A friend of mine tried keeping them together, Oscar killed the JD-- possibly multiples, he tried it more than once before giving it up if I remember correctly. But this was over 40 yrs ago, a different generation of both species, so it may not prove much in that sense, besides the fact that it can depend on the individual fish as mentioned already.
This includes a number of variables, including basic temperament (studies show individual fish within a species can naturally be bolder or more timid), hormonal condition of a fish, whether it's protecting a potential nesting site, etc. Interesting what Duane says about JDs and other cichlids in the wild-- it would tell me their preference would be as the primary species in a tank, or else a large enough and structured enough tank to accommodate their having their own territory-- there's a study out there that found the fish tested were less aggressive in more complex/enriched aquarium settings-- meaning more aquascape and less bare-- 10 points for my side, I've never liked or done bare tanks.
I've observed at least some species not known for aggression can become so in smallish tanks-- based on rescuing 'killer' fish from overly small tanks, putting them in a larger tank and having them be good citizens, besides other observations-- like the discus breeder acquaintence who thought he could make money breeding rotkeil sevs in discus breeder tanks-- back when rotkeils were new to the market and expensive-- and he couldn't understand why all they did was fight.