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

Performance

WFC vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) 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, WFC achieves a -9.20% return, which is significantly lower than JPM's 0.50% return. Over the past 10 years, WFC has underperformed JPM with an annualized return of 8.95%, while JPM has yielded a comparatively higher 21.02% annualized return.


WFC

1D
1.61%
1M
13.87%
YTD
-9.20%
6M
-8.77%
1Y
15.62%
3Y*
28.38%
5Y*
15.64%
10Y*
8.95%

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)

WFC vs. JPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFC
Wells Fargo & Company
-9.20%35.57%46.48%22.94%-11.92%61.15%-41.65%21.44%-21.83%13.21%
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 WFC and JPM is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.74

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1983

0.60

The correlation between WFC and JPM shifts across timeframes, from 0.60 (all time) to 0.77 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WFC:

$269.39B

JPM:

$896.00B

EPS

WFC:

$6.73

JPM:

$21.08

PE Ratio

WFC:

12.44

JPM:

15.21

PEG Ratio

WFC:

1.07

JPM:

1.68

PS Ratio

WFC:

2.15

JPM:

3.14

PB Ratio

WFC:

1.65

JPM:

2.60

Total Revenue (TTM)

WFC:

$125.70B

JPM:

$285.09B

Gross Profit (TTM)

WFC:

$81.14B

JPM:

$173.52B

EBITDA (TTM)

WFC:

$31.58B

JPM:

$81.46B

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Return for Risk

WFC vs. JPM — Risk / Return Rank

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

WFC
WFC Risk / Return Rank: 5858
Overall Rank
WFC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WFC Sortino Ratio Rank: 5555
Sortino Ratio Rank
WFC Omega Ratio Rank: 5454
Omega Ratio Rank
WFC Calmar Ratio Rank: 5858
Calmar Ratio Rank
WFC Martin Ratio Rank: 5858
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.

WFC vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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.


WFCJPMDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.68

1.42

-0.74

Martin ratioReturn relative to average drawdown

1.54

3.36

-1.82

WFC vs. JPM - Sharpe Ratio Comparison

The current WFC Sharpe Ratio is 0.59, which is lower than the JPM Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of WFC 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

WFC vs. JPM - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for WFC and JPM.


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Drawdown Indicators


WFCJPMDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-76.16%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-15.47%

-7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-24.42%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-38.77%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-64.46%

-43.63%

-20.83%

Current Drawdown

Current decline from peak

-12.21%

-3.66%

-8.55%

Average Drawdown

Average peak-to-trough decline

-15.35%

-17.62%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

6.54%

+3.64%

Volatility

WFC vs. JPM - Volatility Comparison

The current volatility for Wells Fargo & Company (WFC) is 5.95%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.35%. This indicates that WFC 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


WFCJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

6.35%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

16.67%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

21.76%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.23%

24.46%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

27.39%

+4.89%

Dividends

WFC vs. JPM - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.15%, 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%
WFC
Wells Fargo & Company
2.15%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%

Financials

WFC vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Wells Fargo & Company 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


20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
31.80B
73.66B
(WFC) Total Revenue
(JPM) Total Revenue
Values in USD except per share items

WFC vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between Wells Fargo & Company 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

60.0%70.0%80.0%90.0%100.0%20222023202420252026
63.9%
64.3%
Portfolio components
WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.

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%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.

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%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.

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


WFC and JPM have a correlation of 0.72, 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 WFC (5.95%). In terms of maximum drawdown, WFC dropped -79.01% vs JPM's -76.16%.

JPM currently has the higher Sharpe Ratio (1.01 vs 0.59), 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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