COP vs. JFLI
COP (ConocoPhillips Company) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, COP returned 27.63% vs 19.16% for JFLI. At a 0.05 correlation, their price movements are largely independent.
Performance
COP vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, COP achieves a 26.87% return, which is significantly higher than JFLI's 9.19% return.
COP
- 1D
- 1.40%
- 1M
- -0.36%
- YTD
- 26.87%
- 6M
- 24.31%
- 1Y
- 27.63%
- 3Y*
- 7.68%
- 5Y*
- 18.49%
- 10Y*
- 13.66%
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COP vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COP ConocoPhillips Company | 26.87% | -1.58% |
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
Correlation
The correlation between COP and JFLI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.05 |
The correlation between COP and JFLI shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COP vs. JFLI — Risk / Return Rank
COP
JFLI
COP vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COP | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.88 | -1.02 |
| Martin ratioReturn relative to average drawdown | 4.08 | 13.53 | -9.45 |
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Drawdowns
COP vs. JFLI - Drawdown Comparison
The maximum COP drawdown since its inception was -84.55%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for COP and JFLI.
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Drawdown Indicators
| COP | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.55% | -12.87% | -71.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -6.67% | -8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.66% | — | — |
Current DrawdownCurrent decline from peak | -11.92% | -0.97% | -10.95% |
Average DrawdownAverage peak-to-trough decline | -25.49% | -1.44% | -24.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 1.42% | +5.38% |
Volatility
COP vs. JFLI - Volatility Comparison
ConocoPhillips Company (COP) has a higher volatility of 8.72% compared to JPMorgan Flexible Income ETF (JFLI) at 3.86%. This indicates that COP'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
| COP | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 3.86% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 23.05% | 7.63% | +15.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.33% | 8.98% | +20.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.80% | 12.09% | +20.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.64% | 12.09% | +25.55% |
Dividends
COP vs. JFLI - Dividend Comparison
COP's dividend yield for the trailing twelve months is around 2.82%, less than JFLI's 7.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.82% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COP and JFLI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (8.72%) compared to JFLI (3.86%). In terms of maximum drawdown, COP dropped -84.55% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs 0.95), 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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