I have confirmed by trial and tries that the currently stable ImageMagick ImageMagick 6.9.0-3 Q16 x86_64 2016-04-28 changes, i.e. loses data when converting to jpeg2000 in the lossless regime. This was done by converting an image from bmp to jp2 and then back to bmp with comparing the bitmaps afterwards of the original and final. also: compare -metric AE original final NULL gives a non-zero result. I also confirm that the current IM version 7.0.1 from the imagemagick server works perfectly on both linux and win7pro x64 Moreover, even on my system (gentoo x64 with IM 6.9.0) the related component, openjpeg, works as expected. Its utility opj_compress (defaults to the lossless regime) being run directly from the command line produces a jp2 file without a change in a single bit. Some more details are on: https://www.imagemagick.org/discourse-server/viewtopic.php?f=2&t=29576 I have not tried unstable IM builds from gentoo repositories but notice that the version 7 is still not even in unstable branches.
Please re-test against latest version available in Gentoo repository. If you are still able to reproduce please re-open the bug!