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

Correlation

The correlation between JBLU and ULCC is 0.63, 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.


-0.50.00.51.00.6

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.

-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-63.48%
-64.19%
JBLU
ULCC

Key characteristics

Sharpe Ratio

JBLU:

0.46

ULCC:

0.42

Sortino Ratio

JBLU:

1.08

ULCC:

1.13

Omega Ratio

JBLU:

1.15

ULCC:

1.14

Calmar Ratio

JBLU:

0.38

ULCC:

0.37

Martin Ratio

JBLU:

1.68

ULCC:

0.98

Ulcer Index

JBLU:

19.33%

ULCC:

32.53%

Daily Std Dev

JBLU:

69.80%

ULCC:

75.41%

Max Drawdown

JBLU:

-90.91%

ULCC:

-87.04%

Current Drawdown

JBLU:

-76.17%

ULCC:

-69.19%

Fundamentals

Market Cap

JBLU:

$2.53B

ULCC:

$1.46B

EPS

JBLU:

-$2.48

ULCC:

-$0.03

Total Revenue (TTM)

JBLU:

$9.33B

ULCC:

$3.66B

Gross Profit (TTM)

JBLU:

$714.00M

ULCC:

$294.00M

EBITDA (TTM)

JBLU:

-$9.00M

ULCC:

-$33.00M

Returns By Period

In the year-to-date period, JBLU achieves a 34.05% return, which is significantly higher than ULCC's 23.63% return.


JBLU

YTD

34.05%

1M

23.18%

6M

29.62%

1Y

29.84%

5Y*

-17.31%

10Y*

-6.96%

ULCC

YTD

23.63%

1M

21.62%

6M

30.81%

1Y

20.11%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

JBLU vs. ULCC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.460.42
The chart of Sortino ratio for JBLU, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.13
The chart of Omega ratio for JBLU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.14
The chart of Calmar ratio for JBLU, currently valued at 0.41, compared to the broader market0.002.004.006.000.410.37
The chart of Martin ratio for JBLU, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.680.98
JBLU
ULCC

The current JBLU Sharpe Ratio is 0.46, which is comparable to the ULCC Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of JBLU and ULCC, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.46
0.42
JBLU
ULCC

Dividends

JBLU vs. ULCC - Dividend Comparison

Neither JBLU nor ULCC has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-64.99%
-69.19%
JBLU
ULCC

Volatility

JBLU vs. ULCC - Volatility Comparison

The current volatility for JetBlue Airways Corporation (JBLU) is 17.28%, while Frontier Group Holdings, Inc. (ULCC) has a volatility of 20.98%. 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.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.28%
20.98%
JBLU
ULCC

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
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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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