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JBLU vs. CIM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JBLU and CIM is 0.47, 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

JBLU vs. CIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and Chimera Investment Corporation (CIM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JBLU:

-0.07

CIM:

0.67

Sortino Ratio

JBLU:

0.57

CIM:

1.28

Omega Ratio

JBLU:

1.08

CIM:

1.17

Calmar Ratio

JBLU:

0.02

CIM:

0.35

Martin Ratio

JBLU:

0.08

CIM:

2.23

Ulcer Index

JBLU:

24.70%

CIM:

11.42%

Daily Std Dev

JBLU:

77.67%

CIM:

33.17%

Max Drawdown

JBLU:

-90.91%

CIM:

-89.69%

Current Drawdown

JBLU:

-83.09%

CIM:

-64.69%

Fundamentals

Market Cap

JBLU:

$1.87B

CIM:

$1.06B

EPS

JBLU:

-$0.78

CIM:

$1.51

PEG Ratio

JBLU:

6.80

CIM:

-28.14

PS Ratio

JBLU:

0.20

CIM:

3.24

PB Ratio

JBLU:

0.77

CIM:

0.40

Total Revenue (TTM)

JBLU:

$9.21B

CIM:

$309.07M

Gross Profit (TTM)

JBLU:

$1.72B

CIM:

$309.07M

EBITDA (TTM)

JBLU:

$711.00M

CIM:

$705.53M

Returns By Period

In the year-to-date period, JBLU achieves a -32.82% return, which is significantly lower than CIM's -4.00% return. Over the past 10 years, JBLU has underperformed CIM with an annualized return of -12.68%, while CIM has yielded a comparatively higher 0.32% annualized return.


JBLU

YTD

-32.82%

1M

10.92%

6M

-14.70%

1Y

-5.55%

3Y*

-20.40%

5Y*

-14.07%

10Y*

-12.68%

CIM

YTD

-4.00%

1M

5.83%

6M

-6.66%

1Y

22.02%

3Y*

-13.79%

5Y*

-3.35%

10Y*

0.32%

*Annualized

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JetBlue Airways Corporation

Chimera Investment Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JBLU vs. CIM — Risk-Adjusted Performance Rank

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

JBLU
The Risk-Adjusted Performance Rank of JBLU is 5151
Overall Rank
The Sharpe Ratio Rank of JBLU is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 5454
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 5151
Martin Ratio Rank

CIM
The Risk-Adjusted Performance Rank of CIM is 7272
Overall Rank
The Sharpe Ratio Rank of CIM is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CIM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of CIM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CIM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CIM is 7474
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.

JBLU vs. CIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Chimera Investment Corporation (CIM). 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 JBLU Sharpe Ratio is -0.07, which is lower than the CIM Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JBLU and CIM, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JBLU vs. CIM - Dividend Comparison

JBLU has not paid dividends to shareholders, while CIM's dividend yield for the trailing twelve months is around 11.18%.


TTM20242023202220212020201920182017201620152014
JBLU
JetBlue Airways Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIM
Chimera Investment Corporation
11.18%10.14%14.03%20.36%8.55%13.66%9.73%11.22%10.82%14.34%14.08%17.61%

Drawdowns

JBLU vs. CIM - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, roughly equal to the maximum CIM drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for JBLU and CIM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JBLU vs. CIM - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 19.31% compared to Chimera Investment Corporation (CIM) at 10.86%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than CIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JBLU vs. CIM - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Chimera Investment Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
2.14B
196.95M
(JBLU) Total Revenue
(CIM) Total Revenue
Values in USD except per share items