ADBE vs. JFLI
ADBE (Adobe Inc) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, ADBE returned -41.24% vs 18.61% for JFLI. At a 0.31 correlation, their price movements are largely independent.
Performance
ADBE vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -30.00% return, which is significantly lower than JFLI's 7.84% return.
ADBE
- 1D
- -2.57%
- 1M
- -3.18%
- YTD
- -30.00%
- 6M
- -27.76%
- 1Y
- -41.24%
- 3Y*
- -18.59%
- 5Y*
- -13.80%
- 10Y*
- 9.70%
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ADBE vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ADBE Adobe Inc | -30.00% | -23.79% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
Correlation
The correlation between ADBE and JFLI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.31 |
The correlation between ADBE and JFLI shifts across timeframes, from 0.19 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADBE vs. JFLI — Risk / Return Rank
ADBE
JFLI
ADBE vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and JPMorgan Flexible Income ETF (JFLI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ADBE | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.37 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.41 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 2.80 | -3.70 |
| Martin ratioReturn relative to average drawdown | -1.52 | 13.38 | -14.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADBE | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.22 | 2.14 | -3.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.13 | -0.72 |
Drawdowns
ADBE vs. JFLI - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for ADBE and JFLI.
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Drawdown Indicators
| ADBE | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -12.87% | -67.02% |
Max Drawdown (1Y)Largest decline over 1 year | -45.86% | -6.67% | -39.19% |
Max Drawdown (3Y)Largest decline over 3 years | -64.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.26% | — | — |
Current DrawdownCurrent decline from peak | -64.41% | -2.19% | -62.22% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -1.44% | -24.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.17% | 1.39% | +25.78% |
Volatility
ADBE vs. JFLI - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 14.05% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier than JFLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADBE | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 3.23% | +10.82% |
Volatility (6M)Calculated over the trailing 6-month period | 28.21% | 7.35% | +20.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.86% | 8.74% | +25.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.34% | 12.03% | +24.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.36% | 12.03% | +22.33% |
Dividends
ADBE vs. JFLI - Dividend Comparison
ADBE has not paid dividends to shareholders, while JFLI's dividend yield for the trailing twelve months is around 7.33%.
| Position | TTM | 2025 |
|---|---|---|
ADBE Adobe Inc | 0.00% | 0.00% |
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% |
Frequently Asked Questions
ADBE and JFLI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (14.05%) compared to JFLI (3.23%). In terms of maximum drawdown, ADBE dropped -79.89% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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