%
1Y
21.89%
3Y*
34.22%
5Y*
17.82%
10Y*
21.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UL vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UL
The Unilever Group
-8.35%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%
JPM
JPMorgan Chase & Co.
0.50%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between UL and JPM is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1988

0.25

Over the past year, the correlation between UL and JPM has dropped to 0.05 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

UL:

$129.35B

JPM:

$896.00B

EPS

UL:

€5.06

JPM:

$21.08

PE Ratio

UL:

10.06

JPM:

15.21

PEG Ratio

UL:

1.97

JPM:

1.68

PS Ratio

UL:

1.09

JPM:

3.14

PB Ratio

UL:

7.20

JPM:

2.60

Total Revenue (TTM)

UL:

€109.27B

JPM:

$285.09B

Gross Profit (TTM)

UL:

€90.89B

JPM:

$173.52B

EBITDA (TTM)

UL:

€24.12B

JPM:

$81.46B

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Return for Risk

UL vs. JPM — Risk / Return Rank

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

UL
UL Risk / Return Rank: 1616
Overall Rank
UL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1414
Sortino Ratio Rank
UL Omega Ratio Rank: 1515
Omega Ratio Rank
UL Calmar Ratio Rank: 2121
Calmar Ratio Rank
UL Martin Ratio Rank: 1515
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6666
Sortino Ratio Rank
JPM Omega Ratio Rank: 6666
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
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.

UL vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) 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.


ULJPMDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

0.90

1.18

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.60

1.42

-2.02

Martin ratioReturn relative to average drawdown

-1.23

3.36

-4.59

UL vs. JPM - Sharpe Ratio Comparison

The current UL Sharpe Ratio is -0.70, which is lower than the JPM Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of UL 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.


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Drawdowns

UL vs. JPM - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for UL and JPM.


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Drawdown Indicators


ULJPMDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-76.16%

+22.61%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-15.47%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-24.42%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-38.77%

+12.24%

Max Drawdown (10Y)

Largest decline over 10 years

-30.13%

-43.63%

+13.50%

Current Drawdown

Current decline from peak

-19.64%

-3.66%

-15.98%

Average Drawdown

Average peak-to-trough decline

-10.61%

-17.62%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

6.54%

+5.66%

Volatility

UL vs. JPM - Volatility Comparison

The Unilever Group (UL) and JPMorgan Chase & Co. (JPM) have volatilities of 6.11% and 6.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.35%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.78%

16.67%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

21.76%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

24.46%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

27.39%

-5.78%

Dividends

UL vs. JPM - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 3.87%, more than JPM's 1.84% yield.


PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.
1.84%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
UL
The Unilever Group
3.87%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

UL vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between The Unilever Group 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


20.00B30.00B40.00B50.00B60.00B70.00B202120222023202420252026
18.38B
73.66B
(UL) Total Revenue
(JPM) Total Revenue
Please note, different currencies. UL values in EUR, JPM values in USD

UL vs. JPM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%2021202220232024202520260
64.3%
Portfolio components
UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. 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 Jun 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%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


UL and JPM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (6.35%) compared to UL (6.11%). In terms of maximum drawdown, UL dropped -53.55% vs JPM's -76.16%.

JPM currently has the higher Sharpe Ratio (1.01 vs -0.70), 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.

Portfolio Optimizer

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