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

Correlation

The correlation between JBLU and CIM is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

0.00%5,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember0
12,076.12%
JBLU
CIM

Key characteristics

Sharpe Ratio

JBLU:

0.46

CIM:

0.09

Sortino Ratio

JBLU:

1.08

CIM:

0.38

Omega Ratio

JBLU:

1.15

CIM:

1.05

Calmar Ratio

JBLU:

0.38

CIM:

0.05

Martin Ratio

JBLU:

1.68

CIM:

0.29

Ulcer Index

JBLU:

19.33%

CIM:

11.60%

Daily Std Dev

JBLU:

69.80%

CIM:

35.04%

Max Drawdown

JBLU:

-90.91%

CIM:

-89.69%

Current Drawdown

JBLU:

-76.17%

CIM:

-63.22%

Fundamentals

Market Cap

JBLU:

$2.53B

CIM:

$1.20B

EPS

JBLU:

-$2.48

CIM:

$3.33

PEG Ratio

JBLU:

6.80

CIM:

-28.14

Total Revenue (TTM)

JBLU:

$9.33B

CIM:

$705.37M

Gross Profit (TTM)

JBLU:

$714.00M

CIM:

$582.22M

EBITDA (TTM)

JBLU:

-$9.00M

CIM:

$831.63M

Returns By Period

In the year-to-date period, JBLU achieves a 34.05% return, which is significantly higher than CIM's 3.61% return. Over the past 10 years, JBLU has underperformed CIM with an annualized return of -6.96%, while CIM has yielded a comparatively higher -0.37% annualized return.


JBLU

YTD

34.05%

1M

23.18%

6M

29.62%

1Y

29.84%

5Y*

-17.31%

10Y*

-6.96%

CIM

YTD

3.61%

1M

-0.96%

6M

10.81%

1Y

1.15%

5Y*

-16.35%

10Y*

-0.37%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.460.09
The chart of Sortino ratio for JBLU, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.080.38
The chart of Omega ratio for JBLU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.05
The chart of Calmar ratio for JBLU, currently valued at 0.39, compared to the broader market0.002.004.006.000.390.05
The chart of Martin ratio for JBLU, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.680.29
JBLU
CIM

The current JBLU Sharpe Ratio is 0.46, which is higher than the CIM Sharpe Ratio of 0.09. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.46
0.09
JBLU
CIM

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 9.60%.


TTM20232022202120202019201820172016201520142013
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
9.60%14.03%20.36%8.55%13.66%9.73%11.22%10.82%14.34%14.08%17.61%11.61%

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. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-72.46%
-63.22%
JBLU
CIM

Volatility

JBLU vs. CIM - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 17.28% compared to Chimera Investment Corporation (CIM) at 6.36%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.28%
6.36%
JBLU
CIM

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


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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