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Mesa Air Group, Inc. (MESA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5904791358
CUSIP590479135
SectorIndustrials
IndustryAirlines

Highlights

Market Cap$34.60M
EPS-$3.04
Revenue (TTM)$498.06M
Gross Profit (TTM)$115.04M
EBITDA (TTM)$23.19M
Year Range$0.40 - $2.69
Target Price$2.00
Short %5.17%
Short Ratio9.04

Share Price Chart


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Compare to other instruments

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Mesa Air Group, Inc.

Popular comparisons: MESA vs. SPY, MESA vs. UAL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mesa Air Group, Inc., 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%100.00%NovemberDecember2024FebruaryMarchApril
44.99%
19.37%
MESA (Mesa Air Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Mesa Air Group, Inc. had a return of -10.79% year-to-date (YTD) and -57.50% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-10.79%6.30%
1 month4.93%-3.13%
6 months44.86%19.37%
1 year-57.50%22.56%
5 years (annualized)-36.57%11.65%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.76%-1.94%-1.58%
2023-37.30%-43.67%48.79%40.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MESA is 23, indicating that it is in the bottom 23% of the market 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 MESA is 2323
Mesa Air Group, Inc.(MESA)
The Sharpe Ratio Rank of MESA is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of MESA is 2626Sortino Ratio Rank
The Omega Ratio Rank of MESA is 2828Omega Ratio Rank
The Calmar Ratio Rank of MESA is 1515Calmar Ratio Rank
The Martin Ratio Rank of MESA is 2525Martin 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 Mesa Air Group, Inc. (MESA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MESA
Sharpe ratio
The chart of Sharpe ratio for MESA, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00-0.52
Sortino ratio
The chart of Sortino ratio for MESA, currently valued at -0.44, compared to the broader market-4.00-2.000.002.004.006.00-0.44
Omega ratio
The chart of Omega ratio for MESA, currently valued at 0.95, compared to the broader market0.501.001.500.95
Calmar ratio
The chart of Calmar ratio for MESA, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00-0.60
Martin ratio
The chart of Martin ratio for MESA, currently valued at -1.06, compared to the broader market0.0010.0020.0030.00-1.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
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 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current Mesa Air Group, Inc. Sharpe ratio is -0.52. 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
-0.52
1.92
MESA (Mesa Air Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Mesa Air Group, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-94.57%
-3.50%
MESA (Mesa Air Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Mesa Air Group, Inc.. 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 Mesa Air Group, Inc. was 97.35%, occurring on Nov 9, 2023. The portfolio has not yet recovered.

The current Mesa Air Group, Inc. drawdown is 94.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.35%Mar 11, 2021673Nov 9, 2023
-86.56%Sep 10, 2018395Apr 3, 2020234Mar 10, 2021629
-2.13%Aug 13, 20181Aug 13, 20185Aug 20, 20186
-1.26%Sep 6, 20181Sep 6, 20181Sep 7, 20182
-1%Aug 29, 20181Aug 29, 20181Aug 30, 20182

Volatility

Volatility Chart

The current Mesa Air Group, Inc. volatility is 15.77%, 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%60.00%NovemberDecember2024FebruaryMarchApril
15.77%
3.58%
MESA (Mesa Air Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items