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DAL vs. AAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DAL and AAL is 0.48, 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

DAL vs. AAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delta Air Lines, Inc. (DAL) and American Airlines Group Inc. (AAL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DAL:

-0.04

AAL:

-0.37

Sortino Ratio

DAL:

0.28

AAL:

-0.30

Omega Ratio

DAL:

1.03

AAL:

0.96

Calmar Ratio

DAL:

-0.06

AAL:

-0.26

Martin Ratio

DAL:

-0.15

AAL:

-0.82

Ulcer Index

DAL:

19.20%

AAL:

26.64%

Daily Std Dev

DAL:

48.43%

AAL:

53.35%

Max Drawdown

DAL:

-81.73%

AAL:

-97.20%

Current Drawdown

DAL:

-25.87%

AAL:

-80.02%

Fundamentals

Market Cap

DAL:

$33.25B

AAL:

$7.82B

EPS

DAL:

$5.64

AAL:

$1.01

PE Ratio

DAL:

9.03

AAL:

11.74

PEG Ratio

DAL:

39.29

AAL:

0.31

PS Ratio

DAL:

0.54

AAL:

0.14

PB Ratio

DAL:

2.13

AAL:

0.00

Total Revenue (TTM)

DAL:

$61.93B

AAL:

$54.19B

Gross Profit (TTM)

DAL:

$15.46B

AAL:

$12.62B

EBITDA (TTM)

DAL:

$7.47B

AAL:

$4.20B

Returns By Period

In the year-to-date period, DAL achieves a -15.38% return, which is significantly higher than AAL's -31.96% return. Over the past 10 years, DAL has outperformed AAL with an annualized return of 2.82%, while AAL has yielded a comparatively lower -11.69% annualized return.


DAL

YTD

-15.38%

1M

25.02%

6M

-20.10%

1Y

-2.23%

5Y*

18.99%

10Y*

2.82%

AAL

YTD

-31.96%

1M

25.37%

6M

-17.58%

1Y

-19.48%

5Y*

3.75%

10Y*

-11.69%

*Annualized

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Risk-Adjusted Performance

DAL vs. AAL — Risk-Adjusted Performance Rank

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

DAL
The Risk-Adjusted Performance Rank of DAL is 4646
Overall Rank
The Sharpe Ratio Rank of DAL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 4747
Martin Ratio Rank

AAL
The Risk-Adjusted Performance Rank of AAL is 3030
Overall Rank
The Sharpe Ratio Rank of AAL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of AAL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of AAL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AAL is 3131
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.

DAL vs. AAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) and American Airlines Group Inc. (AAL). 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.


The current DAL Sharpe Ratio is -0.04, which is higher than the AAL Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of DAL and AAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DAL vs. AAL - Dividend Comparison

DAL's dividend yield for the trailing twelve months is around 1.18%, while AAL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DAL
Delta Air Lines, Inc.
1.18%0.83%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%0.37%

Drawdowns

DAL vs. AAL - Drawdown Comparison

The maximum DAL drawdown since its inception was -81.73%, smaller than the maximum AAL drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for DAL and AAL. For additional features, visit the drawdowns tool.


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Volatility

DAL vs. AAL - Volatility Comparison

Delta Air Lines, Inc. (DAL) has a higher volatility of 13.51% compared to American Airlines Group Inc. (AAL) at 11.73%. This indicates that DAL's price experiences larger fluctuations and is considered to be riskier than AAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DAL vs. AAL - Financials Comparison

This section allows you to compare key financial metrics between Delta Air Lines, Inc. and American Airlines 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20212022202320242025
14.04B
12.55B
(DAL) Total Revenue
(AAL) Total Revenue
Values in USD except per share items

DAL vs. AAL - Profitability Comparison

The chart below illustrates the profitability comparison between Delta Air Lines, Inc. and American Airlines Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-80.0%-60.0%-40.0%-20.0%0.0%20.0%20212022202320242025
21.5%
25.3%
(DAL) Gross Margin
(AAL) Gross Margin
DAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Delta Air Lines, Inc. reported a gross profit of 3.01B and revenue of 14.04B. Therefore, the gross margin over that period was 21.5%.

AAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, American Airlines Group Inc. reported a gross profit of 3.17B and revenue of 12.55B. Therefore, the gross margin over that period was 25.3%.

DAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Delta Air Lines, Inc. reported an operating income of 569.00M and revenue of 14.04B, resulting in an operating margin of 4.1%.

AAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, American Airlines Group Inc. reported an operating income of -270.00M and revenue of 12.55B, resulting in an operating margin of -2.2%.

DAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Delta Air Lines, Inc. reported a net income of 240.00M and revenue of 14.04B, resulting in a net margin of 1.7%.

AAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, American Airlines Group Inc. reported a net income of -473.00M and revenue of 12.55B, resulting in a net margin of -3.8%.