JPMorgan Chase & Co

10-Year Study

JPM.US · Financial Services · US · Common Stock

Executive Summary: JPMorgan Chase & Co has compounded at 20.1% annually over the last 10 years, with a maximum drawdown of 37.1% and an annualized volatility of 32.9%.

1Y CAGR
+21.0%
3Y CAGR
+35.6%
5Y CAGR
+16.6%
10Y CAGR
+20.1%

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 →
37.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.6-1.8-2.05.4————————-3.4%
202512.1-1.0-7.30.37.99.82.71.74.6-0.90.62.937.3%
20243.16.77.7-3.75.7-0.25.85.6-6.25.912.5-4.044.3%
20235.12.4-9.16.9-1.87.29.4-7.4-0.9-3.412.29.030.6%
2022-5.6-4.6-3.9-11.810.8-14.83.3-1.4-8.121.59.8-3.0-12.6%
20212.014.43.41.66.8-5.3-1.95.42.34.4-6.5-0.327.7%
2020-4.4-12.3-22.57.51.6-3.33.73.7-3.92.820.27.8-5.5%
20196.90.8-3.015.5-8.75.54.5-5.37.17.05.55.847.3%
20188.7-0.1-4.8-0.6-1.6-2.610.9-0.3-1.5-2.72.0-12.2-6.6%
2017-1.47.1-3.1-0.4-5.611.31.0-1.05.16.03.92.326.8%
2016———7.53.3-4.83.75.5-1.34.815.87.649.0%

