STZ vs. JFLI
STZ (Constellation Brands, Inc.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, STZ returned -10.17% vs 19.16% for JFLI. At a 0.21 correlation, their price movements are largely independent.
Performance
STZ vs. JFLI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with STZ having a 9.07% return and JFLI slightly higher at 9.19%.
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
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STZ vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STZ Constellation Brands, Inc. | 9.07% | -12.68% |
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
Correlation
The correlation between STZ and JFLI 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
STZ vs. JFLI — Risk / Return Rank
STZ
JFLI
STZ vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) 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.
| STZ | JFLI | 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 | 0.97 | 1.41 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.88 | -3.27 |
| Martin ratioReturn relative to average drawdown | -0.68 | 13.53 | -14.21 |
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Drawdowns
STZ vs. JFLI - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for STZ and JFLI.
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Drawdown Indicators
| STZ | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -12.87% | -54.52% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -6.67% | -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 | -42.57% | -0.97% | -41.60% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -1.44% | -15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.01% | 1.42% | +13.59% |
Volatility
STZ vs. JFLI - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 8.54% compared to JPMorgan Flexible Income ETF (JFLI) at 3.86%. This indicates that STZ'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
| STZ | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 3.86% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 23.36% | 7.63% | +15.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.17% | 8.98% | +21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 12.09% | +12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 12.09% | +14.87% |
Dividends
STZ vs. JFLI - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 2.75%, 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% |
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
STZ and JFLI 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, STZ dropped -67.39% vs JFLI's -12.87%.
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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