PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ULCC vs. UAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ULCC and UAL is 0.62, 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.


-0.50.00.51.00.6

Performance

ULCC vs. UAL - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
155.02%
149.68%
ULCC
UAL

Key characteristics

Sharpe Ratio

ULCC:

0.26

UAL:

3.48

Sortino Ratio

ULCC:

0.89

UAL:

4.46

Omega Ratio

ULCC:

1.11

UAL:

1.53

Calmar Ratio

ULCC:

0.21

UAL:

2.47

Martin Ratio

ULCC:

0.56

UAL:

14.99

Ulcer Index

ULCC:

32.44%

UAL:

10.04%

Daily Std Dev

ULCC:

70.66%

UAL:

43.23%

Max Drawdown

ULCC:

-87.04%

UAL:

-93.50%

Current Drawdown

ULCC:

-59.61%

UAL:

-5.66%

Fundamentals

Market Cap

ULCC:

$1.99B

UAL:

$34.29B

EPS

ULCC:

$0.37

UAL:

$9.77

PE Ratio

ULCC:

23.92

UAL:

10.67

Total Revenue (TTM)

ULCC:

$2.77B

UAL:

$57.06B

Gross Profit (TTM)

ULCC:

$258.00M

UAL:

$17.14B

EBITDA (TTM)

ULCC:

$6.00M

UAL:

$7.81B

Returns By Period

In the year-to-date period, ULCC achieves a 24.47% return, which is significantly higher than UAL's 7.37% return.


ULCC

YTD

24.47%

1M

3.15%

6M

152.86%

1Y

10.90%

5Y*

N/A

10Y*

N/A

UAL

YTD

7.37%

1M

-2.91%

6M

146.19%

1Y

148.30%

5Y*

5.62%

10Y*

4.38%

*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. UAL — 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 5353
Overall Rank
The Sharpe Ratio Rank of ULCC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ULCC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ULCC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ULCC is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ULCC is 5151
Martin Ratio Rank

UAL
The Risk-Adjusted Performance Rank of UAL is 9595
Overall Rank
The Sharpe Ratio Rank of UAL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of UAL is 9797
Sortino Ratio Rank
The Omega Ratio Rank of UAL is 9595
Omega Ratio Rank
The Calmar Ratio Rank of UAL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of UAL is 9595
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. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Group Holdings, Inc. (ULCC) and United Airlines Holdings, Inc. (UAL). 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 0.26, compared to the broader market-2.000.002.004.000.263.48
The chart of Sortino ratio for ULCC, currently valued at 0.89, compared to the broader market-6.00-4.00-2.000.002.004.006.000.894.46
The chart of Omega ratio for ULCC, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.53
The chart of Calmar ratio for ULCC, currently valued at 0.21, compared to the broader market0.002.004.006.000.214.05
The chart of Martin ratio for ULCC, currently valued at 0.56, compared to the broader market-10.000.0010.0020.0030.000.5614.99
ULCC
UAL

The current ULCC Sharpe Ratio is 0.26, which is lower than the UAL Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of ULCC and UAL, 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.26
3.48
ULCC
UAL

Dividends

ULCC vs. UAL - Dividend Comparison

Neither ULCC nor UAL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULCC vs. UAL - Drawdown Comparison

The maximum ULCC drawdown since its inception was -87.04%, smaller than the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for ULCC and UAL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-59.61%
-5.66%
ULCC
UAL

Volatility

ULCC vs. UAL - Volatility Comparison

Frontier Group Holdings, Inc. (ULCC) has a higher volatility of 23.56% compared to United Airlines Holdings, Inc. (UAL) at 10.87%. This indicates that ULCC's price experiences larger fluctuations and is considered to be riskier than UAL 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%SeptemberOctoberNovemberDecember2025February
23.56%
10.87%
ULCC
UAL

Financials

ULCC vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between Frontier Group Holdings, Inc. and United Airlines Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab