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

Correlation

The correlation between UAL and ALK is 0.69, 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.


-0.50.00.51.00.7

Performance

UAL vs. ALK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Airlines Holdings, Inc. (UAL) and Alaska Air Group, Inc. (ALK). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
207.24%
850.68%
UAL
ALK

Key characteristics

Sharpe Ratio

UAL:

3.05

ALK:

1.83

Sortino Ratio

UAL:

3.91

ALK:

2.67

Omega Ratio

UAL:

1.48

ALK:

1.32

Calmar Ratio

UAL:

2.24

ALK:

0.99

Martin Ratio

UAL:

13.26

ALK:

6.10

Ulcer Index

UAL:

10.29%

ALK:

10.60%

Daily Std Dev

UAL:

44.73%

ALK:

35.41%

Max Drawdown

UAL:

-93.50%

ALK:

-75.76%

Current Drawdown

UAL:

-4.92%

ALK:

-30.12%

Fundamentals

Market Cap

UAL:

$31.24B

ALK:

$8.02B

EPS

UAL:

$8.39

ALK:

$2.51

PE Ratio

UAL:

11.32

ALK:

25.18

PEG Ratio

UAL:

0.77

ALK:

1.30

Total Revenue (TTM)

UAL:

$55.99B

ALK:

$10.75B

Gross Profit (TTM)

UAL:

$9.24B

ALK:

$2.13B

EBITDA (TTM)

UAL:

$8.00B

ALK:

$1.27B

Returns By Period

In the year-to-date period, UAL achieves a 136.06% return, which is significantly higher than ALK's 68.98% return. Over the past 10 years, UAL has outperformed ALK with an annualized return of 4.15%, while ALK has yielded a comparatively lower 2.44% annualized return.


UAL

YTD

136.06%

1M

3.18%

6M

102.16%

1Y

128.91%

5Y*

1.72%

10Y*

4.15%

ALK

YTD

68.98%

1M

24.24%

6M

60.32%

1Y

62.65%

5Y*

-0.87%

10Y*

2.44%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

UAL vs. ALK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Airlines Holdings, Inc. (UAL) and Alaska Air Group, Inc. (ALK). 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 UAL, currently valued at 3.05, compared to the broader market-4.00-2.000.002.003.051.83
The chart of Sortino ratio for UAL, currently valued at 3.91, compared to the broader market-4.00-2.000.002.004.003.912.67
The chart of Omega ratio for UAL, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.32
The chart of Calmar ratio for UAL, currently valued at 2.24, compared to the broader market0.002.004.006.002.240.99
The chart of Martin ratio for UAL, currently valued at 13.26, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.266.10
UAL
ALK

The current UAL Sharpe Ratio is 3.05, which is higher than the ALK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of UAL and ALK, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
3.05
1.83
UAL
ALK

Dividends

UAL vs. ALK - Dividend Comparison

Neither UAL nor ALK has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
UAL
United Airlines 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%
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%0.84%0.55%

Drawdowns

UAL vs. ALK - Drawdown Comparison

The maximum UAL drawdown since its inception was -93.50%, which is greater than ALK's maximum drawdown of -75.76%. Use the drawdown chart below to compare losses from any high point for UAL and ALK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.92%
-30.12%
UAL
ALK

Volatility

UAL vs. ALK - Volatility Comparison

The current volatility for United Airlines Holdings, Inc. (UAL) is 10.60%, while Alaska Air Group, Inc. (ALK) has a volatility of 14.92%. This indicates that UAL experiences smaller price fluctuations and is considered to be less risky than ALK 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%JulyAugustSeptemberOctoberNovemberDecember
10.60%
14.92%
UAL
ALK

Financials

UAL vs. ALK - Financials Comparison

This section allows you to compare key financial metrics between United Airlines Holdings, Inc. and Alaska Air Group, 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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