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

Performance

JBLU vs. TLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and Tilray, Inc. (TLRY). 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 10.11% return, which is significantly higher than TLRY's -44.85% return.


JBLU

1D
0.60%
1M
6.60%
YTD
10.11%
6M
1.42%
1Y
5.70%
3Y*
-13.87%
5Y*
-23.12%
10Y*
-11.38%

TLRY

1D
-2.73%
1M
-8.79%
YTD
-44.85%
6M
-59.01%
1Y
19.63%
3Y*
-33.72%
5Y*
-52.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBLU vs. TLRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JBLU
JetBlue Airways Corporation
10.11%-42.11%41.62%-14.35%-54.49%-2.06%-22.33%16.56%-19.58%
TLRY
Tilray, Inc.
-44.85%-32.11%-42.17%-14.50%-61.74%-14.89%-51.78%-75.72%206.03%

Correlation

The correlation between JBLU and TLRY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.29

The correlation between JBLU and TLRY shifts across timeframes, from 0.19 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

JBLU:

-$2.61

TLRY:

-$25.09

PS Ratio

JBLU:

0.15

TLRY:

0.32

Total Revenue (TTM)

JBLU:

$9.16B

TLRY:

$1.11B

Gross Profit (TTM)

JBLU:

$3.64B

TLRY:

$307.02M

EBITDA (TTM)

JBLU:

$151.00M

TLRY:

-$1.84B

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Return for Risk

JBLU vs. TLRY — Risk / Return Rank

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

JBLU
JBLU Risk / Return Rank: 4646
Overall Rank
JBLU Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 4747
Sortino Ratio Rank
JBLU Omega Ratio Rank: 4545
Omega Ratio Rank
JBLU Calmar Ratio Rank: 4646
Calmar Ratio Rank
JBLU Martin Ratio Rank: 4646
Martin Ratio Rank

TLRY
TLRY Risk / Return Rank: 5555
Overall Rank
TLRY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 6767
Sortino Ratio Rank
TLRY Omega Ratio Rank: 6262
Omega Ratio Rank
TLRY Calmar Ratio Rank: 4949
Calmar Ratio Rank
TLRY Martin Ratio Rank: 4747
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. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Tilray, Inc. (TLRY). 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.


JBLUTLRYDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratioReturn relative to maximum drawdown

0.15

0.26

-0.11

Martin ratioReturn relative to average drawdown

0.33

0.39

-0.06

JBLU vs. TLRY - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is 0.09, which is lower than the TLRY Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of JBLU and TLRY, 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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Drawdowns

JBLU vs. TLRY - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, smaller than the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for JBLU and TLRY.


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Drawdown Indicators


JBLUTLRYDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-99.83%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

-76.48%

+38.86%

Max Drawdown (3Y)

Largest decline over 3 years

-63.29%

-89.12%

+25.83%

Max Drawdown (5Y)

Largest decline over 5 years

-81.31%

-98.12%

+16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-85.58%

Current Drawdown

Current decline from peak

-83.96%

-99.77%

+15.81%

Average Drawdown

Average peak-to-trough decline

-60.44%

-91.39%

+30.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.57%

50.61%

-33.04%

Volatility

JBLU vs. TLRY - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 19.93% compared to Tilray, Inc. (TLRY) at 12.56%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBLUTLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.93%

12.56%

+7.37%

Volatility (6M)

Calculated over the trailing 6-month period

49.25%

62.66%

-13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

61.31%

131.30%

-69.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.17%

94.87%

-34.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.44%

111.86%

-57.42%

Dividends

JBLU vs. TLRY - Dividend Comparison

Neither JBLU nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

JBLU vs. TLRY - Financials Comparison

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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
2.24B
206.73M
(JBLU) Total Revenue
(TLRY) Total Revenue
Values in USD except per share items

JBLU vs. TLRY - Profitability Comparison

The chart below illustrates the profitability comparison between JetBlue Airways Corporation and Tilray, 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%20222023202420252026
43.1%
26.6%
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%.

TLRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a gross profit of 54.95M and revenue of 206.73M. Therefore, the gross margin over that period was 26.6%.

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%.

TLRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported an operating income of -26.39M and revenue of 206.73M, resulting in an operating margin of -12.8%.

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%.

TLRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a net income of 0.00 and revenue of 206.73M, resulting in a net margin of 0.0%.


Frequently Asked Questions


JBLU and TLRY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBLU has higher volatility (19.93%) compared to TLRY (12.56%). In terms of maximum drawdown, JBLU dropped -90.91% vs TLRY's -99.83%.

TLRY currently has the higher Sharpe Ratio (0.15 vs 0.09), 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.

Portfolio Optimizer

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