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

Performance

UNH vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UnitedHealth Group Incorporated (UNH) 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, UNH achieves a 24.12% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, UNH has underperformed JPM with an annualized return of 13.15%, while JPM has yielded a comparatively higher 20.32% annualized return.


UNH

1D
1.78%
1M
7.00%
YTD
24.12%
6M
26.61%
1Y
37.87%
3Y*
-4.40%
5Y*
2.00%
10Y*
13.15%

JPM

1D
-0.40%
1M
2.98%
YTD
-2.52%
6M
-0.35%
1Y
19.35%
3Y*
33.18%
5Y*
16.72%
10Y*
20.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH
UnitedHealth Group Incorporated
24.12%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%
JPM
JPMorgan Chase & Co.
-2.52%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between UNH and JPM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.11

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

0.21

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.28

The correlation between UNH and JPM shifts across timeframes, from 0.11 (3 years) to 0.29 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UNH:

$369.98B

JPM:

$869.15B

EPS

UNH:

$13.23

JPM:

$21.08

PE Ratio

UNH:

30.74

JPM:

14.76

PS Ratio

UNH:

0.82

JPM:

3.05

PB Ratio

UNH:

3.56

JPM:

2.53

Total Revenue (TTM)

UNH:

$449.71B

JPM:

$285.09B

Gross Profit (TTM)

UNH:

$84.55B

JPM:

$173.52B

EBITDA (TTM)

UNH:

$22.99B

JPM:

$81.46B

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Return for Risk

UNH vs. JPM — Risk / Return Rank

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

UNH
UNH Risk / Return Rank: 6868
Overall Rank
UNH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6565
Sortino Ratio Rank
UNH Omega Ratio Rank: 7070
Omega Ratio Rank
UNH Calmar Ratio Rank: 6767
Calmar Ratio Rank
UNH Martin Ratio Rank: 6666
Martin Ratio Rank

JPM
JPM Risk / Return Rank: 6666
Overall Rank
JPM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPM Omega Ratio Rank: 6262
Omega Ratio Rank
JPM Calmar Ratio Rank: 6666
Calmar Ratio Rank
JPM Martin Ratio Rank: 6767
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.

UNH vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) 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.


UNHJPMDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.31

1.26

+0.06

Martin ratioReturn relative to average drawdown

2.88

2.98

-0.11

UNH vs. JPM - Sharpe Ratio Comparison

The current UNH Sharpe Ratio is 0.95, which is comparable to the JPM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UNH 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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Sharpe Ratios by Period


UNHJPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.90

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.69

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.74

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.34

+0.30

Drawdowns

UNH vs. JPM - Drawdown Comparison

The maximum UNH drawdown since its inception was -74.37%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for UNH and JPM.


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Drawdown Indicators


UNHJPMDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

-76.16%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-28.96%

-15.47%

-13.49%

Max Drawdown (3Y)

Largest decline over 3 years

-61.39%

-24.42%

-36.97%

Max Drawdown (5Y)

Largest decline over 5 years

-61.39%

-38.77%

-22.62%

Max Drawdown (10Y)

Largest decline over 10 years

-61.39%

-43.63%

-17.76%

Current Drawdown

Current decline from peak

-32.60%

-6.55%

-26.05%

Average Drawdown

Average peak-to-trough decline

-14.76%

-17.62%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

6.50%

+6.69%

Volatility

UNH vs. JPM - Volatility Comparison

UnitedHealth Group Incorporated (UNH) has a higher volatility of 8.29% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that UNH'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


UNHJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

6.40%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

17.38%

+13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

40.17%

21.62%

+18.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.87%

24.45%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

27.40%

+2.79%

Dividends

UNH vs. JPM - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 2.17%, more than JPM's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.
1.90%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
UNH
UnitedHealth Group Incorporated
2.17%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Financials

UNH vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between UnitedHealth Group Incorporated 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


40.00B60.00B80.00B100.00B120.00B20222023202420252026
111.72B
73.66B
(UNH) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

UNH vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between UnitedHealth Group Incorporated 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%40.0%60.0%80.0%100.0%20222023202420252026
22.7%
64.3%
Portfolio components
UNH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported a gross profit of 25.41B and revenue of 111.72B. Therefore, the gross margin over that period was 22.7%.

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%.

UNH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported an operating income of 8.99B and revenue of 111.72B, resulting in an operating margin of 8.1%.

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%.

UNH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UnitedHealth Group Incorporated reported a net income of 6.28B and revenue of 111.72B, resulting in a net margin of 5.6%.

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


UNH and JPM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNH has higher volatility (8.29%) compared to JPM (6.40%). In terms of maximum drawdown, UNH dropped -74.37% vs JPM's -76.16%.

UNH currently has the higher Sharpe Ratio (0.95 vs 0.90), 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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