SPCE vs. DAL

In the year-to-date period, SPCE achieves a -87.55% return, which is significantly lower than DAL's 53.08% return.

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This table presents a comparison of risk-adjusted performance metrics for Virgin Galactic Holdings, Inc. (SPCE) 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.

The current SPCE Sharpe Ratio is -0.92, which is lower than the DAL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SPCE and DAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPCE has not paid dividends to shareholders, while DAL's dividend yield for the trailing twelve months is around 0.82%.

The maximum SPCE drawdown since its inception was -99.56%, which is greater than DAL's maximum drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for SPCE and DAL. For additional features, visit the drawdowns tool.

Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 16.40% compared to Delta Air Lines, Inc. (DAL) at 8.18%. This indicates that SPCE's price experiences larger fluctuations and is considered to be riskier than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Virgin Galactic Holdings, Inc. 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.