ALK vs. CPA
Compare and contrast key facts about Alaska Air Group, Inc. (ALK) and Copa Holdings, S.A. (CPA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALK or CPA.
Key characteristics
| ALK | CPA | |
|---|---|---|
| YTD Return | 10.11% | -8.70% |
| 1Y Return | -1.08% | 8.79% |
| 3Y Return (Ann) | -14.70% | 5.15% |
| 5Y Return (Ann) | -6.77% | 4.59% |
| 10Y Return (Ann) | -0.08% | -1.09% |
| Sharpe Ratio | -0.03 | 0.34 |
| Daily Std Dev | 34.86% | 30.39% |
| Max Drawdown | -82.72% | -78.99% |
| Current Drawdown | -54.46% | -23.59% |
Fundamentals
| ALK | CPA | |
|---|---|---|
| Market Cap | $5.53B | $4.16B |
| EPS | $1.89 | $12.89 |
| PE Ratio | 23.26 | 7.68 |
| PEG Ratio | 1.30 | 0.16 |
| Revenue (TTM) | $10.46B | $3.46B |
| Gross Profit (TTM) | $2.36B | $1.07B |
| EBITDA (TTM) | $1.25B | $1.12B |
Correlation
The correlation between ALK and CPA is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ALK vs. CPA - Performance Comparison
In the year-to-date period, ALK achieves a 10.11% return, which is significantly higher than CPA's -8.70% return. Over the past 10 years, ALK has outperformed CPA with an annualized return of -0.08%, while CPA has yielded a comparatively lower -1.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ALK vs. CPA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alaska Air Group, Inc. (ALK) and Copa Holdings, S.A. (CPA). 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.
Dividends
ALK vs. CPA - Dividend Comparison
ALK has not paid dividends to shareholders, while CPA's dividend yield for the trailing twelve months is around 4.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALK Alaska Air Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.72% | 2.07% | 2.10% | 1.63% | 1.24% | 0.99% | 0.84% | 0.55% |
CPA Copa Holdings, S.A. | 4.26% | 3.09% | 0.00% | 0.00% | 1.04% | 2.41% | 4.42% | 1.88% | 2.25% | 6.96% | 3.71% | 0.91% |
Drawdowns
ALK vs. CPA - Drawdown Comparison
The maximum ALK drawdown since its inception was -82.72%, roughly equal to the maximum CPA drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for ALK and CPA. For additional features, visit the drawdowns tool.
Volatility
ALK vs. CPA - Volatility Comparison
Alaska Air Group, Inc. (ALK) and Copa Holdings, S.A. (CPA) have volatilities of 9.33% and 9.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALK vs. CPA - Financials Comparison
This section allows you to compare key financial metrics between Alaska Air Group, Inc. and Copa Holdings, S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities