JPMorgan Chase Financial Company LLC

10-Year Study

AMJB.US · · US · ETF

Executive Summary: JPMorgan Chase Financial Company LLC has compounded at 17.1% annually over the last 10 years, with a maximum drawdown of 8.4% and an annualized volatility of 44.5%.

1Y CAGR
+19.6%
3Y CAGR
+17.1%
5Y CAGR
+17.1%
10Y CAGR
+17.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 7.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.74.61.6-2.3————————12.9%
20258.82.8-0.1-8.31.02.32.80.1-3.7-0.55.8-2.17.9%
2024—3.14.7-1.50.44.4-0.10.3-0.4-1.214.2-6.717.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 44.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.0% of variance. Idiosyncratic stock-specific factors contribute 1.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-0110307.214796984863
2024-03-0110791.537340850067
2024-04-0110629.843119866558
2024-05-0110670.425033255211
2024-06-0111140.05194147083
2024-07-0111132.36629294145
2024-08-0111170.710077912207
2024-09-0111127.29883237263
2024-10-0110990.477397014422
2024-11-0112545.638816747956
2024-12-0111704.735964189947
2025-01-0112732.036908004477
2025-02-0113085.027765461035
2025-03-0113071.0500200587
2025-04-0111980.44804797196
2025-05-0112099.40668482507
2025-06-0112373.387386246068
2025-07-0112725.026920884273
2025-08-0112742.8474905513
2025-09-0112265.028187749414
2025-10-0112202.698422752897
2025-11-0112904.879542239396
2025-12-0112630.645467789955
2026-01-0113732.818141508838
2026-02-0114367.939866134584
2026-03-0114598.509322016007
2026-04-0114256.45573362049
Annual Return Matrix
YearAnnual Return
20250.07910554381002544
20260.12871949180875952
Total Factor Risk
0.44470293238611275
VTI.US Exposure
0.004504252902879967
VEA.US Exposure
0.0032485516082727474
VWO.US Exposure
0.016568443417454722
QQQ.US Exposure
0.0007174140362654442
VTV.US Exposure
0.06916995752762628
IJR.US Exposure
-0.006622091261511928
QUAL.US Exposure
0.00019232486494472764
SHV.US Exposure
0.7699648976446264
TLT.US Exposure
0.0047538521717891405
LQD.US Exposure
0.0027814872512236196
HYG.US Exposure
0.020675952976699028
GLD.US Exposure
0.001987774091984913
USO.US Exposure
0.009775146253372679
VNQ.US Exposure
0.0016441111051590065
BTC-USD.CC Exposure
0.00011876193888510804
CPER.US Exposure
0.00040209823899804345
VIX.INDX Exposure
-0.00005257070847939752
UUP.US Exposure
0.024050724300000877
TIP.US Exposure
0.058438853091072225
Idiosyncratic Exposure
0.01768005854873659
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$214
Avg Yield on Cost
2.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$213.682.14%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan Chase Financial Company LLC a high-risk investment?

JPMorgan Chase Financial Company LLC (AMJB.US) has an annualized volatility of 44.5% and experienced a maximum drawdown of 8.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AMJB.US?

Over the past 10 years, AMJB.US has generated a Compound Annual Growth Rate (CAGR) of 17.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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