JBLU vs. YALL

Last updated Apr 2, 2026

Compare and contrast key facts about JetBlue Airways Corporation (JBLU) and God Bless America ETF (YALL).

YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

JBLU vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JetBlue Airways Corporation (JBLU) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

JBLU vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JBLU JetBlue Airways Corporation	0.00%	-42.11%	41.62%	-14.35%	1.57%
YALL God Bless America ETF	-2.75%	14.36%	29.99%	40.74%	8.62%

Returns By Period

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%

YALL

• 1D: 0.45%
• 1M: -5.70%
• YTD: -2.75%
• 6M: -6.76%
• 1Y: 15.21%
• 3Y*: 21.92%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JBLU vs. YALL — Risk / Return Rank

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

JBLU

JBLU Risk / Return Rank: 37
JBLU Sharpe Ratio Rank: 36
JBLU Sortino Ratio Rank: 38
JBLU Omega Ratio Rank: 37
JBLU Calmar Ratio Rank: 36
JBLU Martin Ratio Rank: 36

YALL

YALL Risk / Return Rank: 43
YALL Sharpe Ratio Rank: 39
YALL Sortino Ratio Rank: 43
YALL Omega Ratio Rank: 40
YALL Calmar Ratio Rank: 47
YALL Martin Ratio Rank: 48

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. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JetBlue Airways Corporation (JBLU) and God Bless America ETF (YALL). 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.

	JBLU	YALL	Difference
Sharpe ratio Return per unit of total volatility	-0.07	0.78	-0.85
Sortino ratio Return per unit of downside risk	0.37	1.26	-0.88
Omega ratio Gain probability vs. loss probability	1.05	1.17	-0.12
Calmar ratio Return relative to maximum drawdown	-0.15	1.28	-1.43
Martin ratio Return relative to average drawdown	-0.32	4.84	-5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JBLU vs. YALL - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is -0.07, which is lower than the YALL Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JBLU and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JBLU	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	0.78	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	1.46	-1.55

Correlation

The correlation between JBLU and YALL is 0.41, 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.

Dividends

JBLU vs. YALL - Dividend Comparison

JBLU has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.

	TTM	2025	2024	2023	2022
JBLU JetBlue Airways Corporation	0.00%	0.00%	0.00%	0.00%	0.00%
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%

Drawdowns

JBLU vs. YALL - Drawdown Comparison

The maximum JBLU drawdown since its inception was -90.91%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for JBLU and YALL.

Drawdown Indicators

	JBLU	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-90.91%	-19.72%	-71.19%
Max Drawdown (1Y) Largest decline over 1 year	-37.62%	-12.24%	-25.38%
Max Drawdown (5Y) Largest decline over 5 years	-83.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-85.58%	—	—
Current Drawdown Current decline from peak	-85.43%	-7.10%	-78.33%
Average Drawdown Average peak-to-trough decline	-60.25%	-2.91%	-57.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.36%	3.24%	+14.12%

Volatility

JBLU vs. YALL - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 22.53% compared to God Bless America ETF (YALL) at 4.92%. This indicates that JBLU's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JBLU	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.53%	4.92%	+17.61%
Volatility (6M) Calculated over the trailing 6-month period	43.36%	10.77%	+32.59%
Volatility (1Y) Calculated over the trailing 1-year period	65.85%	19.66%	+46.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.70%	17.70%	+41.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.61%	17.70%	+35.91%