JFLI vs. CPRX
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while CPRX (Catalyst Pharmaceuticals, Inc.) is a stock. Over the past year, JFLI returned 19.16% vs 29.11% for CPRX. At a 0.38 correlation, their price movements are largely independent.
Performance
JFLI vs. CPRX - Performance Comparison
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Returns By Period
In the year-to-date period, JFLI achieves a 9.19% return, which is significantly lower than CPRX's 34.36% return.
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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 vs. CPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
CPRX Catalyst Pharmaceuticals, Inc. | 34.36% | 2.82% |
Correlation
The correlation between JFLI and CPRX 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 JFLI and CPRX 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
JFLI vs. CPRX — Risk / Return Rank
JFLI
CPRX
JFLI vs. CPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and Catalyst Pharmaceuticals, Inc. (CPRX). 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.
| JFLI | CPRX | 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 | 1.41 | 1.18 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.52 | +1.36 |
| Martin ratioReturn relative to average drawdown | 13.53 | 3.46 | +10.07 |
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Drawdowns
JFLI vs. CPRX - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum CPRX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for JFLI and CPRX.
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Drawdown Indicators
| JFLI | CPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -94.25% | +81.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -19.18% | +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 | -0.97% | -0.03% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -51.96% | +50.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 9.84% | -8.42% |
Volatility
JFLI vs. CPRX - Volatility Comparison
JPMorgan Flexible Income ETF (JFLI) has a higher volatility of 3.86% compared to Catalyst Pharmaceuticals, Inc. (CPRX) at 0.47%. This indicates that JFLI's price experiences larger fluctuations and is considered to be riskier than CPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | CPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 0.47% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 23.17% | -15.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 33.28% | -24.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 47.77% | -35.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 60.39% | -48.30% |
Dividends
JFLI vs. CPRX - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.24%, while CPRX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
CPRX Catalyst Pharmaceuticals, Inc. | 0.00% | 0.00% |
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% |
Frequently Asked Questions
JFLI and CPRX 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, JFLI dropped -12.87% vs CPRX's -94.25%.
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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