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CRL vs. JFLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRL vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charles River Laboratories International, Inc. (CRL) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRL achieves a -6.00% return, which is significantly lower than JFLI's 9.19% return.


CRL

1D
-0.29%
1M
15.14%
YTD
-6.00%
6M
-2.86%
1Y
23.45%
3Y*
-3.40%
5Y*
-11.84%
10Y*
8.34%

JFLI

1D
0.50%
1M
1.33%
YTD
9.19%
6M
9.45%
1Y
19.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRL vs. JFLI - Yearly Performance Comparison


Correlation

The correlation between CRL and JFLI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2025

0.44

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Return for Risk

CRL vs. JFLI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRL
CRL Risk / Return Rank: 5858
Overall Rank
CRL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CRL Sortino Ratio Rank: 5656
Sortino Ratio Rank
CRL Omega Ratio Rank: 5757
Omega Ratio Rank
CRL Calmar Ratio Rank: 5858
Calmar Ratio Rank
CRL Martin Ratio Rank: 5959
Martin Ratio Rank

JFLI
JFLI Risk / Return Rank: 7676
Overall Rank
JFLI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
JFLI Omega Ratio Rank: 8080
Omega Ratio Rank
JFLI Calmar Ratio Rank: 6565
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRL vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) 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.


CRLJFLIDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratioReturn relative to maximum drawdown

0.70

2.88

-2.19

Martin ratioReturn relative to average drawdown

1.42

13.53

-12.10

CRL vs. JFLI - Sharpe Ratio Comparison

The current CRL Sharpe Ratio is 0.52, which is lower than the JFLI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of CRL and JFLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRL vs. JFLI - Drawdown Comparison

The maximum CRL drawdown since its inception was -78.23%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for CRL and JFLI.


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Drawdown Indicators


CRLJFLIDifference

Max Drawdown

Largest peak-to-trough decline

-78.23%

-12.87%

-65.36%

Max Drawdown (1Y)

Largest decline over 1 year

-33.88%

-6.67%

-27.21%

Max Drawdown (3Y)

Largest decline over 3 years

-63.52%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

Max Drawdown (10Y)

Largest decline over 10 years

-78.23%

Current Drawdown

Current decline from peak

-59.09%

-0.97%

-58.12%

Average Drawdown

Average peak-to-trough decline

-25.75%

-1.44%

-24.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.50%

1.42%

+15.08%

Volatility

CRL vs. JFLI - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) has a higher volatility of 15.13% compared to JPMorgan Flexible Income ETF (JFLI) at 3.86%. This indicates that CRL'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


CRLJFLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.13%

3.86%

+11.27%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

7.63%

+27.01%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

8.98%

+35.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.74%

12.09%

+30.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.77%

12.09%

+25.68%

Dividends

CRL vs. JFLI - Dividend Comparison

CRL has not paid dividends to shareholders, while JFLI's dividend yield for the trailing twelve months is around 7.24%.


Frequently Asked Questions


CRL and JFLI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRL has higher volatility (15.13%) compared to JFLI (3.86%). In terms of maximum drawdown, CRL dropped -78.23% vs JFLI's -12.87%.

JFLI currently has the higher Sharpe Ratio (2.14 vs 0.52), 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.

Portfolio Optimizer

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