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

Correlation

The correlation between JBLU and SOFI is 0.36, 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.


-0.50.00.51.00.4

Performance

JBLU vs. SOFI - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-50.70%
46.47%
JBLU
SOFI

Key characteristics

Sharpe Ratio

JBLU:

0.46

SOFI:

1.13

Sortino Ratio

JBLU:

1.08

SOFI:

1.75

Omega Ratio

JBLU:

1.15

SOFI:

1.23

Calmar Ratio

JBLU:

0.38

SOFI:

0.86

Martin Ratio

JBLU:

1.68

SOFI:

2.57

Ulcer Index

JBLU:

19.33%

SOFI:

25.23%

Daily Std Dev

JBLU:

69.80%

SOFI:

57.21%

Max Drawdown

JBLU:

-90.91%

SOFI:

-83.32%

Current Drawdown

JBLU:

-76.17%

SOFI:

-40.46%

Fundamentals

Market Cap

JBLU:

$2.53B

SOFI:

$18.08B

EPS

JBLU:

-$2.48

SOFI:

$0.12

Total Revenue (TTM)

JBLU:

$9.33B

SOFI:

$2.52B

Gross Profit (TTM)

JBLU:

$714.00M

SOFI:

$1.98B

EBITDA (TTM)

JBLU:

-$9.00M

SOFI:

$317.16M

Returns By Period

In the year-to-date period, JBLU achieves a 34.05% return, which is significantly lower than SOFI's 54.27% return.


JBLU

YTD

34.05%

1M

23.18%

6M

29.62%

1Y

29.84%

5Y*

-17.31%

10Y*

-6.96%

SOFI

YTD

54.27%

1M

2.27%

6M

142.88%

1Y

58.08%

5Y*

N/A

10Y*

N/A

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. SOFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and SoFi Technologies, Inc. (SOFI). 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-4.00-2.000.002.000.461.13
The chart of Sortino ratio for JBLU, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.75
The chart of Omega ratio for JBLU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.23
The chart of Calmar ratio for JBLU, currently valued at 0.41, compared to the broader market0.002.004.006.000.410.86
The chart of Martin ratio for JBLU, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.682.57
JBLU
SOFI

The current JBLU Sharpe Ratio is 0.46, which is lower than the SOFI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of JBLU and SOFI, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.46
1.13
JBLU
SOFI

Dividends

JBLU vs. SOFI - Dividend Comparison

Neither JBLU nor SOFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JBLU vs. SOFI - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for JBLU and SOFI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-65.62%
-40.46%
JBLU
SOFI

Volatility

JBLU vs. SOFI - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 17.28% compared to SoFi Technologies, Inc. (SOFI) at 15.06%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than SOFI 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%
15.06%
JBLU
SOFI

Financials

JBLU vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and SoFi Technologies, 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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