KHC vs. JFLI
KHC (The Kraft Heinz Company) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, KHC returned -1.64% vs 19.16% for JFLI. At a 0.15 correlation, their price movements are largely independent.
Performance
KHC vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a 4.12% return, which is significantly lower than JFLI's 9.19% return.
KHC
- 1D
- 0.70%
- 1M
- 7.13%
- YTD
- 4.12%
- 6M
- 3.27%
- 1Y
- -1.64%
- 3Y*
- -7.94%
- 5Y*
- -6.37%
- 10Y*
- -7.58%
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KHC vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KHC The Kraft Heinz Company | 4.12% | -10.20% |
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
Correlation
The correlation between KHC and JFLI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.15 |
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Return for Risk
KHC vs. JFLI — Risk / Return Rank
KHC
JFLI
KHC vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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.
| KHC | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.88 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.13 | 13.53 | -13.65 |
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Drawdowns
KHC vs. JFLI - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for KHC and JFLI.
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Drawdown Indicators
| KHC | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -12.87% | -63.20% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -6.67% | -16.52% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | — | — |
Current DrawdownCurrent decline from peak | -60.61% | -0.97% | -59.64% |
Average DrawdownAverage peak-to-trough decline | -42.44% | -1.44% | -41.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.88% | 1.42% | +11.46% |
Volatility
KHC vs. JFLI - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 7.37% compared to JPMorgan Flexible Income ETF (JFLI) at 3.86%. This indicates that KHC'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
| KHC | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 3.86% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 7.63% | +11.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.54% | 8.98% | +16.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 12.09% | +10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 12.09% | +15.00% |
Dividends
KHC vs. JFLI - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.56%, less than JFLI's 7.24% 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% |
KHC The Kraft Heinz Company | 6.56% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Frequently Asked Questions
KHC and JFLI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (7.37%) compared to JFLI (3.86%). In terms of maximum drawdown, KHC dropped -76.07% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.06), 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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