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LUV vs. DAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LUV vs. DAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southwest Airlines Co. (LUV) and Delta Air Lines, Inc. (DAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUV achieves a 20.59% return, which is significantly lower than DAL's 25.63% return. Over the past 10 years, LUV has underperformed DAL with an annualized return of 3.84%, while DAL has yielded a comparatively higher 10.79% annualized return.


LUV

1D
1.73%
1M
21.45%
YTD
20.59%
6M
20.45%
1Y
57.90%
3Y*
15.83%
5Y*
-0.40%
10Y*
3.84%

DAL

1D
0.93%
1M
13.90%
YTD
25.63%
6M
23.67%
1Y
81.88%
3Y*
27.87%
5Y*
14.82%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUV vs. DAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUV
Southwest Airlines Co.
20.59%25.62%19.11%-11.82%-21.41%-8.09%-13.32%17.72%-28.21%32.40%
DAL
Delta Air Lines, Inc.
25.63%16.09%52.00%23.03%-15.92%-2.81%-30.77%20.38%-8.66%16.23%

Correlation

The correlation between LUV and DAL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.65

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

0.72

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

0.74

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

0.70

The correlation between LUV and DAL shifts across timeframes, from 0.65 (3 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LUV:

$24.85B

DAL:

$56.54B

EPS

LUV:

$1.56

DAL:

$6.85

PE Ratio

LUV:

31.61

DAL:

12.65

PS Ratio

LUV:

0.89

DAL:

0.87

PB Ratio

LUV:

3.62

DAL:

2.77

Total Revenue (TTM)

LUV:

$28.88B

DAL:

$65.18B

Gross Profit (TTM)

LUV:

$6.36B

DAL:

$17.07B

EBITDA (TTM)

LUV:

$2.74B

DAL:

$9.66B

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Return for Risk

LUV vs. DAL — Risk / Return Rank

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

LUV
LUV Risk / Return Rank: 7575
Overall Rank
LUV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LUV Sortino Ratio Rank: 7777
Sortino Ratio Rank
LUV Omega Ratio Rank: 7575
Omega Ratio Rank
LUV Calmar Ratio Rank: 7272
Calmar Ratio Rank
LUV Martin Ratio Rank: 6969
Martin Ratio Rank

DAL
DAL Risk / Return Rank: 8787
Overall Rank
DAL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DAL Sortino Ratio Rank: 8888
Sortino Ratio Rank
DAL Omega Ratio Rank: 8484
Omega Ratio Rank
DAL Calmar Ratio Rank: 8787
Calmar Ratio Rank
DAL Martin Ratio Rank: 9090
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.

LUV vs. DAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwest Airlines Co. (LUV) and Delta Air Lines, Inc. (DAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LUVDALDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

1.74

3.60

-1.86

Martin ratioReturn relative to average drawdown

3.44

11.48

-8.04

LUV vs. DAL - Sharpe Ratio Comparison

The current LUV Sharpe Ratio is 1.29, which is lower than the DAL Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LUV and DAL, 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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Drawdowns

LUV vs. DAL - Drawdown Comparison

The maximum LUV drawdown since its inception was -78.25%, roughly equal to the maximum DAL drawdown of -81.93%. Use the drawdown chart below to compare losses from any high point for LUV and DAL.


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Drawdown Indicators


LUVDALDifference

Max Drawdown

Largest peak-to-trough decline

-78.25%

-81.93%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-33.49%

-22.90%

-10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-42.93%

-47.92%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-58.75%

-47.92%

-10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-64.76%

-69.18%

+4.42%

Current Drawdown

Current decline from peak

-16.88%

0.00%

-16.88%

Average Drawdown

Average peak-to-trough decline

-29.13%

-29.09%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.88%

7.16%

+9.72%

Volatility

LUV vs. DAL - Volatility Comparison

Southwest Airlines Co. (LUV) and Delta Air Lines, Inc. (DAL) have volatilities of 12.52% and 12.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUVDALDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.52%

12.16%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

35.29%

30.07%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

45.25%

41.35%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.52%

41.00%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.73%

42.17%

-4.44%

Dividends

LUV vs. DAL - Dividend Comparison

LUV's dividend yield for the trailing twelve months is around 1.46%, more than DAL's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
DAL
Delta Air Lines, Inc.
0.86%0.97%0.83%0.50%0.00%0.00%1.00%2.57%2.63%1.81%1.37%0.89%
LUV
Southwest Airlines Co.
1.46%1.74%2.14%3.12%0.00%0.00%0.39%1.30%1.30%0.73%0.75%0.66%

Financials

LUV vs. DAL - Financials Comparison

This section allows you to compare key financial metrics between Southwest Airlines Co. and Delta Air Lines, Inc.. 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


5.00B10.00B15.00B20222023202420252026
7.25B
15.85B
(LUV) Total Revenue
(DAL) Total Revenue
Values in USD except per share items

LUV vs. DAL - Profitability Comparison

The chart below illustrates the profitability comparison between Southwest Airlines Co. and Delta Air Lines, Inc. 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%20222023202420252026
32.2%
28.6%
Portfolio components
LUV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported a gross profit of 2.34B and revenue of 7.25B. Therefore, the gross margin over that period was 32.2%.

DAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported a gross profit of 4.54B and revenue of 15.85B. Therefore, the gross margin over that period was 28.6%.

LUV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported an operating income of 330.00M and revenue of 7.25B, resulting in an operating margin of 4.6%.

DAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported an operating income of 501.00M and revenue of 15.85B, resulting in an operating margin of 3.2%.

LUV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported a net income of 227.00M and revenue of 7.25B, resulting in a net margin of 3.1%.

DAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported a net income of -289.00M and revenue of 15.85B, resulting in a net margin of -1.8%.


Frequently Asked Questions


LUV and DAL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUV has higher volatility (12.52%) compared to DAL (12.16%). In terms of maximum drawdown, LUV dropped -78.25% vs DAL's -81.93%.

DAL currently has the higher Sharpe Ratio (1.99 vs 1.29), 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.

Portfolio Optimizer

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