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You don't want to own JPMorgan stock during or after big Dow sell-offs, history shows

Timothy A. Clary | AFP | Getty Images

When stocks have gone through a pullback during this bull market, JPMorgan is often the punching bag, history shows.

Using hedge fund analytics tool Kensho, we looked back at what happened to Dow Jones industrial average members when it dropped 100, 200 or 300 points in a single day since March 2009 when the bull market began.

Here are the two worst and best performers, on average, when the Dow dropped 100 to 200 points:

Here's what happened during a 200-to-300 point decline:

And finally, a here are the worst and best in the Dow during a 300-point-plus hit:

Interestingly, it's not a no-brainer to buy JPMorgan on the dip. History shows the stock still struggles a month after a big Dow drop. Here's what happened to JPMorgan, Goldman Sachs, Caterpillar and the Dow overall if you bought the day after a 100-point plus decline and held for 30 days.

JPMorgan still trails the market a month later.

Disclosure: NBCUniversal, parent of CNBC, is a minority investor in Kensho.