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

Performance

DAL vs. UAL - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
24.18%
80.52%
DAL
UAL

Returns By Period

In the year-to-date period, DAL achieves a 59.89% return, which is significantly lower than UAL's 129.35% return. Over the past 10 years, DAL has underperformed UAL with an annualized return of 5.25%, while UAL has yielded a comparatively higher 5.52% annualized return.


DAL

YTD

59.89%

1M

15.50%

6M

24.18%

1Y

79.28%

5Y (annualized)

3.02%

10Y (annualized)

5.25%

UAL

YTD

129.35%

1M

27.88%

6M

80.52%

1Y

139.93%

5Y (annualized)

0.62%

10Y (annualized)

5.52%

Fundamentals


DALUAL
Market Cap$41.07B$31.12B
EPS$7.21$8.39
PE Ratio8.8311.28
PEG Ratio39.290.79
Total Revenue (TTM)$60.31B$55.99B
Gross Profit (TTM)$12.58B$9.24B
EBITDA (TTM)$8.85B$8.00B

Key characteristics


DALUAL
Sharpe Ratio2.333.08
Sortino Ratio3.083.98
Omega Ratio1.391.49
Calmar Ratio1.812.24
Martin Ratio7.3813.31
Ulcer Index10.33%10.25%
Daily Std Dev32.77%44.35%
Max Drawdown-81.73%-93.50%
Current Drawdown-1.87%-2.14%

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Correlation

-0.50.00.51.00.8

The correlation between DAL and UAL is 0.81, 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.

Risk-Adjusted Performance

DAL vs. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) 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 DAL, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.333.08
The chart of Sortino ratio for DAL, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.003.083.98
The chart of Omega ratio for DAL, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.49
The chart of Calmar ratio for DAL, currently valued at 1.81, compared to the broader market0.002.004.006.001.812.24
The chart of Martin ratio for DAL, currently valued at 7.38, compared to the broader market-10.000.0010.0020.0030.007.3813.31
DAL
UAL

The current DAL Sharpe Ratio is 2.33, which is comparable to the UAL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of DAL 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.33
3.08
DAL
UAL

Dividends

DAL vs. UAL - Dividend Comparison

DAL's dividend yield for the trailing twelve months is around 0.79%, while UAL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DAL
Delta Air Lines, Inc.
0.79%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%0.44%
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

DAL vs. UAL - Drawdown Comparison

The maximum DAL drawdown since its inception was -81.73%, smaller than the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for DAL and UAL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.87%
-2.14%
DAL
UAL

Volatility

DAL vs. UAL - Volatility Comparison

The current volatility for Delta Air Lines, Inc. (DAL) is 11.13%, while United Airlines Holdings, Inc. (UAL) has a volatility of 13.16%. This indicates that DAL 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%JuneJulyAugustSeptemberOctoberNovember
11.13%
13.16%
DAL
UAL

Financials

DAL vs. UAL - Financials Comparison

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