JPMorgan Chase (JPM): analysis and statistics
Return, volatility, Sharpe ratio and risk for JPMorgan Chase, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $339.30 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +38.65% |
| Total return over period | +165.16% |
| Annualized volatility | 23.04% |
| Period volatility | 39.80% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.84 |
| Sortino ratio | 5.54 |
| Max drawdown | -24.42% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.55% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $129.59 – $365.18 |
| Trading days analyzed | 752 |
Over the last 3.0 years, JPMorgan Chase (JPM) has posted an annualized return of +38.65% with annual volatility of 23.04%, a Sharpe ratio of 3.84. Its worst stretch (max drawdown from a peak) was -24.42%. Its correlation with the S&P 500 is 0.57, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how JPM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, JPMorgan Chase (JPM) is of the S&P 500.
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