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

Correlation

The correlation between JBLU and SAVE is 0.54, 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.


-0.50.00.51.00.5

Performance

JBLU vs. SAVE - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
34.46%
-61.69%
JBLU
SAVE

Key characteristics

Fundamentals

Market Cap

JBLU:

$2.76B

SAVE:

$118.28M

EPS

JBLU:

-$2.48

SAVE:

-$6.20

PEG Ratio

JBLU:

6.80

SAVE:

20.44

Total Revenue (TTM)

JBLU:

$7.00B

SAVE:

$2.55B

Gross Profit (TTM)

JBLU:

$303.00M

SAVE:

$146.39M

EBITDA (TTM)

JBLU:

-$123.00M

SAVE:

-$87.44M

Returns By Period


JBLU

YTD

1.27%

1M

6.99%

6M

34.46%

1Y

59.20%

5Y*

-17.75%

10Y*

-7.08%

SAVE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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. SAVE — 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 7272
Overall Rank
The Sharpe Ratio Rank of JBLU is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 7070
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 7272
Martin Ratio Rank

SAVE
The Risk-Adjusted Performance Rank of SAVE is 77
Overall Rank
The Sharpe Ratio Rank of SAVE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SAVE is 55
Sortino Ratio Rank
The Omega Ratio Rank of SAVE is 22
Omega Ratio Rank
The Calmar Ratio Rank of SAVE is 11
Calmar Ratio Rank
The Martin Ratio Rank of SAVE is 1212
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. 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.


Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at 0.86, compared to the broader market-2.000.002.004.000.86-0.65
The chart of Sortino ratio for JBLU, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.006.001.48-0.92
The chart of Omega ratio for JBLU, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.85
The chart of Calmar ratio for JBLU, currently valued at 0.69, compared to the broader market0.002.004.006.000.69-0.82
The chart of Martin ratio for JBLU, currently valued at 3.02, compared to the broader market0.0010.0020.0030.003.02-1.29
JBLU
SAVE


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.86
-0.65
JBLU
SAVE

Dividends

JBLU vs. SAVE - Dividend Comparison

Neither JBLU nor SAVE has paid dividends to shareholders.


TTM20242023
JBLU
JetBlue Airways Corporation
0.00%0.00%0.00%
SAVE
Spirit Airlines, Inc.
18.52%18.52%7.32%

Drawdowns

JBLU vs. SAVE - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%AugustSeptemberOctoberNovemberDecember2025
-70.54%
-98.59%
JBLU
SAVE

Volatility

JBLU vs. SAVE - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 12.57% compared to Spirit Airlines, Inc. (SAVE) at 0.00%. 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%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
12.57%
0
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
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 © 2025 PortfoliosLab