PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JBLU vs. DAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JBLU and DAL is 0.66, 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.


-0.50.00.51.00.7

Performance

JBLU vs. DAL - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-27.56%
236.24%
JBLU
DAL

Key characteristics

Sharpe Ratio

JBLU:

0.46

DAL:

1.61

Sortino Ratio

JBLU:

1.08

DAL:

2.31

Omega Ratio

JBLU:

1.15

DAL:

1.28

Calmar Ratio

JBLU:

0.38

DAL:

1.31

Martin Ratio

JBLU:

1.68

DAL:

5.09

Ulcer Index

JBLU:

19.33%

DAL:

10.36%

Daily Std Dev

JBLU:

69.80%

DAL:

32.80%

Max Drawdown

JBLU:

-90.91%

DAL:

-81.73%

Current Drawdown

JBLU:

-76.17%

DAL:

-7.36%

Fundamentals

Market Cap

JBLU:

$2.53B

DAL:

$39.24B

EPS

JBLU:

-$2.48

DAL:

$7.21

PEG Ratio

JBLU:

6.80

DAL:

39.29

Total Revenue (TTM)

JBLU:

$9.33B

DAL:

$60.31B

Gross Profit (TTM)

JBLU:

$714.00M

DAL:

$12.58B

EBITDA (TTM)

JBLU:

-$9.00M

DAL:

$9.49B

Returns By Period

In the year-to-date period, JBLU achieves a 34.05% return, which is significantly lower than DAL's 53.08% return. Over the past 10 years, JBLU has underperformed DAL with an annualized return of -6.96%, while DAL has yielded a comparatively higher 3.86% annualized return.


JBLU

YTD

34.05%

1M

23.18%

6M

29.62%

1Y

29.84%

5Y*

-17.31%

10Y*

-6.96%

DAL

YTD

53.08%

1M

-4.26%

6M

24.19%

1Y

49.77%

5Y*

1.11%

10Y*

3.86%

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. DAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Delta Air Lines, Inc. (DAL). 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-4.00-2.000.002.000.461.61
The chart of Sortino ratio for JBLU, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.082.31
The chart of Omega ratio for JBLU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.28
The chart of Calmar ratio for JBLU, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.31
The chart of Martin ratio for JBLU, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.685.09
JBLU
DAL

The current JBLU Sharpe Ratio is 0.46, which is lower than the DAL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of JBLU and DAL, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.46
1.61
JBLU
DAL

Dividends

JBLU vs. DAL - Dividend Comparison

JBLU has not paid dividends to shareholders, while DAL's dividend yield for the trailing twelve months is around 0.82%.


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%
DAL
Delta Air Lines, Inc.
0.82%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%0.44%

Drawdowns

JBLU vs. DAL - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, which is greater than DAL's maximum drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for JBLU and DAL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.46%
-7.36%
JBLU
DAL

Volatility

JBLU vs. DAL - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 17.28% compared to Delta Air Lines, Inc. (DAL) at 8.18%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.28%
8.18%
JBLU
DAL

Financials

JBLU vs. DAL - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Delta Air Lines, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab