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

Correlation

The correlation between JBLU and SNAP is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

JBLU vs. SNAP - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
29.07%
-24.22%
JBLU
SNAP

Key characteristics

Sharpe Ratio

JBLU:

0.94

SNAP:

-0.43

Sortino Ratio

JBLU:

1.56

SNAP:

-0.17

Omega Ratio

JBLU:

1.22

SNAP:

0.97

Calmar Ratio

JBLU:

0.74

SNAP:

-0.33

Martin Ratio

JBLU:

3.30

SNAP:

-0.93

Ulcer Index

JBLU:

19.11%

SNAP:

32.25%

Daily Std Dev

JBLU:

67.34%

SNAP:

70.24%

Max Drawdown

JBLU:

-90.91%

SNAP:

-90.66%

Current Drawdown

JBLU:

-75.53%

SNAP:

-86.93%

Fundamentals

Market Cap

JBLU:

$2.65B

SNAP:

$18.21B

EPS

JBLU:

-$2.49

SNAP:

-$0.58

PEG Ratio

JBLU:

6.80

SNAP:

496.06

Total Revenue (TTM)

JBLU:

$7.00B

SNAP:

$3.80B

Gross Profit (TTM)

JBLU:

$303.00M

SNAP:

$1.93B

EBITDA (TTM)

JBLU:

-$123.00M

SNAP:

-$552.26M

Returns By Period

In the year-to-date period, JBLU achieves a -2.80% return, which is significantly lower than SNAP's 0.84% return.


JBLU

YTD

-2.80%

1M

2.69%

6M

25.86%

1Y

53.11%

5Y*

-17.40%

10Y*

-7.46%

SNAP

YTD

0.84%

1M

-4.74%

6M

-26.52%

1Y

-33.86%

5Y*

-10.72%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JBLU vs. SNAP — 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 7474
Overall Rank
The Sharpe Ratio Rank of JBLU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 7474
Martin Ratio Rank

SNAP
The Risk-Adjusted Performance Rank of SNAP is 2525
Overall Rank
The Sharpe Ratio Rank of SNAP is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SNAP is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SNAP is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SNAP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SNAP is 2525
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. SNAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Snap Inc. (SNAP). 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 0.94, compared to the broader market-2.000.002.004.000.94-0.43
The chart of Sortino ratio for JBLU, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.006.001.56-0.17
The chart of Omega ratio for JBLU, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.97
The chart of Calmar ratio for JBLU, currently valued at 0.78, compared to the broader market0.002.004.006.000.78-0.33
The chart of Martin ratio for JBLU, currently valued at 3.30, compared to the broader market-10.000.0010.0020.0030.003.30-0.93
JBLU
SNAP

The current JBLU Sharpe Ratio is 0.94, which is higher than the SNAP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of JBLU and SNAP, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.94
-0.43
JBLU
SNAP

Dividends

JBLU vs. SNAP - Dividend Comparison

Neither JBLU nor SNAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JBLU vs. SNAP - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, roughly equal to the maximum SNAP drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for JBLU and SNAP. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%AugustSeptemberOctoberNovemberDecember2025
-67.83%
-86.93%
JBLU
SNAP

Volatility

JBLU vs. SNAP - Volatility Comparison

The current volatility for JetBlue Airways Corporation (JBLU) is 12.39%, while Snap Inc. (SNAP) has a volatility of 15.68%. This indicates that JBLU experiences smaller price fluctuations and is considered to be less risky than SNAP 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%35.00%AugustSeptemberOctoberNovemberDecember2025
12.39%
15.68%
JBLU
SNAP

Financials

JBLU vs. SNAP - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Snap 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
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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.

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