Executive Marbles

Jamie Dimon and Lloyd Blankfein play a game with marbles. Each player has one red and one blue marble and shows one marble to the other uniformly at random. If both show blue, Jamie wins $1. If both show red, Jamie wins $3. In any other scenario, Lloyd wins $2. The winnings are funded by an external party, not the players themselves. Let $ \rho_{Dimon} $ and $ \rho_{Blankfein} $ define the ratio between the expected return and variance of Jamie's and Lloyd's payoffs, respectively. What is $ \rho_{Blankfein} - \rho_{Dimon} $?