PortfoliosLab logoPortfoliosLab logo
FTAI vs. SKYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTAI vs. SKYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortress Transportation and Infrastructure Investors LLC (FTAI) and SkyWest, Inc. (SKYW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTAI achieves a 5.00% return, which is significantly lower than SKYW's 6.53% return. Over the past 10 years, FTAI has outperformed SKYW with an annualized return of 40.83%, while SKYW has yielded a comparatively lower 15.02% annualized return.


FTAI

1D
4.30%
1M
-16.96%
6M
-24.10%
YTD
5.00%
1Y
51.17%
3Y*
88.18%
5Y*
53.19%
10Y*
40.83%
ALL TIME*
33.49%

SKYW

1D
-1.19%
1M
10.41%
6M
10.83%
YTD
6.53%
1Y
-1.96%
3Y*
34.09%
5Y*
21.45%
10Y*
15.02%
ALL TIME*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$447.23M$362.09M$311.08M
$58.64M$46.79M$40.30M

FTAI vs. SKYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAI
Fortress Transportation and Infrastructure Investors LLC
5.00%38.01%214.72%181.65%-36.67%29.27%33.15%48.05%-22.18%62.27%
SKYW
SkyWest, Inc.
6.53%0.28%91.82%216.17%-57.99%-2.51%-37.31%46.54%-15.60%46.83%

Correlation

The correlation between FTAI and SKYW is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since May 15, 2015

0.36

Fundamentals

Market Cap

FTAI:

$21.13B

SKYW:

$4.24B

EPS

FTAI:

$4.77

SKYW:

$10.03

PE Ratio

FTAI:

43.18

SKYW:

10.67

PEG Ratio

FTAI:

0.03

SKYW:

0.05

PS Ratio

FTAI:

6.88

SKYW:

1.04

Total Revenue (TTM)

FTAI:

$3.11B

SKYW:

$4.19B

Gross Profit (TTM)

FTAI:

$1.06B

SKYW:

$2.14B

EBITDA (TTM)

FTAI:

$1.05B

SKYW:

$897.37M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FTAI vs. SKYW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTAI
FTAI Risk / Return Rank: 7272
Overall Rank
FTAI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAI Sortino Ratio Rank: 7272
Sortino Ratio Rank
FTAI Omega Ratio Rank: 6969
Omega Ratio Rank
FTAI Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTAI Martin Ratio Rank: 7373
Martin Ratio Rank

SKYW
SKYW Risk / Return Rank: 3535
Overall Rank
SKYW Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SKYW Sortino Ratio Rank: 3232
Sortino Ratio Rank
SKYW Omega Ratio Rank: 3232
Omega Ratio Rank
SKYW Calmar Ratio Rank: 3838
Calmar Ratio Rank
SKYW Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTAI vs. SKYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and SkyWest, Inc. (SKYW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTAISKYWDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratioReturn relative to maximum drawdown

1.41

-0.21

+1.63

Martin ratioReturn relative to average drawdown

3.34

-0.37

+3.71

FTAI vs. SKYW - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 0.85, which is higher than the SKYW Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of FTAI and SKYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FTAI vs. SKYW - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum SKYW drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for FTAI and SKYW.


Loading charts...

Drawdown Indicators


FTAISKYWDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-81.77%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-36.12%

-36.63%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-36.63%

-15.48%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

-71.50%

+19.39%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

-81.77%

+8.98%

Current Drawdown

Current decline from peak

-33.33%

-13.54%

-19.79%

Average Drawdown

Average peak-to-trough decline

-17.45%

-35.37%

+17.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.27%

21.14%

-5.87%

Volatility

FTAI vs. SKYW - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 19.45% compared to SkyWest, Inc. (SKYW) at 13.66%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than SKYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FTAISKYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.45%

13.66%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

48.44%

29.20%

+19.24%

Volatility (1Y)

Calculated over the trailing 1-year period

60.47%

37.97%

+22.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.06%

43.54%

+13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.48%

51.59%

-0.11%

Dividends

FTAI vs. SKYW - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.73%, while SKYW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.73%0.64%0.83%2.59%7.54%4.56%5.63%6.76%9.21%6.62%9.92%4.26%
SKYW
SkyWest, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.52%0.84%

Financials

FTAI vs. SKYW - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC and SkyWest, 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

FTAI vs. SKYW - Profitability Comparison

The chart below illustrates the profitability comparison between Fortress Transportation and Infrastructure Investors LLC and SkyWest, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FTAI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported a gross profit of 434.58M and revenue of 953.09M. Therefore, the gross margin over that period was 45.6%.

SKYW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SkyWest, Inc. reported a gross profit of 1.05B and revenue of 1.10B. Therefore, the gross margin over that period was 95.6%.

FTAI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported an operating income of 200.51M and revenue of 953.09M, resulting in an operating margin of 21.0%.

SKYW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SkyWest, Inc. reported an operating income of 155.83M and revenue of 1.10B, resulting in an operating margin of 14.1%.

FTAI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported a net income of 125.09M and revenue of 953.09M, resulting in a net margin of 13.1%.

SKYW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SkyWest, Inc. reported a net income of 100.70M and revenue of 1.10B, resulting in a net margin of 9.1%.


Frequently Asked Questions


FTAI and SKYW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAI has higher volatility (19.45%) compared to SKYW (13.66%). In terms of maximum drawdown, FTAI dropped -72.79% vs SKYW's -81.77%.

FTAI currently has the higher Sharpe Ratio (0.85 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTAI and SKYW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer