ULCC vs. JBLU
Compare and contrast key facts about Frontier Group Holdings, Inc. (ULCC) and JetBlue Airways Corporation (JBLU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ULCC or JBLU.
Key characteristics
| ULCC | JBLU | |
|---|---|---|
| YTD Return | 23.26% | 28.11% |
| 1Y Return | 63.75% | 56.26% |
| 3Y Return (Ann) | -26.22% | -22.70% |
| Sharpe Ratio | 0.93 | 0.90 |
| Sortino Ratio | 1.72 | 1.54 |
| Omega Ratio | 1.20 | 1.21 |
| Calmar Ratio | 0.79 | 0.72 |
| Martin Ratio | 2.18 | 3.39 |
| Ulcer Index | 31.48% | 18.40% |
| Daily Std Dev | 73.55% | 69.59% |
| Max Drawdown | -87.04% | -90.91% |
| Current Drawdown | -69.28% | -77.23% |
Fundamentals
| ULCC | JBLU | |
|---|---|---|
| Market Cap | $1.50B | $2.19B |
| EPS | -$0.03 | -$2.48 |
| Total Revenue (TTM) | $3.66B | $9.33B |
| Gross Profit (TTM) | $294.00M | $911.00M |
| EBITDA (TTM) | $4.00M | $549.00M |
Correlation
The correlation between ULCC and JBLU is 0.63, 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.
Performance
ULCC vs. JBLU - Performance Comparison
In the year-to-date period, ULCC achieves a 23.26% return, which is significantly lower than JBLU's 28.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ULCC vs. JBLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Frontier Group Holdings, Inc. (ULCC) and JetBlue Airways Corporation (JBLU). 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.
Dividends
ULCC vs. JBLU - Dividend Comparison
Neither ULCC nor JBLU has paid dividends to shareholders.
Drawdowns
ULCC vs. JBLU - Drawdown Comparison
The maximum ULCC drawdown since its inception was -87.04%, roughly equal to the maximum JBLU drawdown of -90.91%. Use the drawdown chart below to compare losses from any high point for ULCC and JBLU. For additional features, visit the drawdowns tool.
Volatility
ULCC vs. JBLU - Volatility Comparison
The current volatility for Frontier Group Holdings, Inc. (ULCC) is 24.28%, while JetBlue Airways Corporation (JBLU) has a volatility of 27.41%. This indicates that ULCC experiences smaller price fluctuations and is considered to be less risky than JBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ULCC vs. JBLU - Financials Comparison
This section allows you to compare key financial metrics between Frontier Group Holdings, Inc. and JetBlue Airways Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities