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

Correlation

The correlation between JBLU and UAL is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JBLU vs. UAL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JBLU:

-0.20

UAL:

0.85

Sortino Ratio

JBLU:

0.27

UAL:

1.56

Omega Ratio

JBLU:

1.04

UAL:

1.20

Calmar Ratio

JBLU:

-0.15

UAL:

0.77

Martin Ratio

JBLU:

-0.59

UAL:

2.52

Ulcer Index

JBLU:

23.30%

UAL:

18.53%

Daily Std Dev

JBLU:

77.14%

UAL:

55.45%

Max Drawdown

JBLU:

-90.91%

UAL:

-93.50%

Current Drawdown

JBLU:

-84.37%

UAL:

-30.09%

Fundamentals

Market Cap

JBLU:

$1.73B

UAL:

$25.24B

EPS

JBLU:

-$0.78

UAL:

$10.99

PEG Ratio

JBLU:

6.80

UAL:

5.69

PS Ratio

JBLU:

0.19

UAL:

0.44

PB Ratio

JBLU:

0.71

UAL:

2.00

Total Revenue (TTM)

JBLU:

$9.21B

UAL:

$57.74B

Gross Profit (TTM)

JBLU:

$1.72B

UAL:

$22.03B

EBITDA (TTM)

JBLU:

$711.00M

UAL:

$7.65B

Returns By Period

In the year-to-date period, JBLU achieves a -37.91% return, which is significantly lower than UAL's -20.42% return. Over the past 10 years, JBLU has underperformed UAL with an annualized return of -13.81%, while UAL has yielded a comparatively higher 2.27% annualized return.


JBLU

YTD

-37.91%

1M

31.54%

6M

-23.03%

1Y

-15.42%

5Y*

-9.58%

10Y*

-13.81%

UAL

YTD

-20.42%

1M

17.79%

6M

-11.70%

1Y

46.57%

5Y*

27.82%

10Y*

2.27%

*Annualized

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Risk-Adjusted Performance

JBLU vs. UAL — 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 4040
Overall Rank
The Sharpe Ratio Rank of JBLU is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 3737
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 3535
Martin Ratio Rank

UAL
The Risk-Adjusted Performance Rank of UAL is 7878
Overall Rank
The Sharpe Ratio Rank of UAL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of UAL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of UAL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of UAL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of UAL is 7676
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. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and United Airlines Holdings, Inc. (UAL). 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.


The current JBLU Sharpe Ratio is -0.20, which is lower than the UAL Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of JBLU and UAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JBLU vs. UAL - Dividend Comparison

Neither JBLU nor UAL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JBLU vs. UAL - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, roughly equal to the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for JBLU and UAL. For additional features, visit the drawdowns tool.


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Volatility

JBLU vs. UAL - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 24.14% compared to United Airlines Holdings, Inc. (UAL) at 17.03%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than UAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JBLU vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and United Airlines 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


0.005.00B10.00B15.00B20212022202320242025
2.14B
13.21B
(JBLU) Total Revenue
(UAL) Total Revenue
Values in USD except per share items

JBLU vs. UAL - Profitability Comparison

The chart below illustrates the profitability comparison between JetBlue Airways Corporation and United Airlines 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

-100.0%-50.0%0.0%50.0%20212022202320242025
42.4%
62.6%
(JBLU) Gross Margin
(UAL) Gross Margin
JBLU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JetBlue Airways Corporation reported a gross profit of 908.00M and revenue of 2.14B. Therefore, the gross margin over that period was 42.4%.

UAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, United Airlines Holdings, Inc. reported a gross profit of 8.28B and revenue of 13.21B. Therefore, the gross margin over that period was 62.6%.

JBLU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JetBlue Airways Corporation reported an operating income of -174.00M and revenue of 2.14B, resulting in an operating margin of -8.1%.

UAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, United Airlines Holdings, Inc. reported an operating income of 607.00M and revenue of 13.21B, resulting in an operating margin of 4.6%.

JBLU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JetBlue Airways Corporation reported a net income of -208.00M and revenue of 2.14B, resulting in a net margin of -9.7%.

UAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, United Airlines Holdings, Inc. reported a net income of 387.00M and revenue of 13.21B, resulting in a net margin of 2.9%.