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JBLU vs. SIRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JBLU vs. SIRI - Performance Comparison

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

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Returns By Period

In the year-to-date period, JBLU achieves a 4.62% return, which is significantly lower than SIRI's 40.39% return. Over the past 10 years, JBLU has underperformed SIRI with an annualized return of -12.50%, while SIRI has yielded a comparatively higher -1.34% annualized return.


JBLU

1D
-1.86%
1M
-6.85%
YTD
4.62%
6M
-3.84%
1Y
-4.99%
3Y*
-13.95%
5Y*
-24.05%
10Y*
-12.50%

SIRI

1D
1.59%
1M
2.27%
YTD
40.39%
6M
29.18%
1Y
30.91%
3Y*
-6.89%
5Y*
-13.63%
10Y*
-1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBLU vs. SIRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JBLU
JetBlue Airways Corporation
4.62%-42.11%41.62%-14.35%-54.49%-2.06%-22.33%16.56%-28.11%-0.36%
SIRI
Sirius XM Holdings Inc.
40.39%-7.97%-56.93%-4.27%-3.21%0.74%-10.11%26.24%7.28%21.42%

Correlation

The correlation between JBLU and SIRI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2002

0.26

Fundamentals

EPS

JBLU:

-$2.61

SIRI:

$2.41

PS Ratio

JBLU:

0.14

SIRI:

1.12

Total Revenue (TTM)

JBLU:

$9.16B

SIRI:

$8.58B

Gross Profit (TTM)

JBLU:

$3.64B

SIRI:

$4.10B

EBITDA (TTM)

JBLU:

$151.00M

SIRI:

$1.77B

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Return for Risk

JBLU vs. SIRI — Risk / Return Rank

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

JBLU
JBLU Risk / Return Rank: 3838
Overall Rank
JBLU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 3939
Sortino Ratio Rank
JBLU Omega Ratio Rank: 3838
Omega Ratio Rank
JBLU Calmar Ratio Rank: 3838
Calmar Ratio Rank
JBLU Martin Ratio Rank: 3737
Martin Ratio Rank

SIRI
SIRI Risk / Return Rank: 6969
Overall Rank
SIRI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SIRI Sortino Ratio Rank: 6767
Sortino Ratio Rank
SIRI Omega Ratio Rank: 6363
Omega Ratio Rank
SIRI Calmar Ratio Rank: 7373
Calmar Ratio Rank
SIRI Martin Ratio Rank: 7070
Martin Ratio Rank
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. SIRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Sirius XM Holdings Inc. (SIRI). 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.


JBLUSIRIDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.04

1.18

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.13

1.78

-1.91

Martin ratioReturn relative to average drawdown

-0.28

3.51

-3.79

JBLU vs. SIRI - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is -0.08, which is lower than the SIRI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of JBLU and SIRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JBLUSIRIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.87

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.30

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

-0.04

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.01

-0.07

Drawdowns

JBLU vs. SIRI - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, smaller than the maximum SIRI drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for JBLU and SIRI.


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Drawdown Indicators


JBLUSIRIDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-99.92%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

-17.44%

-20.18%

Max Drawdown (3Y)

Largest decline over 3 years

-63.29%

-73.87%

+10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-81.64%

-73.87%

-7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-85.58%

-73.87%

-11.71%

Current Drawdown

Current decline from peak

-84.76%

-94.76%

+10.00%

Average Drawdown

Average peak-to-trough decline

-60.43%

-80.54%

+20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.83%

8.83%

+9.00%

Volatility

JBLU vs. SIRI - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 17.63% compared to Sirius XM Holdings Inc. (SIRI) at 10.37%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than SIRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBLUSIRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.63%

10.37%

+7.26%

Volatility (6M)

Calculated over the trailing 6-month period

48.30%

23.99%

+24.31%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

35.66%

+24.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

44.95%

+15.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.37%

37.69%

+16.68%

Dividends

JBLU vs. SIRI - Dividend Comparison

JBLU has not paid dividends to shareholders, while SIRI's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM2025202420232022202120202019201820172016
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%
SIRI
Sirius XM Holdings Inc.
3.94%5.40%4.68%1.81%5.82%1.04%0.86%0.69%0.79%0.76%0.22%

Financials

JBLU vs. SIRI - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Sirius XM Holdings 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


1.00B1.50B2.00B2.50B20222023202420252026
2.24B
2.09B
(JBLU) Total Revenue
(SIRI) Total Revenue
Values in USD except per share items

JBLU vs. SIRI - Profitability Comparison

The chart below illustrates the profitability comparison between JetBlue Airways Corporation and Sirius XM Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
43.1%
49.6%
Portfolio components
JBLU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JetBlue Airways Corporation reported a gross profit of 966.00M and revenue of 2.24B. Therefore, the gross margin over that period was 43.1%.

SIRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a gross profit of 1.04B and revenue of 2.09B. Therefore, the gross margin over that period was 49.6%.

JBLU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JetBlue Airways Corporation reported an operating income of -224.00M and revenue of 2.24B, resulting in an operating margin of -10.0%.

SIRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported an operating income of 454.00M and revenue of 2.09B, resulting in an operating margin of 21.7%.

JBLU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JetBlue Airways Corporation reported a net income of -319.00M and revenue of 2.24B, resulting in a net margin of -14.2%.

SIRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a net income of 245.00M and revenue of 2.09B, resulting in a net margin of 11.7%.


Frequently Asked Questions


JBLU and SIRI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBLU has higher volatility (17.63%) compared to SIRI (10.37%). In terms of maximum drawdown, JBLU dropped -90.91% vs SIRI's -99.92%.

SIRI currently has the higher Sharpe Ratio (0.87 vs -0.08), 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.

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