JFLI vs. STZ
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while STZ (Constellation Brands, Inc.) is a stock. Over the past year, JFLI returned 19.16% vs -10.17% for STZ. At a 0.21 correlation, their price movements are largely independent.
Performance
JFLI vs. STZ - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JFLI having a 9.19% return and STZ slightly lower at 9.07%.
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STZ
- 1D
- 3.77%
- 1M
- 5.69%
- YTD
- 9.07%
- 6M
- 2.07%
- 1Y
- -10.17%
- 3Y*
- -13.90%
- 5Y*
- -7.36%
- 10Y*
- 1.01%
JFLI vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
STZ Constellation Brands, Inc. | 9.07% | -12.68% |
Correlation
The correlation between JFLI and STZ is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.21 |
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Return for Risk
JFLI vs. STZ — Risk / Return Rank
JFLI
STZ
JFLI vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and Constellation Brands, Inc. (STZ). 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 | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.97 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | -0.39 | +3.27 |
| Martin ratioReturn relative to average drawdown | 13.53 | -0.68 | +14.21 |
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Drawdowns
JFLI vs. STZ - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for JFLI and STZ.
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Drawdown Indicators
| JFLI | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -67.39% | +54.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -26.51% | +19.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -51.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -51.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.53% | — |
Current DrawdownCurrent decline from peak | -0.97% | -42.57% | +41.60% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -16.60% | +15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 15.01% | -13.59% |
Volatility
JFLI vs. STZ - Volatility Comparison
The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.86%, while Constellation Brands, Inc. (STZ) has a volatility of 8.54%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 8.54% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 23.36% | -15.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 30.17% | -21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 24.56% | -12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 26.96% | -14.87% |
Dividends
JFLI vs. STZ - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.24%, more than STZ's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STZ Constellation Brands, Inc. | 2.75% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Frequently Asked Questions
JFLI and STZ have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (8.54%) compared to JFLI (3.86%). In terms of maximum drawdown, JFLI dropped -12.87% vs STZ's -67.39%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.34), 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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