JBLU vs. CIM

Last updated Jun 23, 2026

JBLU (JetBlue Airways Corporation) and CIM (Chimera Investment Corporation) are both stocks. JBLU operates in Airlines (Industrials), while CIM operates in REIT - Mortgage (Real Estate). Over the past 10 years, JBLU returned -9.84%/yr vs -1.60%/yr for CIM. At a 0.36 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, JBLU achieves a 20.66% return, which is significantly higher than CIM's 9.44% return. Over the past 10 years, JBLU has underperformed CIM with an annualized return of -9.84%, while CIM has yielded a comparatively higher -1.60% annualized return.

JBLU

• 1D: -3.35%
• 1M: 8.71%
• YTD: 20.66%
• 6M: 10.69%
• 1Y: 36.91%
• 3Y*: -11.57%
• 5Y*: -20.53%
• 10Y*: -9.84%

CIM

• 1D: -1.20%
• 1M: -1.06%
• YTD: 9.44%
• 6M: 7.84%
• 1Y: 7.74%
• 3Y*: 3.76%
• 5Y*: -12.50%
• 10Y*: -1.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JBLU vs. CIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JBLU JetBlue Airways Corporation	20.66%	-42.11%	41.62%	-14.35%	-54.49%	-2.06%	-22.33%	16.56%	-28.11%	-0.36%
CIM Chimera Investment Corporation	9.44%	-0.65%	3.61%	2.95%	-57.95%	60.73%	-42.97%	27.65%	7.71%	17.30%

Correlation

The correlation between JBLU and CIM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007	0.36

Fundamentals

EPS JBLU : -$2.61 CIM : $0.23
PS Ratio JBLU : 0.16 CIM : 2.17
Total Revenue (TTM) JBLU : $9.16B CIM : $499.18M
Gross Profit (TTM) JBLU : $3.64B CIM : $465.68M
EBITDA (TTM) JBLU : $151.00M CIM : $439.34M

Return for Risk

JBLU vs. CIM — Risk / Return Rank

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

JBLU

JBLU Risk / Return Rank: 62
JBLU Sharpe Ratio Rank: 62
JBLU Sortino Ratio Rank: 63
JBLU Omega Ratio Rank: 59
JBLU Calmar Ratio Rank: 62
JBLU Martin Ratio Rank: 62

CIM

CIM Risk / Return Rank: 50
CIM Sharpe Ratio Rank: 53
CIM Sortino Ratio Rank: 45
CIM Omega Ratio Rank: 45
CIM Calmar Ratio Rank: 52
CIM Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBLU vs. CIM - Risk-Adjusted Trends 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.

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.

	JBLU	CIM	Difference
Sharpe ratio: Return per unit of total volatility	0.60	0.31	+0.29
Sortino ratio: Return per unit of downside risk	1.32	0.60	+0.72
Omega ratio: Gain probability vs. loss probability	1.15	1.08	+0.07
Calmar ratio: Return relative to maximum drawdown	0.99	0.43	+0.56
Martin ratio: Return relative to average drawdown	2.12	1.04	+1.08

JBLU vs. CIM - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is 0.60, which is higher than the CIM Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of JBLU and CIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	JBLU	CIM	Difference
Max Drawdown Largest peak-to-trough decline	-90.91%	-89.69%	-1.22%
Max Drawdown (1Y) Largest decline over 1 year	-37.62%	-18.18%	-19.44%
Max Drawdown (3Y) Largest decline over 3 years	-63.29%	-35.80%	-27.49%
Max Drawdown (5Y) Largest decline over 5 years	-80.28%	-69.09%	-11.19%
Max Drawdown (10Y) Largest decline over 10 years	-85.58%	-72.35%	-13.23%
Current Drawdown Current decline from peak	-82.42%	-60.00%	-22.42%
Average Drawdown Average peak-to-trough decline	-60.46%	-51.75%	-8.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.47%	7.49%	+9.98%

Volatility

JBLU vs. CIM - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 20.67% compared to Chimera Investment Corporation (CIM) at 5.76%. 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.

Volatility by Period

	JBLU	CIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.67%	5.76%	+14.91%
Volatility (6M) Calculated over the trailing 6-month period	50.72%	17.72%	+33.00%
Volatility (1Y) Calculated over the trailing 1-year period	61.91%	25.15%	+36.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.48%	35.20%	+25.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.63%	36.51%	+18.12%

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 11.89%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIM Chimera Investment Corporation	11.89%	11.91%	10.14%	14.03%	20.36%	8.55%	13.66%	9.73%	11.22%	8.12%	14.34%	28.15%
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%

Financials

Frequently Asked Questions

Can I hold both JBLU and CIM in my portfolio?

JBLU and CIM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JBLU or CIM?

JBLU has higher volatility (20.67%) compared to CIM (5.76%). In terms of maximum drawdown, JBLU dropped -90.91% vs CIM's -89.69%.

Which has better risk-adjusted returns?

JBLU currently has the higher Sharpe Ratio (0.60 vs 0.31), 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.