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CPA vs. UAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CPA and UAL is 0.49, 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.


-0.50.00.51.00.5

Performance

CPA vs. UAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copa Holdings, S.A. (CPA) and United Airlines Holdings, Inc. (UAL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
3.97%
128.74%
CPA
UAL

Key characteristics

Sharpe Ratio

CPA:

0.15

UAL:

3.97

Sortino Ratio

CPA:

0.40

UAL:

4.96

Omega Ratio

CPA:

1.05

UAL:

1.58

Calmar Ratio

CPA:

0.13

UAL:

2.84

Martin Ratio

CPA:

0.39

UAL:

17.26

Ulcer Index

CPA:

11.25%

UAL:

10.00%

Daily Std Dev

CPA:

29.65%

UAL:

43.42%

Max Drawdown

CPA:

-78.99%

UAL:

-93.50%

Current Drawdown

CPA:

-23.92%

UAL:

-1.45%

Fundamentals

Market Cap

CPA:

$3.82B

UAL:

$34.52B

EPS

CPA:

$15.11

UAL:

$8.39

PE Ratio

CPA:

6.07

UAL:

12.51

PEG Ratio

CPA:

0.16

UAL:

0.86

Total Revenue (TTM)

CPA:

$2.57B

UAL:

$42.37B

Gross Profit (TTM)

CPA:

$838.86M

UAL:

$7.62B

EBITDA (TTM)

CPA:

$731.13M

UAL:

$6.12B

Returns By Period

In the year-to-date period, CPA achieves a 2.77% return, which is significantly lower than UAL's 9.28% return. Over the past 10 years, CPA has underperformed UAL with an annualized return of 1.35%, while UAL has yielded a comparatively higher 4.91% annualized return.


CPA

YTD

2.77%

1M

2.66%

6M

3.97%

1Y

6.78%

5Y*

-0.49%

10Y*

1.35%

UAL

YTD

9.28%

1M

11.71%

6M

128.73%

1Y

180.12%

5Y*

3.43%

10Y*

4.91%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CPA vs. UAL — Risk-Adjusted Performance Rank

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

CPA
The Risk-Adjusted Performance Rank of CPA is 5050
Overall Rank
The Sharpe Ratio Rank of CPA is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CPA is 4444
Sortino Ratio Rank
The Omega Ratio Rank of CPA is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CPA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CPA is 5353
Martin Ratio Rank

UAL
The Risk-Adjusted Performance Rank of UAL is 9797
Overall Rank
The Sharpe Ratio Rank of UAL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of UAL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of UAL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of UAL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of UAL is 9797
Martin 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.

CPA vs. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Copa Holdings, S.A. (CPA) and United Airlines Holdings, Inc. (UAL). 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.


Sharpe ratio
The chart of Sharpe ratio for CPA, currently valued at 0.15, compared to the broader market-2.000.002.004.000.153.97
The chart of Sortino ratio for CPA, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.404.96
The chart of Omega ratio for CPA, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.58
The chart of Calmar ratio for CPA, currently valued at 0.13, compared to the broader market0.002.004.006.000.132.84
The chart of Martin ratio for CPA, currently valued at 0.39, compared to the broader market-10.000.0010.0020.0030.000.3917.26
CPA
UAL

The current CPA Sharpe Ratio is 0.15, which is lower than the UAL Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of CPA and UAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.15
3.97
CPA
UAL

Dividends

CPA vs. UAL - Dividend Comparison

CPA's dividend yield for the trailing twelve months is around 7.13%, while UAL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CPA
Copa Holdings, S.A.
7.13%7.33%3.09%0.00%0.00%1.04%2.41%4.42%1.88%2.25%6.96%3.71%
UAL
United Airlines Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CPA vs. UAL - Drawdown Comparison

The maximum CPA drawdown since its inception was -78.99%, smaller than the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for CPA and UAL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.92%
-1.45%
CPA
UAL

Volatility

CPA vs. UAL - Volatility Comparison

The current volatility for Copa Holdings, S.A. (CPA) is 7.96%, while United Airlines Holdings, Inc. (UAL) has a volatility of 10.24%. This indicates that CPA experiences smaller price fluctuations and is considered to be less risky than UAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
7.96%
10.24%
CPA
UAL

Financials

CPA vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between Copa Holdings, S.A. and United Airlines Holdings, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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