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KHC vs. JFLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KHC vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Kraft Heinz Company (KHC) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KHC
KHC Risk / Return Rank: 3838
Overall Rank
KHC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KHC Sortino Ratio Rank: 3434
Sortino Ratio Rank
KHC Omega Ratio Rank: 3434
Omega Ratio Rank
KHC Calmar Ratio Rank: 4040
Calmar Ratio Rank
KHC Martin Ratio Rank: 4040
Martin Ratio Rank

JFLI
JFLI Risk / Return Rank: 7676
Overall Rank
JFLI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
JFLI Omega Ratio Rank: 8080
Omega Ratio Rank
JFLI Calmar Ratio Rank: 6565
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


KHCJFLIDifference
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

KHC vs. JFLI - Sharpe Ratio Comparison

The current KHC Sharpe Ratio is -0.06, which is lower than the JFLI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of KHC and JFLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


KHCJFLIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-60.61%

-0.97%

-59.64%

Average Drawdown

Average peak-to-trough decline

-42.44%

-1.44%

-41.00%

Ulcer Index

Depth 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


KHCJFLIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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