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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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.69%
-44.74%
JBLU
CIM

Key characteristics

Sharpe Ratio

JBLU:

0.94

CIM:

0.22

Sortino Ratio

JBLU:

1.56

CIM:

0.54

Omega Ratio

JBLU:

1.22

CIM:

1.07

Calmar Ratio

JBLU:

0.74

CIM:

0.10

Martin Ratio

JBLU:

3.30

CIM:

0.67

Ulcer Index

JBLU:

19.11%

CIM:

11.26%

Daily Std Dev

JBLU:

67.34%

CIM:

34.82%

Max Drawdown

JBLU:

-90.91%

CIM:

-89.69%

Current Drawdown

JBLU:

-75.53%

CIM:

-62.43%

Fundamentals

Market Cap

JBLU:

$2.65B

CIM:

$1.16B

EPS

JBLU:

-$2.49

CIM:

$3.34

PEG Ratio

JBLU:

6.80

CIM:

-28.14

Total Revenue (TTM)

JBLU:

$7.00B

CIM:

$513.61M

Gross Profit (TTM)

JBLU:

$303.00M

CIM:

$398.54M

EBITDA (TTM)

JBLU:

-$123.00M

CIM:

$567.79M

Returns By Period

In the year-to-date period, JBLU achieves a -2.80% return, which is significantly lower than CIM's 2.14% return.


JBLU

YTD

-2.80%

1M

4.80%

6M

27.76%

1Y

53.11%

5Y*

-16.88%

10Y*

-6.71%

CIM

YTD

2.14%

1M

4.10%

6M

0.08%

1Y

6.90%

5Y*

-16.42%

10Y*

0.00%

*Annualized

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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 7474
Overall Rank
The Sharpe Ratio Rank of JBLU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 7575
Martin Ratio Rank

CIM
The Risk-Adjusted Performance Rank of CIM is 5050
Overall Rank
The Sharpe Ratio Rank of CIM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CIM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CIM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CIM is 5151
Calmar Ratio Rank
The Martin Ratio Rank of CIM is 5454
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.


Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at 0.94, compared to the broader market-2.000.002.004.000.940.22
The chart of Sortino ratio for JBLU, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.560.54
The chart of Omega ratio for JBLU, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.07
The chart of Calmar ratio for JBLU, currently valued at 0.76, compared to the broader market0.002.004.006.000.760.10
The chart of Martin ratio for JBLU, currently valued at 3.30, compared to the broader market-10.000.0010.0020.0030.003.300.67
JBLU
CIM

The current JBLU Sharpe Ratio is 0.94, which is higher than the CIM Sharpe Ratio of 0.22. 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.94
0.22
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 9.93%.


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
9.93%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. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-71.72%
-62.43%
JBLU
CIM

Volatility

JBLU vs. CIM - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 12.39% compared to Chimera Investment Corporation (CIM) at 8.22%. 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%AugustSeptemberOctoberNovemberDecember2025
12.39%
8.22%
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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