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

Correlation

The correlation between DAL and AAL is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

-100.00%0.00%100.00%200.00%300.00%AugustSeptemberOctoberNovemberDecember2025
263.23%
-45.49%
DAL
AAL

Key characteristics

Sharpe Ratio

DAL:

2.44

AAL:

0.96

Sortino Ratio

DAL:

3.45

AAL:

1.66

Omega Ratio

DAL:

1.40

AAL:

1.21

Calmar Ratio

DAL:

1.96

AAL:

0.49

Martin Ratio

DAL:

7.77

AAL:

2.03

Ulcer Index

DAL:

10.19%

AAL:

20.38%

Daily Std Dev

DAL:

32.39%

AAL:

42.93%

Max Drawdown

DAL:

-81.73%

AAL:

-97.20%

Current Drawdown

DAL:

-1.69%

AAL:

-69.21%

Fundamentals

Market Cap

DAL:

$42.70B

AAL:

$12.01B

EPS

DAL:

$5.30

AAL:

$0.42

PE Ratio

DAL:

12.42

AAL:

43.50

PEG Ratio

DAL:

39.29

AAL:

0.22

Total Revenue (TTM)

DAL:

$61.64B

AAL:

$40.55B

Gross Profit (TTM)

DAL:

$13.81B

AAL:

$8.28B

EBITDA (TTM)

DAL:

$7.34B

AAL:

$3.25B

Returns By Period

In the year-to-date period, DAL achieves a 8.79% return, which is significantly higher than AAL's 4.82% return. Over the past 10 years, DAL has outperformed AAL with an annualized return of 4.22%, while AAL has yielded a comparatively lower -9.75% annualized return.


DAL

YTD

8.79%

1M

9.01%

6M

45.78%

1Y

78.46%

5Y*

1.65%

10Y*

4.22%

AAL

YTD

4.82%

1M

9.80%

6M

72.68%

1Y

33.75%

5Y*

-8.40%

10Y*

-9.75%

*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 9292
Overall Rank
The Sharpe Ratio Rank of DAL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 8888
Martin Ratio Rank

AAL
The Risk-Adjusted Performance Rank of AAL is 7171
Overall Rank
The Sharpe Ratio Rank of AAL is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AAL is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AAL is 6666
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.


Sharpe ratio
The chart of Sharpe ratio for DAL, currently valued at 2.44, compared to the broader market-2.000.002.004.002.440.96
The chart of Sortino ratio for DAL, currently valued at 3.45, compared to the broader market-4.00-2.000.002.004.003.451.66
The chart of Omega ratio for DAL, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.21
The chart of Calmar ratio for DAL, currently valued at 1.96, compared to the broader market0.002.004.006.001.960.49
The chart of Martin ratio for DAL, currently valued at 7.77, compared to the broader market-10.000.0010.0020.0030.007.772.03
DAL
AAL

The current DAL Sharpe Ratio is 2.44, which is higher than the AAL Sharpe Ratio of 0.96. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.44
0.96
DAL
AAL

Dividends

DAL vs. AAL - Dividend Comparison

DAL's dividend yield for the trailing twelve months is around 0.76%, while AAL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DAL
Delta Air Lines, Inc.
0.76%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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.69%
-67.94%
DAL
AAL

Volatility

DAL vs. AAL - Volatility Comparison

Delta Air Lines, Inc. (DAL) has a higher volatility of 11.40% compared to American Airlines Group Inc. (AAL) at 9.14%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
11.40%
9.14%
DAL
AAL

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


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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