JBLU vs. SOFI

Last updated Aug 1, 2026

JBLU (JetBlue Airways Corporation) and SOFI (SoFi Technologies, Inc.) are both stocks. JBLU operates in Airlines (Industrials), while SOFI operates in Credit Services (Financial Services). Over the past 5 years, JBLU returned -16.43%/yr vs 1.10%/yr for SOFI. Their 0.36 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, JBLU achieves a 32.53% return, which is significantly higher than SOFI's -37.70% return.

JBLU

• 1D: -0.66%
• 1M: 0.17%
• 6M: 23.82%
• YTD: 32.53%
• 1Y: 41.22%
• 3Y*: -5.41%
• 5Y*: -16.43%
• 10Y*: -9.85%
• ALL TIME*: -2.49%

SOFI

• 1D: -0.97%
• 1M: -10.58%
• 6M: -28.50%
• YTD: -37.70%
• 1Y: -23.17%
• 3Y*: 16.37%
• 5Y*: 1.10%
• 10Y*: —
• ALL TIME*: 7.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JBLU JetBlue Airways Corporation	$266.59M	$215.98M	$164.34M
SOFI SoFi Technologies, Inc.	$1.50B	$1.50B	$1.35B

JBLU vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JBLU JetBlue Airways Corporation	32.53%	-42.11%	41.62%	-14.35%	-54.49%	-2.06%	-7.45%
SOFI SoFi Technologies, Inc.	-37.70%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%

Correlation

The correlation between JBLU and SOFI is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (3Y) Balances recent behavior with more history.	0.33
Correlation (5Y) Shows whether the relationship held over a longer period.	0.39
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.36

The correlation between JBLU and SOFI shifts across timeframes, from 0.26 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap JBLU : $2.28B SOFI : $20.92B
EPS JBLU : -$3.22 SOFI : $0.54
PS Ratio JBLU : 0.17 SOFI : 4.52
Total Revenue (TTM) JBLU : $9.50B SOFI : $4.85B
Gross Profit (TTM) JBLU : $4.45B SOFI : $3.97B
EBITDA (TTM) JBLU : -$18.00M SOFI : $756.79M

Return for Risk

JBLU vs. SOFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JBLU

JBLU Risk / Return Rank: 64
JBLU Sharpe Ratio Rank: 64
JBLU Sortino Ratio Rank: 65
JBLU Omega Ratio Rank: 62
JBLU Calmar Ratio Rank: 66
JBLU Martin Ratio Rank: 65

SOFI

SOFI Risk / Return Rank: 25
SOFI Sharpe Ratio Rank: 22
SOFI Sortino Ratio Rank: 24
SOFI Omega Ratio Rank: 25
SOFI Calmar Ratio Rank: 25
SOFI Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JBLU vs. SOFI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JBLU	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	0.57	-0.49	+1.06
Sortino ratio: Return per unit of downside risk	1.28	-0.39	+1.67
Omega ratio: Gain probability vs. loss probability	1.14	0.95	+0.19
Calmar ratio: Return relative to maximum drawdown	0.96	-0.53	+1.48
Martin ratio: Return relative to average drawdown	2.00	-0.84	+2.84

JBLU vs. SOFI - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is 0.57, which is higher than the SOFI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of JBLU and SOFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	JBLU	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-90.91%	-83.32%	-7.59%
Max Drawdown (1Y) Largest decline over 1 year	-37.62%	-52.96%	+15.34%
Max Drawdown (3Y) Largest decline over 3 years	-57.66%	-52.96%	-4.70%
Max Drawdown (5Y) Largest decline over 5 years	-79.00%	-81.54%	+2.54%
Max Drawdown (10Y) Largest decline over 10 years	-85.58%	—	—
Current Drawdown Current decline from peak	-80.69%	-49.36%	-31.33%
Average Drawdown Average peak-to-trough decline	-60.56%	-51.07%	-9.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.94%	33.29%	-15.35%

Volatility

JBLU vs. SOFI - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 20.02% compared to SoFi Technologies, Inc. (SOFI) at 16.98%. 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.

Volatility by Period

	JBLU	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.02%	16.98%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	51.40%	39.65%	+11.75%
Volatility (1Y) Calculated over the trailing 1-year period	63.39%	56.66%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.90%	66.48%	-5.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.86%	71.52%	-16.66%

Dividends

JBLU vs. SOFI - Dividend Comparison

Neither JBLU nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both JBLU and SOFI in my portfolio?

JBLU and SOFI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JBLU or SOFI?

JBLU has higher volatility (20.02%) compared to SOFI (16.98%). In terms of maximum drawdown, JBLU dropped -90.91% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

JBLU currently has the higher Sharpe Ratio (0.57 vs -0.49), 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.