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

Key characteristics


JBLUSAVE
YTD Return3.96%-76.92%
1Y Return-18.39%-76.21%
3Y Return (Ann)-33.63%-51.26%
5Y Return (Ann)-20.99%-40.15%
10Y Return (Ann)-3.65%-23.11%
Sharpe Ratio-0.30-0.88
Daily Std Dev61.46%86.44%
Max Drawdown-90.91%-95.52%
Current Drawdown-81.52%-95.21%

Fundamentals


JBLUSAVE
Market Cap$1.97B$387.63M
EPS-$2.46-$4.10
PE Ratio37.603.34
PEG Ratio6.8020.44
Revenue (TTM)$9.50B$5.36B
Gross Profit (TTM)$2.06B$973.03M
EBITDA (TTM)$506.00M-$174.15M

Correlation

-0.50.00.51.00.6

The correlation between JBLU and SAVE is 0.56, 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. SAVE - Performance Comparison

In the year-to-date period, JBLU achieves a 3.96% return, which is significantly higher than SAVE's -76.92% return. Over the past 10 years, JBLU has outperformed SAVE with an annualized return of -3.65%, while SAVE has yielded a comparatively lower -23.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-2.37%
-64.95%
JBLU
SAVE

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JetBlue Airways Corporation

Spirit Airlines, Inc.

Risk-Adjusted Performance

JBLU vs. SAVE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Spirit Airlines, Inc. (SAVE). 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.


JBLU
Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.004.00-0.30
Sortino ratio
The chart of Sortino ratio for JBLU, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.006.00-0.05
Omega ratio
The chart of Omega ratio for JBLU, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for JBLU, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22
Martin ratio
The chart of Martin ratio for JBLU, currently valued at -0.52, compared to the broader market-10.000.0010.0020.0030.00-0.52
SAVE
Sharpe ratio
The chart of Sharpe ratio for SAVE, currently valued at -0.88, compared to the broader market-2.00-1.000.001.002.003.004.00-0.88
Sortino ratio
The chart of Sortino ratio for SAVE, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.006.00-1.44
Omega ratio
The chart of Omega ratio for SAVE, currently valued at 0.77, compared to the broader market0.501.001.500.77
Calmar ratio
The chart of Calmar ratio for SAVE, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.80
Martin ratio
The chart of Martin ratio for SAVE, currently valued at -1.81, compared to the broader market-10.000.0010.0020.0030.00-1.81

JBLU vs. SAVE - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is -0.30, which is higher than the SAVE Sharpe Ratio of -0.88. The chart below compares the 12-month rolling Sharpe Ratio of JBLU and SAVE.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00December2024FebruaryMarchAprilMay
-0.30
-0.88
JBLU
SAVE

Dividends

JBLU vs. SAVE - Dividend Comparison

JBLU has not paid dividends to shareholders, while SAVE's dividend yield for the trailing twelve months is around 26.07%.


TTM2023
JBLU
JetBlue Airways Corporation
0.00%0.00%
SAVE
Spirit Airlines, Inc.
26.07%6.88%

Drawdowns

JBLU vs. SAVE - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, roughly equal to the maximum SAVE drawdown of -95.52%. Use the drawdown chart below to compare losses from any high point for JBLU and SAVE. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%December2024FebruaryMarchAprilMay
-78.65%
-95.21%
JBLU
SAVE

Volatility

JBLU vs. SAVE - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 24.77% compared to Spirit Airlines, Inc. (SAVE) at 21.44%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than SAVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
24.77%
21.44%
JBLU
SAVE

Financials

JBLU vs. SAVE - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Spirit Airlines, 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