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JBLU vs. YALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, JBLU achieves a 6.37% return, which is significantly higher than YALL's -0.32% return.


JBLU

1D
1.47%
1M
-0.00%
YTD
6.37%
6M
4.09%
1Y
-3.78%
3Y*
-11.49%
5Y*
-23.98%
10Y*
-12.29%

YALL

1D
-0.33%
1M
-1.19%
YTD
-0.32%
6M
-1.72%
1Y
6.03%
3Y*
21.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBLU vs. YALL - Yearly Performance Comparison


2026 (YTD)2025202420232022
JBLU
JetBlue Airways Corporation
6.37%-42.11%41.62%-14.35%1.57%
YALL
God Bless America ETF
-0.32%14.36%29.99%40.74%8.62%

Correlation

The correlation between JBLU and YALL is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.41

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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: 3838
Overall Rank
JBLU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JBLU Sortino Ratio Rank: 3939
Sortino Ratio Rank
JBLU Omega Ratio Rank: 3838
Omega Ratio Rank
JBLU Calmar Ratio Rank: 3838
Calmar Ratio Rank
JBLU Martin Ratio Rank: 3838
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 1717
Overall Rank
YALL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1616
Sortino Ratio Rank
YALL Omega Ratio Rank: 1515
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
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. 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.


JBLUYALLDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.04

1.08

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.10

0.64

-0.74

Martin ratioReturn relative to average drawdown

-0.21

1.88

-2.09

JBLU vs. YALL - Sharpe Ratio Comparison

The current JBLU Sharpe Ratio is -0.06, which is lower than the YALL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of JBLU and YALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JBLUYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.44

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.45

-1.53

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.


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Drawdown Indicators


JBLUYALLDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-19.72%

-71.19%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

-9.42%

-28.20%

Max Drawdown (3Y)

Largest decline over 3 years

-63.29%

-19.72%

-43.57%

Max Drawdown (5Y)

Largest decline over 5 years

-82.28%

Max Drawdown (10Y)

Largest decline over 10 years

-85.58%

Current Drawdown

Current decline from peak

-84.50%

-4.78%

-79.72%

Average Drawdown

Average peak-to-trough decline

-60.43%

-2.93%

-57.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.68%

3.22%

+14.46%

Volatility

JBLU vs. YALL - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 18.18% compared to God Bless America ETF (YALL) at 3.32%. 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.


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Volatility by Period


JBLUYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.18%

3.32%

+14.86%

Volatility (6M)

Calculated over the trailing 6-month period

48.39%

9.78%

+38.61%

Volatility (1Y)

Calculated over the trailing 1-year period

60.69%

13.69%

+47.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.01%

17.48%

+42.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.36%

17.48%

+36.88%

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 0.50%.


PositionTTM2025202420232022
JBLU
JetBlue Airways Corporation
0.00%0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.50%0.49%0.50%3.51%0.19%

Frequently Asked Questions


JBLU and YALL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBLU has higher volatility (18.18%) compared to YALL (3.32%). In terms of maximum drawdown, JBLU dropped -90.91% vs YALL's -19.72%.

YALL currently has the higher Sharpe Ratio (0.44 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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