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

Correlation

The correlation between UAL and LUV is 0.67, 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. LUV - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
99.92%
18.07%
UAL
LUV

Key characteristics

Sharpe Ratio

UAL:

2.99

LUV:

0.45

Sortino Ratio

UAL:

3.87

LUV:

0.82

Omega Ratio

UAL:

1.48

LUV:

1.12

Calmar Ratio

UAL:

2.20

LUV:

0.27

Martin Ratio

UAL:

13.00

LUV:

1.06

Ulcer Index

UAL:

10.30%

LUV:

15.55%

Daily Std Dev

UAL:

44.71%

LUV:

36.51%

Max Drawdown

UAL:

-93.50%

LUV:

-78.23%

Current Drawdown

UAL:

-5.97%

LUV:

-45.96%

Fundamentals

Market Cap

UAL:

$31.24B

LUV:

$19.68B

EPS

UAL:

$8.39

LUV:

-$0.08

PEG Ratio

UAL:

0.77

LUV:

0.49

Total Revenue (TTM)

UAL:

$55.99B

LUV:

$27.38B

Gross Profit (TTM)

UAL:

$9.24B

LUV:

$4.04B

EBITDA (TTM)

UAL:

$8.00B

LUV:

$1.90B

Returns By Period

In the year-to-date period, UAL achieves a 133.45% return, which is significantly higher than LUV's 17.29% return. Over the past 10 years, UAL has outperformed LUV with an annualized return of 4.18%, while LUV has yielded a comparatively lower -1.10% annualized return.


UAL

YTD

133.45%

1M

2.19%

6M

96.97%

1Y

133.90%

5Y*

1.53%

10Y*

4.18%

LUV

YTD

17.29%

1M

4.75%

6M

18.07%

1Y

14.44%

5Y*

-8.55%

10Y*

-1.10%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

UAL vs. LUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Airlines Holdings, Inc. (UAL) and Southwest Airlines Co. (LUV). 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 2.99, compared to the broader market-4.00-2.000.002.002.990.45
The chart of Sortino ratio for UAL, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.003.870.82
The chart of Omega ratio for UAL, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.12
The chart of Calmar ratio for UAL, currently valued at 2.20, compared to the broader market0.002.004.006.002.200.27
The chart of Martin ratio for UAL, currently valued at 13.00, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.001.06
UAL
LUV

The current UAL Sharpe Ratio is 2.99, which is higher than the LUV Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of UAL and LUV, 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
2.99
0.45
UAL
LUV

Dividends

UAL vs. LUV - Dividend Comparison

UAL has not paid dividends to shareholders, while LUV's dividend yield for the trailing twelve months is around 1.62%.


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%
LUV
Southwest Airlines Co.
1.62%3.12%0.00%0.00%0.39%1.30%1.30%0.73%0.75%0.66%0.52%0.69%

Drawdowns

UAL vs. LUV - Drawdown Comparison

The maximum UAL drawdown since its inception was -93.50%, which is greater than LUV's maximum drawdown of -78.23%. Use the drawdown chart below to compare losses from any high point for UAL and LUV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.97%
-45.96%
UAL
LUV

Volatility

UAL vs. LUV - Volatility Comparison

United Airlines Holdings, Inc. (UAL) has a higher volatility of 10.46% compared to Southwest Airlines Co. (LUV) at 6.34%. This indicates that UAL's price experiences larger fluctuations and is considered to be riskier than LUV 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
10.46%
6.34%
UAL
LUV

Financials

UAL vs. LUV - Financials Comparison

This section allows you to compare key financial metrics between United Airlines Holdings, Inc. and Southwest Airlines Co.. 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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