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JetBlue Airways Corporation (JBLU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4771431016
CUSIP477143101
SectorIndustrials
IndustryAirlines

Highlights

Market Cap$2.42B
EPS-$0.93
PE Ratio37.60
PEG Ratio6.80
Revenue (TTM)$9.61B
Gross Profit (TTM)$2.06B
EBITDA (TTM)$526.00M
Year Range$3.42 - $9.45
Target Price$6.25
Short %18.54%
Short Ratio3.58

Share Price Chart


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JetBlue Airways Corporation

Popular comparisons: JBLU vs. SAVE, JBLU vs. UAL, JBLU vs. ULCC, JBLU vs. VOO, JBLU vs. XLK, JBLU vs. CIM

Performance

Performance Chart

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


-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
40.73%
21.14%
JBLU (JetBlue Airways Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

JetBlue Airways Corporation had a return of 6.49% year-to-date (YTD) and -12.83% in the last 12 months. Over the past 10 years, JetBlue Airways Corporation had an annualized return of -2.89%, while the S&P 500 had an annualized return of 10.55%, indicating that JetBlue Airways Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.49%6.33%
1 month-20.03%-2.81%
6 months40.71%21.13%
1 year-12.83%24.56%
5 years (annualized)-20.12%11.55%
10 years (annualized)-2.89%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.32%22.03%14.51%
2023-22.30%-18.26%17.55%25.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JBLU is 40, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of JBLU is 4040
JetBlue Airways Corporation(JBLU)
The Sharpe Ratio Rank of JBLU is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 3939Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 3939Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 4141Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 4242Martin 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 JetBlue Airways Corporation (JBLU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JBLU
Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00-0.22
Sortino ratio
The chart of Sortino ratio for JBLU, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.006.000.10
Omega ratio
The chart of Omega ratio for JBLU, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for JBLU, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.006.00-0.15
Martin ratio
The chart of Martin ratio for JBLU, currently valued at -0.38, compared to the broader market0.0010.0020.0030.00-0.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current JetBlue Airways Corporation Sharpe ratio is -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.22
1.91
JBLU (JetBlue Airways Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


JetBlue Airways Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-81.07%
-3.48%
JBLU (JetBlue Airways Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JetBlue Airways Corporation. 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 JetBlue Airways Corporation was 90.91%, occurring on Mar 5, 2009. The portfolio has not yet recovered.

The current JetBlue Airways Corporation drawdown is 81.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.91%Oct 10, 20031359Mar 5, 2009
-44.68%May 7, 2002109Oct 9, 2002171Jun 16, 2003280
-8.32%Apr 17, 20024Apr 22, 20024Apr 26, 20028
-4.77%Jul 15, 20033Jul 17, 20033Jul 22, 20036
-4.28%Jun 20, 20032Jun 23, 20032Jun 25, 20034

Volatility

Volatility Chart

The current JetBlue Airways Corporation volatility is 24.28%, 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%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
24.28%
3.59%
JBLU (JetBlue Airways Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

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Values in undefined except per share items