CIM vs. JBLU

Last updated Jun 23, 2026

CIM (Chimera Investment Corporation) and JBLU (JetBlue Airways Corporation) are both stocks. CIM operates in REIT - Mortgage (Real Estate), while JBLU operates in Airlines (Industrials). Over the past 10 years, CIM returned -1.60%/yr vs -9.84%/yr for JBLU. At a 0.36 correlation, their price movements are largely independent.

Performance

CIM vs. JBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chimera Investment Corporation (CIM) and JetBlue Airways Corporation (JBLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CIM achieves a 9.44% return, which is significantly lower than JBLU's 20.66% return. Over the past 10 years, CIM has outperformed JBLU with an annualized return of -1.60%, while JBLU has yielded a comparatively lower -9.84% annualized return.

CIM

• 1D: -1.20%
• 1M: -1.06%
• YTD: 9.44%
• 6M: 7.84%
• 1Y: 7.74%
• 3Y*: 3.76%
• 5Y*: -12.50%
• 10Y*: -1.60%

JBLU

• 1D: -3.35%
• 1M: 8.71%
• YTD: 20.66%
• 6M: 10.69%
• 1Y: 36.91%
• 3Y*: -11.57%
• 5Y*: -20.53%
• 10Y*: -9.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CIM vs. JBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CIM Chimera Investment Corporation	9.44%	-0.65%	3.61%	2.95%	-57.95%	60.73%	-42.97%	27.65%	7.71%	17.30%
JBLU JetBlue Airways Corporation	20.66%	-42.11%	41.62%	-14.35%	-54.49%	-2.06%	-22.33%	16.56%	-28.11%	-0.36%

Correlation

The correlation between CIM and JBLU is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007	0.36

Fundamentals

EPS CIM : $0.23 JBLU : -$2.61
PS Ratio CIM : 2.17 JBLU : 0.16
Total Revenue (TTM) CIM : $499.18M JBLU : $9.16B
Gross Profit (TTM) CIM : $465.68M JBLU : $3.64B
EBITDA (TTM) CIM : $439.34M JBLU : $151.00M

Return for Risk

CIM vs. JBLU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIM

CIM Risk / Return Rank: 50
CIM Sharpe Ratio Rank: 53
CIM Sortino Ratio Rank: 45
CIM Omega Ratio Rank: 45
CIM Calmar Ratio Rank: 52
CIM Martin Ratio Rank: 54

JBLU

JBLU Risk / Return Rank: 62
JBLU Sharpe Ratio Rank: 62
JBLU Sortino Ratio Rank: 63
JBLU Omega Ratio Rank: 59
JBLU Calmar Ratio Rank: 62
JBLU Martin Ratio Rank: 62

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.

CIM vs. JBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and JetBlue Airways Corporation (JBLU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CIM	JBLU	Difference
Sharpe ratio: Return per unit of total volatility	0.31	0.60	-0.29
Sortino ratio: Return per unit of downside risk	0.60	1.32	-0.72
Omega ratio: Gain probability vs. loss probability	1.08	1.15	-0.07
Calmar ratio: Return relative to maximum drawdown	0.43	0.99	-0.56
Martin ratio: Return relative to average drawdown	1.04	2.12	-1.08

CIM vs. JBLU - Sharpe Ratio Comparison

The current CIM Sharpe Ratio is 0.31, which is lower than the JBLU Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CIM and JBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CIM vs. JBLU - Drawdown Comparison

The maximum CIM drawdown since its inception was -89.69%, roughly equal to the maximum JBLU drawdown of -90.91%. Use the drawdown chart below to compare losses from any high point for CIM and JBLU.

Drawdown Indicators

	CIM	JBLU	Difference
Max Drawdown Largest peak-to-trough decline	-89.69%	-90.91%	+1.22%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-37.62%	+19.44%
Max Drawdown (3Y) Largest decline over 3 years	-35.80%	-63.29%	+27.49%
Max Drawdown (5Y) Largest decline over 5 years	-69.09%	-80.28%	+11.19%
Max Drawdown (10Y) Largest decline over 10 years	-72.35%	-85.58%	+13.23%
Current Drawdown Current decline from peak	-60.00%	-82.42%	+22.42%
Average Drawdown Average peak-to-trough decline	-51.75%	-60.46%	+8.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.49%	17.47%	-9.98%

Volatility

CIM vs. JBLU - Volatility Comparison

The current volatility for Chimera Investment Corporation (CIM) is 5.76%, while JetBlue Airways Corporation (JBLU) has a volatility of 20.67%. This indicates that CIM experiences smaller price fluctuations and is considered to be less risky than JBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CIM	JBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	20.67%	-14.91%
Volatility (6M) Calculated over the trailing 6-month period	17.72%	50.72%	-33.00%
Volatility (1Y) Calculated over the trailing 1-year period	25.15%	61.91%	-36.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.20%	60.48%	-25.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.51%	54.63%	-18.12%

Dividends

CIM vs. JBLU - Dividend Comparison

CIM's dividend yield for the trailing twelve months is around 11.89%, while JBLU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIM Chimera Investment Corporation	11.89%	11.91%	10.14%	14.03%	20.36%	8.55%	13.66%	9.73%	11.22%	8.12%	14.34%	28.15%
JBLU JetBlue Airways Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both CIM and JBLU in my portfolio?

CIM and JBLU have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CIM or JBLU?

JBLU has higher volatility (20.67%) compared to CIM (5.76%). In terms of maximum drawdown, CIM dropped -89.69% vs JBLU's -90.91%.

Which has better risk-adjusted returns?

JBLU currently has the higher Sharpe Ratio (0.60 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.