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JBLU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JBLU and VOO 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.


-0.50.00.51.00.5

Performance

JBLU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
29.84%
602.93%
JBLU
VOO

Key characteristics

Sharpe Ratio

JBLU:

0.46

VOO:

2.25

Sortino Ratio

JBLU:

1.08

VOO:

2.98

Omega Ratio

JBLU:

1.15

VOO:

1.42

Calmar Ratio

JBLU:

0.38

VOO:

3.31

Martin Ratio

JBLU:

1.68

VOO:

14.77

Ulcer Index

JBLU:

19.33%

VOO:

1.90%

Daily Std Dev

JBLU:

69.80%

VOO:

12.46%

Max Drawdown

JBLU:

-90.91%

VOO:

-33.99%

Current Drawdown

JBLU:

-76.17%

VOO:

-2.47%

Returns By Period

In the year-to-date period, JBLU achieves a 34.05% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, JBLU has underperformed VOO with an annualized return of -6.96%, while VOO has yielded a comparatively higher 13.08% annualized return.


JBLU

YTD

34.05%

1M

23.18%

6M

29.62%

1Y

29.84%

5Y*

-17.31%

10Y*

-6.96%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

JBLU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.462.25
The chart of Sortino ratio for JBLU, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.082.98
The chart of Omega ratio for JBLU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.42
The chart of Calmar ratio for JBLU, currently valued at 0.39, compared to the broader market0.002.004.006.000.393.31
The chart of Martin ratio for JBLU, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6814.77
JBLU
VOO

The current JBLU Sharpe Ratio is 0.46, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of JBLU and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.46
2.25
JBLU
VOO

Dividends

JBLU vs. VOO - Dividend Comparison

JBLU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
JBLU
JetBlue Airways Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

JBLU vs. VOO - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JBLU and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.46%
-2.47%
JBLU
VOO

Volatility

JBLU vs. VOO - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 17.28% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.28%
3.75%
JBLU
VOO
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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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