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

Correlation

The correlation between MESA and UAL is 0.52, 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.


-0.50.00.51.00.5

Performance

MESA vs. UAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mesa Air Group, Inc. (MESA) 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%SeptemberOctoberNovemberDecember2025February
-11.84%
147.26%
MESA
UAL

Key characteristics

Sharpe Ratio

MESA:

0.25

UAL:

3.27

Sortino Ratio

MESA:

1.11

UAL:

4.29

Omega Ratio

MESA:

1.13

UAL:

1.50

Calmar Ratio

MESA:

0.21

UAL:

2.32

Martin Ratio

MESA:

0.73

UAL:

14.04

Ulcer Index

MESA:

28.23%

UAL:

10.05%

Daily Std Dev

MESA:

82.99%

UAL:

43.27%

Max Drawdown

MESA:

-97.35%

UAL:

-93.50%

Current Drawdown

MESA:

-93.24%

UAL:

-6.58%

Fundamentals

Market Cap

MESA:

$46.27M

UAL:

$34.29B

EPS

MESA:

-$2.30

UAL:

$9.77

Total Revenue (TTM)

MESA:

$353.17M

UAL:

$57.06B

Gross Profit (TTM)

MESA:

$46.07M

UAL:

$17.14B

EBITDA (TTM)

MESA:

$30.24M

UAL:

$7.81B

Returns By Period

In the year-to-date period, MESA achieves a -3.45% return, which is significantly lower than UAL's 6.33% return.


MESA

YTD

-3.45%

1M

-15.79%

6M

-11.81%

1Y

12.00%

5Y*

-32.22%

10Y*

N/A

UAL

YTD

6.33%

1M

-3.85%

6M

147.25%

1Y

145.89%

5Y*

5.28%

10Y*

4.28%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MESA vs. UAL — Risk-Adjusted Performance Rank

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

MESA
The Risk-Adjusted Performance Rank of MESA is 5656
Overall Rank
The Sharpe Ratio Rank of MESA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of MESA is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MESA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MESA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MESA is 5454
Martin Ratio Rank

UAL
The Risk-Adjusted Performance Rank of UAL is 9595
Overall Rank
The Sharpe Ratio Rank of UAL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of UAL is 9797
Sortino Ratio Rank
The Omega Ratio Rank of UAL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of UAL is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UAL is 9595
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.

MESA vs. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesa Air Group, Inc. (MESA) 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 MESA, currently valued at 0.25, compared to the broader market-2.000.002.004.000.253.27
The chart of Sortino ratio for MESA, currently valued at 1.11, compared to the broader market-6.00-4.00-2.000.002.004.006.001.114.29
The chart of Omega ratio for MESA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.50
The chart of Calmar ratio for MESA, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.32
The chart of Martin ratio for MESA, currently valued at 0.73, compared to the broader market0.0010.0020.0030.000.7314.04
MESA
UAL

The current MESA Sharpe Ratio is 0.25, which is lower than the UAL Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of MESA 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.25
3.27
MESA
UAL

Dividends

MESA vs. UAL - Dividend Comparison

Neither MESA nor UAL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MESA vs. UAL - Drawdown Comparison

The maximum MESA drawdown since its inception was -97.35%, roughly equal to the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for MESA and UAL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-93.24%
-6.58%
MESA
UAL

Volatility

MESA vs. UAL - Volatility Comparison

Mesa Air Group, Inc. (MESA) has a higher volatility of 12.44% compared to United Airlines Holdings, Inc. (UAL) at 10.84%. This indicates that MESA's price experiences larger fluctuations and is considered to be riskier than UAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
12.44%
10.84%
MESA
UAL

Financials

MESA vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between Mesa Air Group, Inc. 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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