JPM-P-M vs SLF

Comparison between J P Morgan Chase & Co Depositary Shares Series M (JPM-P-M, Company) and Sun Life Financial Inc (SLF, Company).

5-Year PerformanceSLF has outperformed JPM-P-M, delivering a return of +14.8% compared to -2.7%

JPM-P-M vs SLF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPM-P-M(COMPANY)	SLF(COMPANY)
Market Cap	$47B	$47B
Max Drawdown	34.44%	80.09%
Sharpe Ratio	-0.62	1.46
5Y Beta	0.20	0.49
Industry	N/A	Insurance - Diversified
P/E Ratio	0.79	19.45
Forward P/E	N/A	14.73
PEG Ratio	0.08	8.18
Dividend Yield	N/A	4.46%
5Y Dividends CAGR	N/A	13.74%
5Y EPS CAGR	15.42%	-1.29%
Debt to Equity	18.69%	32.51%
Free Cash Flow Yield	N/A	17.58%
P/S Ratio	N/A	1.29
P/B Ratio	N/A	2.71

Market Cap

Winner

JPM-P-M

$47B

SLF

$47B

Max Drawdown

Winner

JPM-P-M

34.44%

SLF

80.09%

Sharpe Ratio

JPM-P-M

-0.62

Winner

SLF

1.46

5Y Beta

Winner

JPM-P-M

0.20

SLF

0.49

Industry

JPM-P-M

N/A

SLF

Insurance - Diversified

P/E Ratio

Winner

JPM-P-M

0.79

SLF

19.45

Forward P/E

JPM-P-M

N/A

SLF

14.73

PEG Ratio

Winner

JPM-P-M

0.08

SLF

8.18

Dividend Yield

JPM-P-M

N/A

SLF

4.46%

5Y Dividends CAGR

JPM-P-M

N/A

SLF

13.74%

5Y EPS CAGR

Winner

JPM-P-M

15.42%

SLF

-1.29%

Debt to Equity

Winner

JPM-P-M

18.69%

SLF

32.51%

Free Cash Flow Yield

JPM-P-M

N/A

SLF

17.58%

P/S Ratio

JPM-P-M

N/A

SLF

1.29

P/B Ratio

JPM-P-M

N/A

SLF

2.71

JPM-P-M vs SLF - Historical Returns

Returns include dividend reinvestment.

Period	JPM-P-M	SLF
1 month	-1.11%	+4.83%
3 months	-4.93%	+16.19%
6 months	-7.58%	+30.37%
1 year	-1.54%	+35.66%
5 years(CAGR)	-2.73%	+14.83%
10 years(CAGR)	N/A	+14.02%
Max(CAGR)	-2.73%	+12.96%

JPM-P-M

-1.11%

Winner

SLF

+4.83%

JPM-P-M

-4.93%

Winner

SLF

+16.19%

JPM-P-M

-7.58%

Winner

SLF

+30.37%

JPM-P-M

-1.54%

Winner

SLF

+35.66%

5Y(CAGR)

JPM-P-M

-2.73%

Winner

SLF

+14.83%

10Y(CAGR)

JPM-P-M

N/A

SLF

+14.02%

Max(CAGR)

JPM-P-M

-2.73%

Winner

SLF

+12.96%

JPM-P-M vs SLF - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	JPM-P-M	SLF
2026	-5.83%	+32.13%
2025	+1.48%	+10.50%
2024	+4.60%	+20.82%
2023	+13.13%	+17.79%
2022	-27.12%	-13.00%
2021	+2.66%	+30.55%
2020	N/A	+0.83%
2019	N/A	+42.57%
2018	N/A	-16.04%
2017	N/A	+10.08%
2016	N/A	+31.50%
2015	N/A	-8.64%
2014	N/A	+8.41%
2013	N/A	+36.37%
2012	N/A	+46.51%
2011	N/A	-36.45%
2010	N/A	+5.55%
2009	N/A	+29.81%
2008	N/A	-55.92%
2007	N/A	+36.64%
2006	N/A	+5.41%
2005	N/A	+24.72%
2004	N/A	+35.43%
2003	N/A	+49.26%
2002	N/A	-16.04%
2001	N/A	-16.10%
2000	N/A	+186.37%

JPM-P-M vs SLF Drawdown Comparison

The maximum drawdown for JPM-P-M was -31.47%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The maximum drawdown for SLF was -78.55%, occurring on Mar 9, 2009. Recovery took 2274 trading sessions.

The current JPM-P-M drawdown is -15.13%. The current SLF drawdown is -0.45%.

Rank	JPM-P-M	SLF
#1	-31.47% Dec 30, 2021 - Oct 21, 2022	-78.55% Oct 31, 2007 - Nov 10, 2016
#2	-3.47% Sep 22, 2021 - Dec 28, 2021	-50.82% Feb 14, 2020 - Jan 20, 2021
#3	-0.71% Aug 5, 2021 - Aug 12, 2021	-42.49% Dec 29, 2000 - Oct 16, 2003
#4	-0.70% Sep 3, 2021 - Sep 16, 2021	-30.75% Feb 9, 2022 - Feb 9, 2024
#5	-0.63% Aug 13, 2021 - Aug 23, 2021	-24.79% Jan 22, 2018 - Jul 1, 2019
#6	-0.62% Sep 16, 2021 - Sep 22, 2021	-18.09% Feb 15, 2017 - Sep 26, 2017
#7	-0.20% Aug 30, 2021 - Sep 2, 2021	-16.46% Sep 6, 2000 - Nov 3, 2000
#8	-0.04% Aug 23, 2021 - Aug 30, 2021	-14.91% Jun 30, 2025 - Feb 4, 2026
#9	N/A	-14.35% Mar 3, 2006 - Nov 15, 2006
#10	N/A	-13.92% Dec 5, 2024 - May 9, 2025
#11	N/A	-13.65% Mar 13, 2024 - Aug 26, 2024
#12	N/A	-11.44% Feb 15, 2005 - Jun 24, 2005
#13	N/A	-10.77% Apr 5, 2004 - Jun 8, 2004
#14	N/A	-10.76% Nov 8, 2000 - Dec 6, 2000
#15	N/A	-10.08% Feb 13, 2026 - Apr 15, 2026

Correlation

Correlation between JPM-P-M and SLF is 0.38 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.38

-101

Dividend Comparison (2000 - 2026)

JPM-P-M vs SLF dividend yield comparison.

Year	JPM-P-M	SLF
2026	3.11%	1.68%
2025	5.75%	4.03%
2024	5.56%	4.00%
2023	5.52%	4.98%
2022	6.02%	4.59%
2021	1.39%	3.32%
2020	0.00%	3.69%
2019	0.00%	3.47%
2018	0.00%	4.71%
2017	0.00%	3.17%
2016	0.00%	3.98%
2015	0.00%	4.64%
2014	0.00%	3.99%
2013	0.00%	4.08%
2012	0.00%	5.43%
2011	0.00%	7.78%
2010	0.00%	4.78%
2009	0.00%	5.01%
2008	0.00%	6.22%
2007	0.00%	2.36%
2006	0.00%	2.63%
2005	0.00%	2.35%
2004	0.00%	2.56%
2003	0.00%	2.72%
2002	0.00%	2.40%
2001	0.00%	2.59%
2000	0.00%	0.75%