Joint photographic experts group (JPEG) compression standard is widely adopted for digital images. However, as JPEG encoding is not designed for holograms, applying it typically leads to severe distortions in holographic projections. In this work, we overcome this problem by taking into account the influence of JPEG compression on hologram generation in an end-to-end fashion. To this end, we introduce a novel approach to merge the process of hologram generation and JPEG compression with one differentiable model, enabling joint optimization via efficient first-order solvers. Our JPEG-aware end-to-end optimized holograms show significant improvements compared to conventional holograms compressed using JPEG standard both in simulation and on experimental display prototype. Specifically, the proposed algorithm shows improvements of 4 dB in peak signal-to-noise ratio (PSNR) and 0.27 in structural similarity (SSIM) metrics, under the same compression rate. When maintained with the same reconstruction quality, our method reduces the size of compressed holograms by about 35% compared to conventional JPEG-compressed holograms. Consistent with simulations, the experimental results further demonstrate that our method is robust to JPEG compression loss. Moreover, our method generates holograms compatible with the JPEG standard, making it friendly to a wide range of commercial software and edge devices.