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LUV vs. UAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LUV and UAL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

LUV vs. UAL - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
128.70%
207.24%
LUV
UAL

Key characteristics

Sharpe Ratio

LUV:

0.45

UAL:

3.05

Sortino Ratio

LUV:

0.82

UAL:

3.91

Omega Ratio

LUV:

1.12

UAL:

1.48

Calmar Ratio

LUV:

0.27

UAL:

2.24

Martin Ratio

LUV:

1.06

UAL:

13.26

Ulcer Index

LUV:

15.55%

UAL:

10.29%

Daily Std Dev

LUV:

36.51%

UAL:

44.73%

Max Drawdown

LUV:

-78.23%

UAL:

-93.50%

Current Drawdown

LUV:

-45.96%

UAL:

-4.92%

Fundamentals

Market Cap

LUV:

$19.68B

UAL:

$31.24B

EPS

LUV:

-$0.08

UAL:

$8.39

PEG Ratio

LUV:

0.49

UAL:

0.77

Total Revenue (TTM)

LUV:

$27.38B

UAL:

$55.99B

Gross Profit (TTM)

LUV:

$4.04B

UAL:

$9.24B

EBITDA (TTM)

LUV:

$1.90B

UAL:

$8.00B

Returns By Period

In the year-to-date period, LUV achieves a 17.29% return, which is significantly lower than UAL's 136.06% return. Over the past 10 years, LUV has underperformed UAL with an annualized return of -1.10%, while UAL has yielded a comparatively higher 4.15% annualized return.


LUV

YTD

17.29%

1M

4.75%

6M

18.07%

1Y

14.44%

5Y*

-8.55%

10Y*

-1.10%

UAL

YTD

136.06%

1M

3.18%

6M

102.16%

1Y

128.91%

5Y*

1.72%

10Y*

4.15%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LUV vs. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwest Airlines Co. (LUV) and United Airlines Holdings, Inc. (UAL). 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 LUV, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.453.05
The chart of Sortino ratio for LUV, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.823.91
The chart of Omega ratio for LUV, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.48
The chart of Calmar ratio for LUV, currently valued at 0.27, compared to the broader market0.002.004.006.000.272.24
The chart of Martin ratio for LUV, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.0613.26
LUV
UAL

The current LUV Sharpe Ratio is 0.45, which is lower than the UAL Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of LUV and UAL, 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
0.45
3.05
LUV
UAL

Dividends

LUV vs. UAL - Dividend Comparison

LUV's dividend yield for the trailing twelve months is around 1.62%, while UAL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LUV
Southwest Airlines Co.
1.62%3.12%0.00%0.00%0.39%1.30%1.30%0.73%0.75%0.66%0.52%0.69%
UAL
United Airlines Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LUV vs. UAL - Drawdown Comparison

The maximum LUV drawdown since its inception was -78.23%, smaller than the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for LUV and UAL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.96%
-4.92%
LUV
UAL

Volatility

LUV vs. UAL - Volatility Comparison

The current volatility for Southwest Airlines Co. (LUV) is 6.34%, while United Airlines Holdings, Inc. (UAL) has a volatility of 10.60%. This indicates that LUV experiences smaller price fluctuations and is considered to be less risky than UAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
10.60%
LUV
UAL

Financials

LUV vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between Southwest Airlines Co. and United Airlines Holdings, 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


Values in USD except per share items
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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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