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SKYW vs. FTAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SKYWFTAI
YTD Return51.09%176.47%
1Y Return88.73%267.51%
3Y Return (Ann)19.20%89.28%
5Y Return (Ann)6.11%65.37%
Sharpe Ratio2.406.52
Daily Std Dev34.98%39.61%
Max Drawdown-81.77%-72.79%
Current Drawdown-9.99%-0.81%

Fundamentals


SKYWFTAI
Market Cap$3.19B$12.98B
EPS$4.19-$0.55
PEG Ratio1.023.22
Total Revenue (TTM)$3.19B$1.39B
Gross Profit (TTM)$564.70M$532.90M
EBITDA (TTM)$591.58M$624.73M

Correlation

-0.50.00.51.00.4

The correlation between SKYW and FTAI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SKYW vs. FTAI - Performance Comparison

In the year-to-date period, SKYW achieves a 51.09% return, which is significantly lower than FTAI's 176.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%AprilMayJuneJulyAugustSeptember
17.19%
101.58%
SKYW
FTAI

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Risk-Adjusted Performance

SKYW vs. FTAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWest, Inc. (SKYW) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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.


SKYW
Sharpe ratio
The chart of Sharpe ratio for SKYW, currently valued at 2.40, compared to the broader market-4.00-2.000.002.002.40
Sortino ratio
The chart of Sortino ratio for SKYW, currently valued at 3.07, compared to the broader market-6.00-4.00-2.000.002.004.003.07
Omega ratio
The chart of Omega ratio for SKYW, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for SKYW, currently valued at 1.93, compared to the broader market0.001.002.003.004.005.001.93
Martin ratio
The chart of Martin ratio for SKYW, currently valued at 12.87, compared to the broader market-10.000.0010.0020.0012.87
FTAI
Sharpe ratio
The chart of Sharpe ratio for FTAI, currently valued at 6.52, compared to the broader market-4.00-2.000.002.006.52
Sortino ratio
The chart of Sortino ratio for FTAI, currently valued at 5.68, compared to the broader market-6.00-4.00-2.000.002.004.005.68
Omega ratio
The chart of Omega ratio for FTAI, currently valued at 1.77, compared to the broader market0.501.001.501.77
Calmar ratio
The chart of Calmar ratio for FTAI, currently valued at 18.82, compared to the broader market0.001.002.003.004.005.0018.82
Martin ratio
The chart of Martin ratio for FTAI, currently valued at 70.57, compared to the broader market-10.000.0010.0020.0070.57

SKYW vs. FTAI - Sharpe Ratio Comparison

The current SKYW Sharpe Ratio is 2.40, which is lower than the FTAI Sharpe Ratio of 6.52. The chart below compares the 12-month rolling Sharpe Ratio of SKYW and FTAI.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.008.00AprilMayJuneJulyAugustSeptember
2.40
6.52
SKYW
FTAI

Dividends

SKYW vs. FTAI - Dividend Comparison

SKYW has not paid dividends to shareholders, while FTAI's dividend yield for the trailing twelve months is around 0.95%.


TTM20232022202120202019201820172016201520142013
SKYW
SkyWest, Inc.
0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%1.08%
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.95%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%0.00%

Drawdowns

SKYW vs. FTAI - Drawdown Comparison

The maximum SKYW drawdown since its inception was -81.77%, which is greater than FTAI's maximum drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for SKYW and FTAI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-9.99%
-0.81%
SKYW
FTAI

Volatility

SKYW vs. FTAI - Volatility Comparison

The current volatility for SkyWest, Inc. (SKYW) is 7.56%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 13.27%. This indicates that SKYW experiences smaller price fluctuations and is considered to be less risky than FTAI 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%18.00%AprilMayJuneJulyAugustSeptember
7.56%
13.27%
SKYW
FTAI

Financials

SKYW vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between SkyWest, Inc. and Fortress Transportation and Infrastructure Investors LLC. 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