ENI.MI vs. JFLI
ENI.MI (Eni S.p.A.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, ENI.MI returned 85.61% vs 17.16% for JFLI. At a 0.09 correlation, their price movements are largely independent.
Performance
ENI.MI vs. JFLI - Performance Comparison
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Different Trading Currencies
ENI.MI is traded in EUR, while JFLI is traded in USD. To make them comparable, the JFLI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENI.MI achieves a 48.39% return, which is significantly higher than JFLI's 9.83% return.
ENI.MI
- 1D
- -0.17%
- 1M
- 4.03%
- YTD
- 48.39%
- 6M
- 48.74%
- 1Y
- 85.61%
- 3Y*
- 29.38%
- 5Y*
- 25.78%
- 10Y*
- 12.23%
JFLI
- 1D
- 0.32%
- 1M
- 2.46%
- YTD
- 9.83%
- 6M
- 8.82%
- 1Y
- 17.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENI.MI vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ENI.MI Eni S.p.A. | 48.39% | 23.47% |
JFLI JPMorgan Flexible Income ETF | 9.83% | -2.24% |
Correlation
The correlation between ENI.MI and JFLI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.09 |
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Return for Risk
ENI.MI vs. JFLI — Risk / Return Rank
ENI.MI
JFLI
ENI.MI vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) 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.
| ENI.MI | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.38 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 7.01 | 3.92 | +3.10 |
| Martin ratioReturn relative to average drawdown | 28.32 | 15.57 | +12.74 |
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
| ENI.MI | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.82 | 2.01 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.40 | -0.03 |
Drawdowns
ENI.MI vs. JFLI - Drawdown Comparison
The maximum ENI.MI drawdown since its inception was -59.77%, which is greater than JFLI's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for ENI.MI and JFLI.
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Drawdown Indicators
| ENI.MI | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -17.64% | -42.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -4.40% | -8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.77% | — | — |
Current DrawdownCurrent decline from peak | -4.81% | -1.37% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -4.98% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.10% | +2.01% |
Volatility
ENI.MI vs. JFLI - Volatility Comparison
Eni S.p.A. (ENI.MI) has a higher volatility of 7.51% compared to JPMorgan Flexible Income ETF (JFLI) at 2.38%. This indicates that ENI.MI'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
| ENI.MI | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 2.38% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 6.61% | +14.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.05% | 8.60% | +14.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.54% | 13.73% | +9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 13.73% | +12.61% |
Dividends
ENI.MI vs. JFLI - Dividend Comparison
ENI.MI's dividend yield for the trailing twelve months is around 4.48%, less than JFLI's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 4.48% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% |
JFLI JPMorgan Flexible Income ETF | 7.33% | 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
ENI.MI and JFLI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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