NOMD vs. JFLI
NOMD (Nomad Foods Limited) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, NOMD returned -38.37% vs 18.61% for JFLI. At a 0.13 correlation, their price movements are largely independent.
Performance
NOMD vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, NOMD achieves a -18.10% return, which is significantly lower than JFLI's 7.84% return.
NOMD
- 1D
- 0.20%
- 1M
- 7.11%
- YTD
- -18.10%
- 6M
- -14.41%
- 1Y
- -38.37%
- 3Y*
- -14.69%
- 5Y*
- -18.66%
- 10Y*
- 1.42%
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NOMD vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NOMD Nomad Foods Limited | -18.10% | -29.29% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
Correlation
The correlation between NOMD and JFLI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.13 |
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Return for Risk
NOMD vs. JFLI — Risk / Return Rank
NOMD
JFLI
NOMD vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomad Foods Limited (NOMD) 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.
| NOMD | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.37 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.41 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.80 | -3.62 |
| Martin ratioReturn relative to average drawdown | -1.23 | 13.38 | -14.61 |
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
| NOMD | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.23 | 2.14 | -3.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 1.13 | -1.17 |
Drawdowns
NOMD vs. JFLI - Drawdown Comparison
The maximum NOMD drawdown since its inception was -67.99%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for NOMD and JFLI.
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Drawdown Indicators
| NOMD | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.99% | -12.87% | -55.12% |
Max Drawdown (1Y)Largest decline over 1 year | -47.12% | -6.67% | -40.45% |
Max Drawdown (3Y)Largest decline over 3 years | -52.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.99% | — | — |
Current DrawdownCurrent decline from peak | -65.03% | -2.19% | -62.84% |
Average DrawdownAverage peak-to-trough decline | -25.28% | -1.44% | -23.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.28% | 1.39% | +29.89% |
Volatility
NOMD vs. JFLI - Volatility Comparison
Nomad Foods Limited (NOMD) has a higher volatility of 12.85% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that NOMD'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
| NOMD | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.85% | 3.23% | +9.62% |
Volatility (6M)Calculated over the trailing 6-month period | 24.46% | 7.35% | +17.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.31% | 8.74% | +22.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.25% | 12.03% | +17.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.72% | 12.03% | +16.69% |
Dividends
NOMD vs. JFLI - Dividend Comparison
NOMD's dividend yield for the trailing twelve months is around 6.85%, less than JFLI's 7.33% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% | 0.00% |
NOMD Nomad Foods Limited | 6.85% | 5.44% | 3.58% |
Frequently Asked Questions
NOMD and JFLI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOMD has higher volatility (12.85%) compared to JFLI (3.23%). In terms of maximum drawdown, NOMD dropped -67.99% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -1.23), 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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