CPRX vs. JFLI
CPRX (Catalyst Pharmaceuticals, Inc.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, CPRX returned 29.11% vs 19.16% for JFLI. At a 0.38 correlation, their price movements are largely independent.
Performance
CPRX vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, CPRX achieves a 34.36% return, which is significantly higher than JFLI's 9.19% return.
CPRX
- 1D
- -0.03%
- 1M
- 0.64%
- YTD
- 34.36%
- 6M
- 32.77%
- 1Y
- 29.11%
- 3Y*
- 39.03%
- 5Y*
- 40.44%
- 10Y*
- 46.26%
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CPRX vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CPRX Catalyst Pharmaceuticals, Inc. | 34.36% | 2.82% |
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
Correlation
The correlation between CPRX and JFLI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.38 |
The correlation between CPRX and JFLI shifts across timeframes, from 0.28 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CPRX vs. JFLI — Risk / Return Rank
CPRX
JFLI
CPRX vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst Pharmaceuticals, Inc. (CPRX) 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.
| CPRX | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.88 | -1.36 |
| Martin ratioReturn relative to average drawdown | 3.46 | 13.53 | -10.07 |
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Drawdowns
CPRX vs. JFLI - Drawdown Comparison
The maximum CPRX drawdown since its inception was -94.25%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for CPRX and JFLI.
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Drawdown Indicators
| CPRX | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.25% | -12.87% | -81.38% |
Max Drawdown (1Y)Largest decline over 1 year | -19.18% | -6.67% | -12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.87% | — | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.97% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -51.96% | -1.44% | -50.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 1.42% | +8.42% |
Volatility
CPRX vs. JFLI - Volatility Comparison
The current volatility for Catalyst Pharmaceuticals, Inc. (CPRX) is 0.47%, while JPMorgan Flexible Income ETF (JFLI) has a volatility of 3.86%. This indicates that CPRX experiences smaller price fluctuations and is considered to be less risky 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
| CPRX | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 3.86% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 7.63% | +15.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.28% | 8.98% | +24.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.77% | 12.09% | +35.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.39% | 12.09% | +48.30% |
Dividends
CPRX vs. JFLI - Dividend Comparison
CPRX has not paid dividends to shareholders, while JFLI's dividend yield for the trailing twelve months is around 7.24%.
| Position | TTM | 2025 |
|---|---|---|
CPRX Catalyst Pharmaceuticals, Inc. | 0.00% | 0.00% |
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% |
Frequently Asked Questions
CPRX and JFLI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFLI has higher volatility (3.86%) compared to CPRX (0.47%). In terms of maximum drawdown, CPRX dropped -94.25% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs 0.89), 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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