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ULCC vs. JBLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.6

Performance

ULCC vs. JBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Group Holdings, Inc. (ULCC) and JetBlue Airways Corporation (JBLU). The values are adjusted to include any dividend payments, if applicable.

-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-83.18%
-81.98%
ULCC
JBLU

Key characteristics

Sharpe Ratio

ULCC:

-0.66

JBLU:

-0.56

Sortino Ratio

ULCC:

-0.78

JBLU:

-0.42

Omega Ratio

ULCC:

0.91

JBLU:

0.94

Calmar Ratio

ULCC:

-0.59

JBLU:

-0.49

Martin Ratio

ULCC:

-1.57

JBLU:

-1.79

Ulcer Index

ULCC:

32.63%

JBLU:

24.51%

Daily Std Dev

ULCC:

77.57%

JBLU:

78.47%

Max Drawdown

ULCC:

-87.04%

JBLU:

-90.91%

Current Drawdown

ULCC:

-85.53%

JBLU:

-88.25%

Fundamentals

Market Cap

ULCC:

$721.74M

JBLU:

$1.30B

EPS

ULCC:

$0.37

JBLU:

-$2.30

PS Ratio

ULCC:

0.19

JBLU:

0.14

PB Ratio

ULCC:

1.19

JBLU:

0.49

Total Revenue (TTM)

ULCC:

$2.91B

JBLU:

$7.07B

Gross Profit (TTM)

ULCC:

$403.00M

JBLU:

$809.00M

EBITDA (TTM)

ULCC:

$85.00M

JBLU:

$669.00M

Returns By Period

The year-to-date returns for both investments are quite close, with ULCC having a -55.41% return and JBLU slightly higher at -53.31%.


ULCC

YTD

-55.41%

1M

-42.57%

6M

-54.65%

1Y

-54.45%

5Y*

N/A

10Y*

N/A

JBLU

YTD

-53.31%

1M

-33.15%

6M

-54.41%

1Y

-48.38%

5Y*

-15.76%

10Y*

-15.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ULCC vs. JBLU — Risk-Adjusted Performance Rank

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

ULCC
The Risk-Adjusted Performance Rank of ULCC is 1717
Overall Rank
The Sharpe Ratio Rank of ULCC is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ULCC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ULCC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ULCC is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ULCC is 99
Martin Ratio Rank

JBLU
The Risk-Adjusted Performance Rank of JBLU is 2121
Overall Rank
The Sharpe Ratio Rank of JBLU is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of JBLU is 2828
Sortino Ratio Rank
The Omega Ratio Rank of JBLU is 2727
Omega Ratio Rank
The Calmar Ratio Rank of JBLU is 2222
Calmar Ratio Rank
The Martin Ratio Rank of JBLU is 44
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ULCC, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00
ULCC: -0.66
JBLU: -0.56
The chart of Sortino ratio for ULCC, currently valued at -0.78, compared to the broader market-6.00-4.00-2.000.002.004.00
ULCC: -0.78
JBLU: -0.42
The chart of Omega ratio for ULCC, currently valued at 0.91, compared to the broader market0.501.001.502.00
ULCC: 0.91
JBLU: 0.94
The chart of Calmar ratio for ULCC, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
ULCC: -0.59
JBLU: -0.52
The chart of Martin ratio for ULCC, currently valued at -1.57, compared to the broader market-5.000.005.0010.0015.0020.00
ULCC: -1.57
JBLU: -1.79

The current ULCC Sharpe Ratio is -0.66, which is comparable to the JBLU Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of ULCC and JBLU, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.66
-0.56
ULCC
JBLU

Dividends

ULCC vs. JBLU - Dividend Comparison

Neither ULCC nor JBLU has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-85.53%
-82.73%
ULCC
JBLU

Volatility

ULCC vs. JBLU - Volatility Comparison

Frontier Group Holdings, Inc. (ULCC) and JetBlue Airways Corporation (JBLU) have volatilities of 34.33% and 35.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
34.33%
35.46%
ULCC
JBLU

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.


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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