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JET2.L vs. IAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JET2.L vs. IAG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Jet2 plc (JET2.L) and IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JET2.L is traded in GBp, while IAG is traded in USD. To make them comparable, the IAG values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JET2.L achieves a -9.90% return, which is significantly lower than IAG's 4.67% return. Over the past 10 years, JET2.L has underperformed IAG with an annualized return of 7.98%, while IAG has yielded a comparatively higher 17.22% annualized return.


JET2.L

1D
2.02%
1M
12.99%
YTD
-9.90%
6M
-6.02%
1Y
-32.99%
3Y*
0.82%
5Y*
0.06%
10Y*
7.98%

IAG

1D
2.14%
1M
6.36%
YTD
4.67%
6M
12.60%
1Y
133.60%
3Y*
75.83%
5Y*
37.43%
10Y*
17.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JET2.L vs. IAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JET2.L
Jet2 plc
-9.90%-10.29%27.71%31.67%-13.78%-22.03%-15.58%121.89%14.57%38.92%
IAG
IAMGOLD Corporation
4.67%196.81%107.52%-6.84%-7.77%-13.91%-4.50%-2.50%-33.14%38.33%

Correlation

The correlation between JET2.L and IAG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.01

The correlation between JET2.L and IAG shifts across timeframes, from 0.01 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JET2.L:

£2.59B

IAG:

$10.21B

EPS

JET2.L:

£4.63

IAG:

$1.73

PE Ratio

JET2.L:

2.73

IAG:

9.94

PEG Ratio

JET2.L:

0.10

IAG:

0.06

PS Ratio

JET2.L:

0.18

IAG:

2.93

PB Ratio

JET2.L:

1.26

IAG:

2.36

Total Revenue (TTM)

JET2.L:

£14.36B

IAG:

$3.42B

Gross Profit (TTM)

JET2.L:

£1.99B

IAG:

$1.64B

EBITDA (TTM)

JET2.L:

£1.75B

IAG:

$1.97B

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Jet2 plc

IAMGOLD Corporation

Return for Risk

JET2.L vs. IAG — Risk / Return Rank

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

JET2.L
JET2.L Risk / Return Rank: 1111
Overall Rank
JET2.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JET2.L Sortino Ratio Rank: 88
Sortino Ratio Rank
JET2.L Omega Ratio Rank: 88
Omega Ratio Rank
JET2.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
JET2.L Martin Ratio Rank: 1818
Martin Ratio Rank

IAG
IAG Risk / Return Rank: 8686
Overall Rank
IAG Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IAG Sortino Ratio Rank: 8383
Sortino Ratio Rank
IAG Omega Ratio Rank: 8383
Omega Ratio Rank
IAG Calmar Ratio Rank: 8787
Calmar Ratio Rank
IAG Martin Ratio Rank: 8585
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.

JET2.L vs. IAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jet2 plc (JET2.L) and IAMGOLD Corporation (IAG). 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.


JET2.LIAGDifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-3.92

Omega ratioGain probability vs. loss probability

0.84

1.35

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.72

3.96

-4.69

Martin ratioReturn relative to average drawdown

-1.09

9.25

-10.34

JET2.L vs. IAG - Sharpe Ratio Comparison

The current JET2.L Sharpe Ratio is -0.98, which is lower than the IAG Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of JET2.L and IAG, 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


JET2.LIAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.30

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.65

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.30

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.12

+0.26

Drawdowns

JET2.L vs. IAG - Drawdown Comparison

The maximum JET2.L drawdown since its inception was -91.80%, roughly equal to the maximum IAG drawdown of -94.35%. Use the drawdown chart below to compare losses from any high point for JET2.L and IAG.


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Drawdown Indicators


JET2.LIAGDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-94.35%

+2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-45.38%

-33.91%

-11.47%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-33.91%

-11.47%

Max Drawdown (5Y)

Largest decline over 5 years

-53.07%

-67.94%

+14.87%

Max Drawdown (10Y)

Largest decline over 10 years

-84.26%

-83.48%

-0.78%

Current Drawdown

Current decline from peak

-34.40%

-29.70%

-4.70%

Average Drawdown

Average peak-to-trough decline

-27.01%

-60.62%

+33.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.33%

14.50%

+15.83%

Volatility

JET2.L vs. IAG - Volatility Comparison

The current volatility for Jet2 plc (JET2.L) is 8.37%, while IAMGOLD Corporation (IAG) has a volatility of 18.85%. This indicates that JET2.L experiences smaller price fluctuations and is considered to be less risky than IAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JET2.LIAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

18.85%

-10.48%

Volatility (6M)

Calculated over the trailing 6-month period

23.23%

45.15%

-21.92%

Volatility (1Y)

Calculated over the trailing 1-year period

33.44%

58.37%

-24.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.27%

57.78%

-19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.68%

56.98%

-2.30%

Dividends

JET2.L vs. IAG - Dividend Comparison

JET2.L's dividend yield for the trailing twelve months is around 1.32%, while IAG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAG
IAMGOLD 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%
JET2.L
Jet2 plc
1.32%1.18%0.68%0.96%0.31%0.00%0.00%0.61%1.14%1.00%0.62%0.66%

Financials

JET2.L vs. IAG - Financials Comparison

This section allows you to compare key financial metrics between Jet2 plc and IAMGOLD Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
5.34B
1.03B
(JET2.L) Total Revenue
(IAG) Total Revenue
Please note, different currencies. JET2.L values in GBp, IAG values in USD

JET2.L vs. IAG - Profitability Comparison

The chart below illustrates the profitability comparison between Jet2 plc and IAMGOLD Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
17.1%
55.4%
Portfolio components
JET2.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jet2 plc reported a gross profit of 911.80M and revenue of 5.34B. Therefore, the gross margin over that period was 17.1%.

IAG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a gross profit of 570.70M and revenue of 1.03B. Therefore, the gross margin over that period was 55.4%.

JET2.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jet2 plc reported an operating income of 715.20M and revenue of 5.34B, resulting in an operating margin of 13.4%.

IAG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported an operating income of 544.70M and revenue of 1.03B, resulting in an operating margin of 52.9%.

JET2.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jet2 plc reported a net income of 600.20M and revenue of 5.34B, resulting in a net margin of 11.2%.

IAG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a net income of 379.70M and revenue of 1.03B, resulting in a net margin of 36.9%.


Frequently Asked Questions


JET2.L and IAG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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