JPEG file is paler than PSD?

As the title states, very strangly when I saved my file as a JPEG it looks significantly more washed out than the psd. I'm attaching a screenshot to show what I'm talking about. To the left is the JPEG and the right the PSD as it's open in photoshop.

The same things happens when I save it as a TIFF. The file is in CMYK (as it is meant for print) but I have worked in that format from the start, not with a conversion from RGB at export. I have never experienced this kind of error before working with CMYK, so I doubt that's the problem. 

Any thoughts?