GPN vs. JFLI
GPN (Global Payments Inc.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, GPN returned -15.04% vs 18.61% for JFLI. At a 0.49 correlation, their price movements are largely independent.
Performance
GPN vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, GPN achieves a -16.39% return, which is significantly lower than JFLI's 7.84% return.
GPN
- 1D
- -2.74%
- 1M
- -6.78%
- YTD
- -16.39%
- 6M
- -16.69%
- 1Y
- -15.04%
- 3Y*
- -12.74%
- 5Y*
- -18.86%
- 10Y*
- -0.93%
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPN vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GPN Global Payments Inc. | -16.39% | -24.78% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
Correlation
The correlation between GPN and JFLI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.49 |
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Return for Risk
GPN vs. JFLI — Risk / Return Rank
GPN
JFLI
GPN vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) 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.
| GPN | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.41 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.80 | -3.31 |
| Martin ratioReturn relative to average drawdown | -1.04 | 13.38 | -14.41 |
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
| GPN | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.14 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.13 | -0.76 |
Drawdowns
GPN vs. JFLI - Drawdown Comparison
The maximum GPN drawdown since its inception was -70.06%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for GPN and JFLI.
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Drawdown Indicators
| GPN | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.06% | -12.87% | -57.19% |
Max Drawdown (1Y)Largest decline over 1 year | -29.70% | -6.67% | -23.03% |
Max Drawdown (3Y)Largest decline over 3 years | -53.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -66.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.06% | — | — |
Current DrawdownCurrent decline from peak | -69.20% | -2.19% | -67.01% |
Average DrawdownAverage peak-to-trough decline | -18.88% | -1.44% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.54% | 1.39% | +13.15% |
Volatility
GPN vs. JFLI - Volatility Comparison
Global Payments Inc. (GPN) has a higher volatility of 11.67% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that GPN'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
| GPN | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 3.23% | +8.44% |
Volatility (6M)Calculated over the trailing 6-month period | 30.13% | 7.35% | +22.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.34% | 8.74% | +30.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 12.03% | +24.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.51% | 12.03% | +22.48% |
Dividends
GPN vs. JFLI - Dividend Comparison
GPN's dividend yield for the trailing twelve months is around 1.55%, less than JFLI's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPN Global Payments Inc. | 1.55% | 1.29% | 0.89% | 0.79% | 1.01% | 0.66% | 0.36% | 0.12% | 0.04% | 0.04% | 0.06% | 0.06% |
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
GPN and JFLI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPN has higher volatility (11.67%) compared to JFLI (3.23%). In terms of maximum drawdown, GPN dropped -70.06% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.38), 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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