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AMS.MC vs. ODFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AMS.MC vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amadeus IT Group S.A (AMS.MC) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

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AMS.MC vs. ODFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMS.MC
Amadeus IT Group S.A
-20.50%-6.00%7.22%35.15%-18.59%0.13%-17.58%21.80%2.99%41.98%
ODFL
Old Dominion Freight Line, Inc.
28.74%-21.10%-6.73%39.15%-15.55%97.92%42.05%57.84%-1.36%35.17%
Different Trading Currencies

AMS.MC is traded in EUR, while ODFL is traded in USD. To make them comparable, the ODFL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMS.MC achieves a -20.50% return, which is significantly lower than ODFL's 28.74% return. Over the past 10 years, AMS.MC has underperformed ODFL with an annualized return of 4.04%, while ODFL has yielded a comparatively higher 24.41% annualized return.


AMS.MC

1D
0.47%
1M
-0.88%
YTD
-20.50%
6M
-26.18%
1Y
-30.55%
3Y*
-5.06%
5Y*
-2.77%
10Y*
4.04%

ODFL

1D
-0.37%
1M
-4.03%
YTD
28.74%
6M
43.54%
1Y
10.02%
3Y*
4.42%
5Y*
11.19%
10Y*
24.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AMS.MC vs. ODFL — Risk / Return Rank

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

AMS.MC
AMS.MC Risk / Return Rank: 1010
Overall Rank
AMS.MC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AMS.MC Sortino Ratio Rank: 44
Sortino Ratio Rank
AMS.MC Omega Ratio Rank: 66
Omega Ratio Rank
AMS.MC Calmar Ratio Rank: 2222
Calmar Ratio Rank
AMS.MC Martin Ratio Rank: 1515
Martin Ratio Rank

ODFL
ODFL Risk / Return Rank: 5252
Overall Rank
ODFL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 5050
Sortino Ratio Rank
ODFL Omega Ratio Rank: 4949
Omega Ratio Rank
ODFL Calmar Ratio Rank: 5656
Calmar Ratio Rank
ODFL Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMS.MC vs. ODFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amadeus IT Group S.A (AMS.MC) and Old Dominion Freight Line, Inc. (ODFL). 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.


AMS.MCODFLDifference

Sharpe ratio

Return per unit of total volatility

-1.14

0.23

-1.37

Sortino ratio

Return per unit of downside risk

-1.57

0.65

-2.22

Omega ratio

Gain probability vs. loss probability

0.81

1.08

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.55

0.38

-0.93

Martin ratio

Return relative to average drawdown

-1.27

0.71

-1.98

AMS.MC vs. ODFL - Sharpe Ratio Comparison

The current AMS.MC Sharpe Ratio is -1.14, which is lower than the ODFL Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of AMS.MC and ODFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMS.MCODFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

0.23

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.31

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.74

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.64

-0.25

Correlation

The correlation between AMS.MC and ODFL is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AMS.MC vs. ODFL - Dividend Comparison

AMS.MC's dividend yield for the trailing twelve months is around 2.87%, more than ODFL's 0.57% yield.


TTM20252024202320222021202020192018201720162015
AMS.MC
Amadeus IT Group S.A
2.87%2.21%1.82%1.14%0.00%0.00%0.94%1.61%1.87%1.56%1.80%1.72%
ODFL
Old Dominion Freight Line, Inc.
0.57%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%0.00%0.00%

Drawdowns

AMS.MC vs. ODFL - Drawdown Comparison

The maximum AMS.MC drawdown since its inception was -55.98%, which is greater than ODFL's maximum drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for AMS.MC and ODFL.


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Drawdown Indicators


AMS.MCODFLDifference

Max Drawdown

Largest peak-to-trough decline

-55.98%

-66.29%

+10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-36.52%

-28.01%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-45.18%

+8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-55.98%

-45.18%

-10.80%

Current Drawdown

Current decline from peak

-34.30%

-13.76%

-20.54%

Average Drawdown

Average peak-to-trough decline

-13.64%

-19.15%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.83%

13.32%

+2.51%

Volatility

AMS.MC vs. ODFL - Volatility Comparison

The current volatility for Amadeus IT Group S.A (AMS.MC) is 6.56%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 12.92%. This indicates that AMS.MC experiences smaller price fluctuations and is considered to be less risky than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMS.MCODFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

12.92%

-6.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.02%

29.04%

-9.02%

Volatility (1Y)

Calculated over the trailing 1-year period

26.61%

44.20%

-17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

35.72%

-9.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.40%

33.21%

-3.81%

Financials

AMS.MC vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Amadeus IT Group S.A and Old Dominion Freight Line, 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


Please note, different currencies. AMS.MC values in EUR, ODFL values in USD