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JetBlue Airways Corporation (JBLU)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US4771431016
CUSIP
477143101
Industry
Airlines
IPO Date
Apr 12, 2002

Highlights

Market Cap
$1.63B
Enterprise Value
$10.53B
EPS (TTM)
-$1.65
Total Revenue (TTM)
$9.06B
Gross Profit (TTM)
$3.07B
EBITDA (TTM)
$494.00M
Year Range
$3.34 - $6.50
Target Price
$5.40
ROA (TTM)
-3.23%
ROE (TTM)
-28.40%

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

JetBlue Airways Corporation (JBLU) has returned -2.86% so far this year and -8.30% over the past 12 months. Over the last ten years, JBLU has returned -14.56% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


JetBlue Airways Corporation

1D
7.28%
1M
-20.22%
YTD
-2.86%
6M
-10.16%
1Y
-8.30%
3Y*
-15.32%
5Y*
-26.33%
10Y*
-14.56%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 12, 2002, JBLU's average daily return is +0.03%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jul 2008 with a return of +41.3%, while the worst month was Mar 2020 at -43.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JBLU closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +37.0%, while the worst single day was Jan 28, 2025 at -25.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.03%13.76%-20.22%-2.86%
2025-16.28%-0.91%-26.07%-9.54%15.83%-16.24%4.96%20.50%-8.04%-14.63%8.81%-0.44%-42.11%
2024-4.32%22.03%14.51%-23.45%-1.58%8.94%5.25%-20.75%29.13%-13.11%4.74%31.66%41.62%
202323.46%3.75%-12.29%-1.92%-4.34%29.72%-12.30%-23.81%-22.30%-18.26%17.55%25.57%-14.35%
20222.74%4.37%-2.10%-26.35%-2.45%-22.07%0.60%-7.48%-14.89%21.27%-1.00%-18.59%-54.49%
2021-1.38%28.52%10.36%0.10%-1.28%-16.52%-11.86%2.30%1.06%-8.24%-4.35%6.11%-2.06%

Benchmark Metrics

JetBlue Airways Corporation has an annualized alpha of -3.04%, beta of 1.26, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since April 15, 2002.

  • This stock participated in 118.80% of S&P 500 Index downside but only 62.70% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.22 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.04%
Beta
1.26
0.22
Upside Capture
62.70%
Downside Capture
118.80%

Return for Risk

Risk / Return Rank

JBLU ranks 31 for risk / return — below 31% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JBLU Risk / Return Rank: 3131
Overall Rank
JBLU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 3535
Sortino Ratio Rank
JBLU Omega Ratio Rank: 3535
Omega Ratio Rank
JBLU Calmar Ratio Rank: 2828
Calmar Ratio Rank
JBLU Martin Ratio Rank: 2626
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and compare them to a chosen benchmark (S&P 500 Index).


JBLUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.90

-1.02

Sortino ratio

Return per unit of downside risk

0.29

1.39

-1.10

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.40

1.40

-1.80

Martin ratio

Return relative to average drawdown

-0.88

6.61

-7.49

Explore JBLU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 85.85%.


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 chart below shows the rolling one-month volatility.


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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

0.0

Valuation

The Valuation section provides an overview of how JetBlue Airways Corporation is priced in the market compared to other companies in the Airlines industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for JBLU relative to other companies in the Airlines industry. Currently, JBLU has a P/S ratio of 0.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for JBLU in comparison with other companies in the Airlines industry. Currently, JBLU has a P/B value of 0.8. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



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