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

Performance

JBLU vs. ULCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and Frontier Group Holdings, Inc. (ULCC). 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 32.53% return, which is significantly lower than ULCC's 43.31% 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%

ULCC

1D
-3.30%
1M
-10.95%
6M
45.47%
YTD
43.31%
1Y
70.03%
3Y*
-9.01%
5Y*
-14.46%
10Y*
ALL TIME*
-17.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$266.59M$215.98M$164.34M
$27.68M$28.23M$28.77M

JBLU vs. ULCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JBLU
JetBlue Airways Corporation
32.53%-42.11%41.62%-14.35%-54.49%-29.99%
ULCC
Frontier Group Holdings, Inc.
43.31%-33.76%30.22%-46.84%-24.32%-27.08%

Correlation

The correlation between JBLU and ULCC is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.65

The correlation between JBLU and ULCC has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

Fundamentals

Market Cap

JBLU:

$2.28B

ULCC:

$1.55B

EPS

JBLU:

-$3.22

ULCC:

-$2.24

PS Ratio

JBLU:

0.17

ULCC:

0.28

Total Revenue (TTM)

JBLU:

$9.50B

ULCC:

$4.15B

Gross Profit (TTM)

JBLU:

$4.45B

ULCC:

$902.00M

EBITDA (TTM)

JBLU:

-$18.00M

ULCC:

-$272.00M

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Return for Risk

JBLU vs. ULCC — Risk / Return Rank

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

JBLU
JBLU Risk / Return Rank: 6464
Overall Rank
JBLU Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 6565
Sortino Ratio Rank
JBLU Omega Ratio Rank: 6262
Omega Ratio Rank
JBLU Calmar Ratio Rank: 6666
Calmar Ratio Rank
JBLU Martin Ratio Rank: 6565
Martin Ratio Rank

ULCC
ULCC Risk / Return Rank: 6767
Overall Rank
ULCC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ULCC Sortino Ratio Rank: 7070
Sortino Ratio Rank
ULCC Omega Ratio Rank: 6565
Omega Ratio Rank
ULCC Calmar Ratio Rank: 6767
Calmar Ratio Rank
ULCC Martin Ratio Rank: 6666
Martin Ratio Rank
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. ULCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Frontier Group Holdings, Inc. (ULCC). 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.


JBLUULCCDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

0.96

1.04

-0.08

Martin ratioReturn relative to average drawdown

2.00

2.19

-0.19

JBLU vs. ULCC - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is 0.57, which is comparable to the ULCC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of JBLU and ULCC, 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. ULCC - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, roughly equal to the maximum ULCC drawdown of -87.04%. Use the drawdown chart below to compare losses from any high point for JBLU and ULCC.


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Drawdown Indicators


JBLUULCCDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-87.04%

-3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

-52.45%

+14.83%

Max Drawdown (3Y)

Largest decline over 3 years

-57.66%

-70.38%

+12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-79.00%

-83.72%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-85.58%

Current Drawdown

Current decline from peak

-80.69%

-69.19%

-11.50%

Average Drawdown

Average peak-to-trough decline

-60.56%

-60.55%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.94%

24.86%

-6.92%

Volatility

JBLU vs. ULCC - Volatility Comparison

The current volatility for JetBlue Airways Corporation (JBLU) is 20.02%, while Frontier Group Holdings, Inc. (ULCC) has a volatility of 22.57%. This indicates that JBLU experiences smaller price fluctuations and is considered to be less risky than ULCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBLUULCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.02%

22.57%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

51.40%

60.55%

-9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

63.39%

85.41%

-22.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.90%

70.72%

-9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.86%

69.29%

-14.43%

Dividends

JBLU vs. ULCC - Dividend Comparison

Neither JBLU nor ULCC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

JBLU vs. ULCC - Financials Comparison

This section allows you to compare key financial metrics between JetBlue Airways Corporation and Frontier Group 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


Values in USD except per share items

JBLU vs. ULCC - Profitability Comparison

The chart below illustrates the profitability comparison between JetBlue Airways Corporation and Frontier Group 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

JBLU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JetBlue Airways Corporation reported a gross profit of 1.42B and revenue of 2.70B. Therefore, the gross margin over that period was 52.7%.

ULCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Frontier Group Holdings, Inc. reported a gross profit of 683.00M and revenue of 1.28B. Therefore, the gross margin over that period was 53.4%.

JBLU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JetBlue Airways Corporation reported an operating income of -141.00M and revenue of 2.70B, resulting in an operating margin of -5.2%.

ULCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Frontier Group Holdings, Inc. reported an operating income of -97.00M and revenue of 1.28B, resulting in an operating margin of -7.6%.

JBLU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JetBlue Airways Corporation reported a net income of -247.00M and revenue of 2.70B, resulting in a net margin of -9.2%.

ULCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Frontier Group Holdings, Inc. reported a net income of -90.00M and revenue of 1.28B, resulting in a net margin of -7.0%.


Frequently Asked Questions


JBLU and ULCC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULCC has higher volatility (22.57%) compared to JBLU (20.02%). In terms of maximum drawdown, JBLU dropped -90.91% vs ULCC's -87.04%.

ULCC currently has the higher Sharpe Ratio (0.64 vs 0.57), 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

Find the right allocation for JBLU and ULCC

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