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

Correlation

The correlation between JBLU and YALL is 0.40, 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.


-0.50.00.51.00.4

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.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
103.25%
JBLU
YALL

Key characteristics

Sharpe Ratio

JBLU:

0.35

YALL:

2.23

Sortino Ratio

JBLU:

0.96

YALL:

3.01

Omega Ratio

JBLU:

1.13

YALL:

1.39

Calmar Ratio

JBLU:

0.29

YALL:

3.95

Martin Ratio

JBLU:

1.27

YALL:

14.18

Ulcer Index

JBLU:

19.31%

YALL:

2.43%

Daily Std Dev

JBLU:

69.70%

YALL:

15.45%

Max Drawdown

JBLU:

-90.91%

YALL:

-12.03%

Current Drawdown

JBLU:

-77.58%

YALL:

-4.36%

Returns By Period

In the year-to-date period, JBLU achieves a 26.13% return, which is significantly lower than YALL's 32.96% return.


JBLU

YTD

26.13%

1M

9.55%

6M

23.67%

1Y

22.59%

5Y*

-18.34%

10Y*

-7.58%

YALL

YTD

32.96%

1M

0.28%

6M

12.70%

1Y

33.96%

5Y*

N/A

10Y*

N/A

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


Risk-Adjusted Performance

JBLU vs. YALL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at 0.35, compared to the broader market-4.00-2.000.002.000.352.23
The chart of Sortino ratio for JBLU, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.963.01
The chart of Omega ratio for JBLU, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.39
The chart of Calmar ratio for JBLU, currently valued at 0.48, compared to the broader market0.002.004.006.000.483.95
The chart of Martin ratio for JBLU, currently valued at 1.27, compared to the broader market0.0010.0020.001.2714.18
JBLU
YALL

The current JBLU Sharpe Ratio is 0.35, which is lower than the YALL Sharpe Ratio of 2.23. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.35
2.23
JBLU
YALL

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 2.64%.


TTM20232022
JBLU
JetBlue Airways Corporation
0.00%0.00%0.00%
YALL
God Bless America ETF
2.64%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 -12.03%. Use the drawdown chart below to compare losses from any high point for JBLU and YALL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.97%
-4.36%
JBLU
YALL

Volatility

JBLU vs. YALL - Volatility Comparison

JetBlue Airways Corporation (JBLU) has a higher volatility of 18.64% compared to God Bless America ETF (YALL) at 5.27%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
18.64%
5.27%
JBLU
YALL
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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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