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SAVE vs. JBLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SAVEJBLU
YTD Return-76.92%3.96%
1Y Return-76.21%-18.39%
3Y Return (Ann)-51.26%-33.63%
5Y Return (Ann)-40.15%-20.99%
10Y Return (Ann)-23.11%-3.65%
Sharpe Ratio-0.88-0.30
Daily Std Dev86.44%61.46%
Max Drawdown-95.52%-90.91%
Current Drawdown-95.21%-81.52%

Fundamentals


SAVEJBLU
Market Cap$387.63M$1.97B
EPS-$4.10-$2.46
PE Ratio3.3437.60
PEG Ratio20.446.80
Revenue (TTM)$5.36B$9.50B
Gross Profit (TTM)$973.03M$2.06B
EBITDA (TTM)-$174.15M$506.00M

Correlation

-0.50.00.51.00.6

The correlation between SAVE and JBLU is 0.56, 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.

Performance

SAVE vs. JBLU - Performance Comparison

In the year-to-date period, SAVE achieves a -76.92% return, which is significantly lower than JBLU's 3.96% return. Over the past 10 years, SAVE has underperformed JBLU with an annualized return of -23.11%, while JBLU has yielded a comparatively higher -3.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-64.95%
-2.37%
SAVE
JBLU

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Spirit Airlines, Inc.

JetBlue Airways Corporation

Risk-Adjusted Performance

SAVE vs. JBLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit Airlines, Inc. (SAVE) and JetBlue Airways Corporation (JBLU). 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.


SAVE
Sharpe ratio
The chart of Sharpe ratio for SAVE, currently valued at -0.88, compared to the broader market-2.00-1.000.001.002.003.004.00-0.88
Sortino ratio
The chart of Sortino ratio for SAVE, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.006.00-1.44
Omega ratio
The chart of Omega ratio for SAVE, currently valued at 0.77, compared to the broader market0.501.001.500.77
Calmar ratio
The chart of Calmar ratio for SAVE, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.80
Martin ratio
The chart of Martin ratio for SAVE, currently valued at -1.81, compared to the broader market-10.000.0010.0020.0030.00-1.81
JBLU
Sharpe ratio
The chart of Sharpe ratio for JBLU, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.004.00-0.30
Sortino ratio
The chart of Sortino ratio for JBLU, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.006.00-0.05
Omega ratio
The chart of Omega ratio for JBLU, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for JBLU, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22
Martin ratio
The chart of Martin ratio for JBLU, currently valued at -0.52, compared to the broader market-10.000.0010.0020.0030.00-0.52

SAVE vs. JBLU - Sharpe Ratio Comparison

The current SAVE Sharpe Ratio is -0.88, which is lower than the JBLU Sharpe Ratio of -0.30. The chart below compares the 12-month rolling Sharpe Ratio of SAVE and JBLU.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00December2024FebruaryMarchAprilMay
-0.88
-0.30
SAVE
JBLU

Dividends

SAVE vs. JBLU - Dividend Comparison

SAVE's dividend yield for the trailing twelve months is around 26.07%, while JBLU has not paid dividends to shareholders.


TTM2023
SAVE
Spirit Airlines, Inc.
26.07%6.88%
JBLU
JetBlue Airways Corporation
0.00%0.00%

Drawdowns

SAVE vs. JBLU - Drawdown Comparison

The maximum SAVE drawdown since its inception was -95.52%, which is greater than JBLU's maximum drawdown of -90.91%. Use the drawdown chart below to compare losses from any high point for SAVE and JBLU. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%December2024FebruaryMarchAprilMay
-95.21%
-78.65%
SAVE
JBLU

Volatility

SAVE vs. JBLU - Volatility Comparison

The current volatility for Spirit Airlines, Inc. (SAVE) is 21.44%, while JetBlue Airways Corporation (JBLU) has a volatility of 24.77%. This indicates that SAVE experiences smaller price fluctuations and is considered to be less risky than JBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
21.44%
24.77%
SAVE
JBLU

Financials

SAVE vs. JBLU - Financials Comparison

This section allows you to compare key financial metrics between Spirit Airlines, Inc. and JetBlue Airways 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



Values in USD except per share items