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JBLU vs. XLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBLU vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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JBLU vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JBLU
JetBlue Airways Corporation
0.00%-42.11%41.62%-14.35%-54.49%-2.06%-22.33%16.56%-28.11%-0.36%
XLK
State Street Technology Select Sector SPDR ETF
-6.18%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Returns By Period

Over the past 10 years, JBLU has underperformed XLK with an annualized return of -14.32%, while XLK has yielded a comparatively higher 21.00% annualized return.


JBLU

1D
2.94%
1M
-12.84%
YTD
0.00%
6M
-2.78%
1Y
-4.81%
3Y*
-14.50%
5Y*
-25.90%
10Y*
-14.32%

XLK

1D
1.51%
1M
-3.20%
YTD
-6.18%
6M
-4.94%
1Y
30.47%
3Y*
22.19%
5Y*
15.65%
10Y*
21.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JBLU vs. XLK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JBLU
JBLU Risk / Return Rank: 3737
Overall Rank
JBLU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 3838
Sortino Ratio Rank
JBLU Omega Ratio Rank: 3737
Omega Ratio Rank
JBLU Calmar Ratio Rank: 3636
Calmar Ratio Rank
JBLU Martin Ratio Rank: 3636
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6565
Overall Rank
XLK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLK Omega Ratio Rank: 6363
Omega Ratio Rank
XLK Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBLU vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and State Street Technology Select Sector SPDR ETF (XLK). 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.


JBLUXLKDifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.13

-1.21

Sortino ratio

Return per unit of downside risk

0.37

1.71

-1.33

Omega ratio

Gain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.15

1.97

-2.12

Martin ratio

Return relative to average drawdown

-0.32

6.31

-6.63

JBLU vs. XLK - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is -0.07, which is lower than the XLK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of JBLU and XLK, 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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Sharpe Ratios by Period


JBLUXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.13

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.64

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.27

0.87

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.36

-0.45

Correlation

The correlation between JBLU and XLK is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JBLU vs. XLK - Dividend Comparison

JBLU has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.57%.


TTM20252024202320222021202020192018201720162015
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%
XLK
State Street Technology Select Sector SPDR ETF
0.57%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Drawdowns

JBLU vs. XLK - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for JBLU and XLK.


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Drawdown Indicators


JBLUXLKDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-82.05%

-8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

-15.92%

-21.70%

Max Drawdown (5Y)

Largest decline over 5 years

-83.88%

-33.56%

-50.32%

Max Drawdown (10Y)

Largest decline over 10 years

-85.58%

-33.56%

-52.02%

Current Drawdown

Current decline from peak

-85.43%

-11.04%

-74.39%

Average Drawdown

Average peak-to-trough decline

-60.25%

-35.17%

-25.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

4.98%

+12.38%

Volatility

JBLU vs. XLK - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 22.53% compared to State Street Technology Select Sector SPDR ETF (XLK) at 8.12%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBLUXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.53%

8.12%

+14.41%

Volatility (6M)

Calculated over the trailing 6-month period

43.36%

16.49%

+26.87%

Volatility (1Y)

Calculated over the trailing 1-year period

65.85%

27.05%

+38.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.70%

24.72%

+33.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.61%

24.33%

+29.28%