JPMorgan Chase & Co. (JPM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPMorgan Chase & Co. (JPM): 1Y return 13.2%, Sharpe ratio 0.66, volatility 22.0%, max drawdown -15.5%. A Stock in the Equity asset class. Compare JPM with other assets and invest through your own broker with pfolio.
JPMorgan Chase & Co. (JPM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
JPM Performance
- MTD
- Return: 1.6%, Sharpe: 7.29, Volatility: 6.7%, Max Drawdown: -0.6%
- YTD
- Return: 5.7%, Sharpe: 0.43, Volatility: 21.8%, Max Drawdown: -15.5%
- 1Y
- Return: 13.2%, Sharpe: 0.66, Volatility: 22.0%, Max Drawdown: -15.5%
- 5Y
- Return: 128.9%, Sharpe: 0.79, Volatility: 23.9%, Max Drawdown: -38.8%
- 10Y
- Return: 536.7%, Sharpe: 0.80, Volatility: 26.9%, Max Drawdown: -43.6%
Frequently Asked Questions
- What is JPMorgan Chase & Co. (JPM)?
- JPMorgan Chase & Co. (JPM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does JPM compare to other assets?
- You can compare JPM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPM through pfolio?
- pfolio helps you build diversified portfolios that may include JPM. You invest through your own broker — pfolio provides the analytics.