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 32.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 85.4% of variance. Idiosyncratic stock-specific factors contribute 8.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110751.080401288751
2016-05-0111103.21282746041
2016-06-0110570.752206624398
2016-07-0110966.785251335457
2016-08-0111571.942469873533
2016-09-0111415.949527538363
2016-10-0111960.0036215802
2016-11-0113843.954058930174
2016-12-0114900.770910761172
2017-01-0114694.98124065621
2017-02-0115735.08140826471
2017-03-0115252.37334958628
2017-04-0115193.301843251826
2017-05-0114346.315815043246
2017-06-0115961.695164527944
2017-07-0116119.741807831002
2017-08-0115959.950622845547
2017-09-0116771.206670774067
2017-10-0117770.011990963714
2017-11-0118460.60758632721
2017-12-0118888.042381321477
2018-01-0120536.391360322938
2018-02-0120506.204164375577
2018-03-0119524.3805220817
2018-04-0119411.051561143977
2018-05-0119095.201185405032
2018-06-0118593.78898995453
2018-07-0120623.508030412442
2018-08-0120557.12711525679
2018-09-0120244.942485331496
2018-10-0119696.560161292815
2018-11-0120088.61830090473
2018-12-0117636.941001366926
2019-01-0118851.119929511682
2019-02-0119007.77535603004
2019-03-0118437.68563358883
2019-04-0121298.752935093904
2019-05-0119446.92216026931
2019-06-0120518.74493119808
2019-07-0121440.29504222629
2019-08-0120305.434378133858
2019-09-0121752.659124603408
2019-10-0123273.940254221918
2019-11-0124548.301066752214
2019-12-0125971.716440060845
2020-01-0124818.31371276011
2020-02-0121771.35020901376
2020-03-0116881.17904518363
2020-04-0118142.17352227382
2020-05-0118435.830677875896
2020-06-0117820.09579521289
2020-07-0118487.30569890977
2020-08-0119166.41823509797
2020-09-0118416.530305338958
2020-10-0118929.160566291477
2020-11-0122759.798693139535
2020-12-0124534.152163783758
2021-01-0125021.983433478857
2021-02-0128619.625873098947
2021-03-0129603.61363039124
2021-04-0130087.13875289561
2021-05-0132127.391291866235
2021-06-0130425.55775647523
2021-07-0129861.14331520335
2021-08-0131468.50660607144
2021-09-0132204.305705534618
2021-10-0133625.51094092629
2021-11-0131436.46445441115
2021-12-0131341.464222541683
2022-01-0129587.979003667955
2022-02-0128234.01591287008
2022-03-0127142.882380349834
2022-04-0123942.112132072845
2022-05-0126523.68049712813
2022-06-0122588.14904127497
2022-07-0123344.463067610926
2022-08-0123014.61219280056
2022-09-0121146.80428671432
2022-10-0125701.206383697587
2022-11-0128212.52934252861
2022-12-0127379.49964777924
2023-01-0128787.03562619109
2023-02-0129484.300228998698
2023-03-0126802.210930547364
2023-04-0128656.415828072102
2023-05-0128131.94918304659
2023-06-0130148.92644438114
2023-07-0132969.14369502761
2023-08-0130541.73539940067
2023-09-0130268.328176998104
2023-10-0129238.51859703516
2023-11-0132817.125657791585
2023-12-0135764.93736212048
2024-01-0136886.699746710205
2024-02-0139361.89523475127
2024-03-0142374.43164377784
2024-04-0140800.148396457036
2024-05-0143117.40765522556
2024-06-0143038.68245145647
2024-07-0145532.383331014644
2024-08-0148099.995362610716
2024-09-0145117.292824633805
2024-10-0147774.75979427658
2024-11-0153759.53149118565
2024-12-0151604.58085729869
2025-01-0157841.32393849676
2025-02-0157267.88398049067
2025-03-0153080.72300332098
2025-04-0153259.62015020172
2025-05-0157479.10877046593
2025-06-0163120.33303399054
2025-07-0164809.2552659039
2025-08-0165942.50190653976
2025-09-0169007.50886357256
2025-10-0168395.50756018668
2025-11-0168826.38780128193
2025-12-0170835.69537410757
2026-01-0167549.09883346196
2026-02-0166314.66673733164
2026-03-0164958.782442402524
2026-04-0168445.65752659322
Annual Return Matrix
YearAnnual Return
20170.26758826737486063
2018-0.06623774739047472
20190.4725748891515793
2020-0.055351146297734743
20210.2774626982548263
2022-0.12641287422407288
20230.3062670181053284
20240.4428819023168309
20250.3726629341295953
2026-0.033740585659415845
Total Factor Risk
0.3293032506252225
VTI.US Exposure
0.8536526613133938
VEA.US Exposure
0.0412885133208086
VWO.US Exposure
-0.008128877533979352
QQQ.US Exposure
-0.10813298866391112
VTV.US Exposure
0.07738957596257934
IJR.US Exposure
-0.006957469874286246
QUAL.US Exposure
-0.12228733212248787
SHV.US Exposure
0.23203155189712504
TLT.US Exposure
0.0007212516818071378
LQD.US Exposure
0.013752415959049752
HYG.US Exposure
-0.006142065465189088
GLD.US Exposure
-0.002762808216754945
USO.US Exposure
-0.000032445452800325824
VNQ.US Exposure
-0.058085157034588185
BTC-USD.CC Exposure
0.0016927749488435408
CPER.US Exposure
-0.007102268301835024
VIX.INDX Exposure
-0.013581037744967248
UUP.US Exposure
0.030204109627116366
TIP.US Exposure
0.0019707572127360315
Idiosyncratic Exposure
0.08050883848733986
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →14.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.98%
Market Cap$796.8B
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
$4,737
Avg Yield on Cost
7.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$794.987.95%Solid
2021$817.068.17%Solid
2022$883.318.83%Solid
2023$894.358.94%Solid
2024$1,015.8110.16%Solid
2026$331.243.31%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 →
+3.5%
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 →
+2.6%
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 →
7.4% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan Chase & Co a high-risk investment?

JPMorgan Chase & Co (JPM.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 37.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, JPM.US has generated a Compound Annual Growth Rate (CAGR) of 20.1%. It has had a positive return in 60% 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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