ALKS vs. JFLI
ALKS (Alkermes plc) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, ALKS returned 33.87% vs 18.61% for JFLI. At a 0.28 correlation, their price movements are largely independent.
Performance
ALKS vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, ALKS achieves a 51.72% return, which is significantly higher than JFLI's 7.84% return.
ALKS
- 1D
- -0.82%
- 1M
- 21.32%
- YTD
- 51.72%
- 6M
- 44.34%
- 1Y
- 33.87%
- 3Y*
- 10.89%
- 5Y*
- 11.44%
- 10Y*
- -0.05%
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALKS vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ALKS Alkermes plc | 51.72% | -16.48% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.73% |
Correlation
The correlation between ALKS 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 13, 2025 | 0.28 |
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Return for Risk
ALKS vs. JFLI — Risk / Return Rank
ALKS
JFLI
ALKS vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) 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.
| ALKS | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.80 | -1.27 |
| Martin ratioReturn relative to average drawdown | 3.35 | 13.38 | -10.02 |
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
| ALKS | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.14 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 1.13 | -1.03 |
Drawdowns
ALKS vs. JFLI - Drawdown Comparison
The maximum ALKS drawdown since its inception was -96.14%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for ALKS and JFLI.
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Drawdown Indicators
| ALKS | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -12.87% | -83.27% |
Max Drawdown (1Y)Largest decline over 1 year | -22.20% | -6.67% | -15.53% |
Max Drawdown (3Y)Largest decline over 3 years | -31.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.58% | — | — |
Current DrawdownCurrent decline from peak | -56.71% | -2.19% | -54.52% |
Average DrawdownAverage peak-to-trough decline | -67.24% | -1.44% | -65.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 1.39% | +9.15% |
Volatility
ALKS vs. JFLI - Volatility Comparison
Alkermes plc (ALKS) has a higher volatility of 12.00% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that ALKS'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
| ALKS | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 3.23% | +8.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.15% | 7.35% | +22.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.67% | 8.74% | +31.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.28% | 12.03% | +25.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.28% | 12.03% | +29.25% |
Dividends
ALKS vs. JFLI - Dividend Comparison
ALKS has not paid dividends to shareholders, while JFLI's dividend yield for the trailing twelve months is around 7.33%.
| Position | TTM | 2025 |
|---|---|---|
ALKS Alkermes plc | 0.00% | 0.00% |
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% |
Frequently Asked Questions
ALKS 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.
ALKS has higher volatility (12.00%) compared to JFLI (3.23%). In terms of maximum drawdown, ALKS dropped -96.14% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs 0.84), 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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