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SPCE vs. DAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPCE and DAL is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SPCE vs. DAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virgin Galactic Holdings, Inc. (SPCE) and Delta Air Lines, Inc. (DAL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-98.79%
-22.73%
SPCE
DAL

Key characteristics

Sharpe Ratio

SPCE:

-0.91

DAL:

-0.31

Sortino Ratio

SPCE:

-2.19

DAL:

-0.17

Omega Ratio

SPCE:

0.77

DAL:

0.98

Calmar Ratio

SPCE:

-0.85

DAL:

-0.31

Martin Ratio

SPCE:

-1.17

DAL:

-0.84

Ulcer Index

SPCE:

72.07%

DAL:

17.46%

Daily Std Dev

SPCE:

93.16%

DAL:

46.89%

Max Drawdown

SPCE:

-99.80%

DAL:

-81.73%

Current Drawdown

SPCE:

-99.76%

DAL:

-39.64%

Fundamentals

Market Cap

SPCE:

$117.55M

DAL:

$27.44B

EPS

SPCE:

-$13.89

DAL:

$5.64

PS Ratio

SPCE:

16.71

DAL:

0.44

PB Ratio

SPCE:

0.36

DAL:

1.75

Total Revenue (TTM)

SPCE:

$5.05M

DAL:

$61.93B

Gross Profit (TTM)

SPCE:

-$45.37M

DAL:

$14.95B

EBITDA (TTM)

SPCE:

-$229.74M

DAL:

$7.47B

Returns By Period

In the year-to-date period, SPCE achieves a -51.53% return, which is significantly lower than DAL's -31.11% return.


SPCE

YTD

-51.53%

1M

-20.39%

6M

-59.57%

1Y

-83.44%

5Y*

-61.67%

10Y*

N/A

DAL

YTD

-31.11%

1M

-13.50%

6M

-22.98%

1Y

-15.74%

5Y*

13.60%

10Y*

0.16%

*Annualized

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Risk-Adjusted Performance

SPCE vs. DAL — Risk-Adjusted Performance Rank

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

SPCE
The Risk-Adjusted Performance Rank of SPCE is 77
Overall Rank
The Sharpe Ratio Rank of SPCE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCE is 22
Sortino Ratio Rank
The Omega Ratio Rank of SPCE is 44
Omega Ratio Rank
The Calmar Ratio Rank of SPCE is 44
Calmar Ratio Rank
The Martin Ratio Rank of SPCE is 2121
Martin Ratio Rank

DAL
The Risk-Adjusted Performance Rank of DAL is 3333
Overall Rank
The Sharpe Ratio Rank of DAL is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 3333
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.

SPCE vs. DAL - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for SPCE, currently valued at -0.91, compared to the broader market-2.00-1.000.001.002.003.00
SPCE: -0.91
DAL: -0.31
The chart of Sortino ratio for SPCE, currently valued at -2.19, compared to the broader market-6.00-4.00-2.000.002.004.00
SPCE: -2.19
DAL: -0.17
The chart of Omega ratio for SPCE, currently valued at 0.77, compared to the broader market0.501.001.502.00
SPCE: 0.77
DAL: 0.98
The chart of Calmar ratio for SPCE, currently valued at -0.85, compared to the broader market0.001.002.003.004.005.00
SPCE: -0.85
DAL: -0.31
The chart of Martin ratio for SPCE, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.00
SPCE: -1.17
DAL: -0.84

The current SPCE Sharpe Ratio is -0.91, which is lower than the DAL Sharpe Ratio of -0.31. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.91
-0.31
SPCE
DAL

Dividends

SPCE vs. DAL - Dividend Comparison

SPCE has not paid dividends to shareholders, while DAL's dividend yield for the trailing twelve months is around 1.32%.


TTM20242023202220212020201920182017201620152014
SPCE
Virgin Galactic 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%
DAL
Delta Air Lines, Inc.
1.32%0.83%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%

Drawdowns

SPCE vs. DAL - Drawdown Comparison

The maximum SPCE drawdown since its inception was -99.80%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.76%
-39.64%
SPCE
DAL

Volatility

SPCE vs. DAL - Volatility Comparison

The current volatility for Virgin Galactic Holdings, Inc. (SPCE) is 25.17%, while Delta Air Lines, Inc. (DAL) has a volatility of 29.52%. This indicates that SPCE experiences smaller price fluctuations and is considered to be less risky than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
25.17%
29.52%
SPCE
DAL

Financials

SPCE vs. DAL - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items