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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
29.05%
8.64%
JBLU
VOO

Key characteristics

Sharpe Ratio

JBLU:

0.94

VOO:

2.21

Sortino Ratio

JBLU:

1.56

VOO:

2.92

Omega Ratio

JBLU:

1.22

VOO:

1.41

Calmar Ratio

JBLU:

0.74

VOO:

3.34

Martin Ratio

JBLU:

3.30

VOO:

14.07

Ulcer Index

JBLU:

19.11%

VOO:

2.01%

Daily Std Dev

JBLU:

67.34%

VOO:

12.80%

Max Drawdown

JBLU:

-90.91%

VOO:

-33.99%

Current Drawdown

JBLU:

-75.53%

VOO:

-1.36%

Returns By Period

In the year-to-date period, JBLU achieves a -2.80% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, JBLU has underperformed VOO with an annualized return of -7.46%, while VOO has yielded a comparatively higher 13.37% annualized return.


JBLU

YTD

-2.80%

1M

2.69%

6M

25.86%

1Y

53.11%

5Y*

-17.40%

10Y*

-7.46%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JBLU vs. VOO — 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 7474
Overall Rank
The Sharpe Ratio Rank of JBLU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. 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 0.94, compared to the broader market-2.000.002.004.000.942.21
The chart of Sortino ratio for JBLU, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.006.001.562.92
The chart of Omega ratio for JBLU, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for JBLU, currently valued at 0.76, compared to the broader market0.002.004.006.000.763.34
The chart of Martin ratio for JBLU, currently valued at 3.30, compared to the broader market-10.000.0010.0020.0030.003.3014.07
JBLU
VOO

The current JBLU Sharpe Ratio is 0.94, which is lower than the VOO Sharpe Ratio of 2.21. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.94
2.21
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 1.22%.


TTM20242023202220212020201920182017201620152014
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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%AugustSeptemberOctoberNovemberDecember2025
-71.72%
-1.36%
JBLU
VOO

Volatility

JBLU vs. VOO - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 12.39% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. 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%AugustSeptemberOctoberNovemberDecember2025
12.39%
5.05%
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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