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Azul S.A. (AZUL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS05501U1060
CUSIP05501U106
SectorIndustrials
IndustryAirlines

Highlights

Market Cap$379.10M
EPS (TTM)-$3.84
Total Revenue (TTM)$13.76B
Gross Profit (TTM)$3.09B
EBITDA (TTM)$3.80B
Year Range$2.02 - $11.26
Target Price$5.17
Short %8.71%
Short Ratio2.45

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: AZUL vs. ALK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Azul S.A., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%MayJuneJulyAugustSeptemberOctober
-84.23%
144.34%
AZUL (Azul S.A.)
Benchmark (^GSPC)

Returns By Period

Azul S.A. had a return of -65.02% year-to-date (YTD) and -52.92% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-65.02%20.57%
1 month46.12%6.34%
6 months-58.86%10.39%
1 year-52.92%32.65%
5 years (annualized)-37.77%14.43%
10 years (annualized)N/A11.71%

Monthly Returns

The table below presents the monthly returns of AZUL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-16.20%-9.85%6.15%-27.93%-2.68%-26.61%5.50%-33.41%22.42%-65.02%
202315.55%-42.21%75.25%-8.95%53.30%37.17%-18.63%-21.99%-1.15%-11.53%36.32%-6.47%58.59%
202225.45%-11.78%3.01%-11.10%-4.86%-44.23%-4.37%37.70%-12.94%15.36%-23.43%-15.02%-53.71%
2021-3.81%-1.96%-6.18%5.40%16.12%6.84%-15.04%-1.96%-8.78%-34.05%-4.91%4.93%-42.16%
2020-3.04%-28.92%-65.46%-6.18%-16.53%40.10%3.22%5.29%8.31%-9.95%79.49%7.29%-46.68%
20199.25%-1.59%-1.88%-11.13%14.68%12.33%21.71%-13.71%1.99%8.82%-4.46%14.93%54.57%
201822.49%5.45%12.90%-10.79%-31.03%-23.48%17.05%-12.17%5.77%37.04%10.71%2.59%16.20%
20175.63%-2.86%-4.44%25.05%-5.12%9.76%-7.87%-0.51%-5.29%10.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AZUL is 11, indicating that it is in the bottom 11% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AZUL is 1111
AZUL (Azul S.A.)
The Sharpe Ratio Rank of AZUL is 99Sharpe Ratio Rank
The Sortino Ratio Rank of AZUL is 1010Sortino Ratio Rank
The Omega Ratio Rank of AZUL is 1212Omega Ratio Rank
The Calmar Ratio Rank of AZUL is 1212Calmar Ratio Rank
The Martin Ratio Rank of AZUL is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Azul S.A. (AZUL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AZUL
Sharpe ratio
The chart of Sharpe ratio for AZUL, currently valued at -0.69, compared to the broader market-4.00-2.000.002.00-0.69
Sortino ratio
The chart of Sortino ratio for AZUL, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.88
Omega ratio
The chart of Omega ratio for AZUL, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for AZUL, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for AZUL, currently valued at -1.22, compared to the broader market-10.000.0010.0020.00-1.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market-4.00-2.000.002.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.32, compared to the broader market-10.000.0010.0020.0016.32

Sharpe Ratio

The current Azul S.A. Sharpe ratio is -0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Azul S.A. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.69
2.68
AZUL (Azul S.A.)
Benchmark (^GSPC)

Dividends

Dividend History


Azul S.A. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-92.35%
-0.20%
AZUL (Azul S.A.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Azul S.A.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Azul S.A. was 95.28%, occurring on Sep 9, 2024. The portfolio has not yet recovered.

The current Azul S.A. drawdown is 92.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.28%Jan 29, 20201161Sep 9, 2024
-54.96%Apr 2, 201867Jul 5, 2018239Jun 18, 2019306
-21.27%Jul 30, 201921Aug 27, 201977Dec 16, 201998
-20.17%May 17, 20175May 23, 201747Jul 31, 201752
-19.18%Sep 22, 201760Dec 15, 201730Jan 31, 201890

Volatility

Volatility Chart

The current Azul S.A. volatility is 39.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
39.20%
2.91%
AZUL (Azul S.A.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Azul S.A. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Azul S.A..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items