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

Correlation

The correlation between JBLU and YALL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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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Key characteristics

Daily Std Dev

JBLU:

77.14%

YALL:

14.92%

Max Drawdown

JBLU:

-90.91%

YALL:

-0.86%

Current Drawdown

JBLU:

-84.37%

YALL:

0.00%

Returns By Period


JBLU

YTD

-37.91%

1M

31.54%

6M

-23.03%

1Y

-15.42%

5Y*

-9.58%

10Y*

-13.81%

YALL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

JBLU vs. YALL — 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 4040
Overall Rank
The Sharpe Ratio Rank of JBLU is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 3737
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 3535
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8181
Overall Rank
The Sharpe Ratio Rank of YALL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8080
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. 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.



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Dividends

JBLU vs. YALL - Dividend Comparison

Neither JBLU nor YALL has paid dividends to shareholders.


Tickers have no history of dividend payments

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 -0.86%. Use the drawdown chart below to compare losses from any high point for JBLU and YALL. For additional features, visit the drawdowns tool.


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Volatility

JBLU vs. YALL - Volatility Comparison


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