CPA vs. ALK
Compare and contrast key facts about Copa Holdings, S.A. (CPA) and Alaska Air Group, Inc. (ALK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPA or ALK.
Key characteristics
| CPA | ALK | |
|---|---|---|
| YTD Return | 2.67% | 35.35% |
| 1Y Return | 18.52% | 42.88% |
| 3Y Return (Ann) | 13.92% | -1.70% |
| 5Y Return (Ann) | 1.42% | -5.37% |
| 10Y Return (Ann) | 1.98% | 0.53% |
| Sharpe Ratio | 0.76 | 1.29 |
| Sortino Ratio | 1.21 | 1.78 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 0.61 | 0.71 |
| Martin Ratio | 1.99 | 4.34 |
| Ulcer Index | 10.24% | 10.73% |
| Daily Std Dev | 26.74% | 36.16% |
| Max Drawdown | -78.99% | -75.76% |
| Current Drawdown | -14.08% | -44.03% |
Fundamentals
| CPA | ALK | |
|---|---|---|
| Market Cap | $4.10B | $6.53B |
| EPS | $16.33 | $2.51 |
| PE Ratio | 6.04 | 20.50 |
| PEG Ratio | 0.16 | 1.30 |
| Total Revenue (TTM) | $2.63B | $10.75B |
| Gross Profit (TTM) | $860.52M | $5.14B |
| EBITDA (TTM) | $837.01M | $1.11B |
Correlation
The correlation between CPA and ALK 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
CPA vs. ALK - Performance Comparison
In the year-to-date period, CPA achieves a 2.67% return, which is significantly lower than ALK's 35.35% return. Over the past 10 years, CPA has outperformed ALK with an annualized return of 1.98%, while ALK has yielded a comparatively lower 0.53% 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
CPA vs. ALK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Copa Holdings, S.A. (CPA) and Alaska Air Group, Inc. (ALK). 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
CPA vs. ALK - Dividend Comparison
CPA's dividend yield for the trailing twelve months is around 5.44%, while ALK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPA Copa Holdings, S.A. | 5.44% | 3.09% | 0.00% | 0.00% | 1.04% | 2.41% | 4.42% | 1.88% | 2.25% | 6.96% | 3.71% | 0.91% |
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% |
Drawdowns
CPA vs. ALK - Drawdown Comparison
The maximum CPA drawdown since its inception was -78.99%, roughly equal to the maximum ALK drawdown of -75.76%. Use the drawdown chart below to compare losses from any high point for CPA and ALK. For additional features, visit the drawdowns tool.
Volatility
CPA vs. ALK - Volatility Comparison
The current volatility for Copa Holdings, S.A. (CPA) is 7.68%, while Alaska Air Group, Inc. (ALK) has a volatility of 10.09%. This indicates that CPA experiences smaller price fluctuations and is considered to be less risky than ALK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CPA vs. ALK - Financials Comparison
This section allows you to compare key financial metrics between Copa Holdings, S.A. and Alaska Air Group, Inc.. 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