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AMS.MC vs. ODFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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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 -13.34% return, which is significantly lower than ODFL's 58.16% return. Over the past 10 years, AMS.MC has underperformed ODFL with an annualized return of 4.19%, while ODFL has yielded a comparatively higher 28.18% annualized return.


AMS.MC

1D
2.54%
1M
7.61%
YTD
-13.34%
6M
-11.05%
1Y
-25.92%
3Y*
-5.62%
5Y*
-1.47%
10Y*
4.19%

ODFL

1D
-0.41%
1M
23.45%
YTD
58.16%
6M
58.41%
1Y
51.89%
3Y*
14.20%
5Y*
15.07%
10Y*
28.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMS.MC vs. ODFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMS.MC
Amadeus IT Group S.A
-13.34%-6.00%7.22%35.15%-18.59%0.13%-17.58%21.80%2.99%41.98%
ODFL
Old Dominion Freight Line, Inc.
58.16%-21.10%-6.73%39.15%-15.55%97.92%42.05%57.84%-1.36%35.17%

Correlation

The correlation between AMS.MC and ODFL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2010

0.17

The correlation between AMS.MC and ODFL shifts across timeframes, from 0.13 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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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: 66
Sharpe Ratio Rank
AMS.MC Sortino Ratio Rank: 88
Sortino Ratio Rank
AMS.MC Omega Ratio Rank: 1010
Omega Ratio Rank
AMS.MC Calmar Ratio Rank: 1616
Calmar Ratio Rank
AMS.MC Martin Ratio Rank: 1313
Martin Ratio Rank

ODFL
ODFL Risk / Return Rank: 7575
Overall Rank
ODFL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 7474
Sortino Ratio Rank
ODFL Omega Ratio Rank: 7373
Omega Ratio Rank
ODFL Calmar Ratio Rank: 7575
Calmar Ratio Rank
ODFL Martin Ratio Rank: 7474
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 ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

0.85

1.25

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.69

2.06

-2.75

Martin ratioReturn relative to average drawdown

-1.26

4.45

-5.71

AMS.MC vs. ODFL - Sharpe Ratio Comparison

The current AMS.MC Sharpe Ratio is -0.95, which is lower than the ODFL Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AMS.MC and ODFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMS.MCODFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

1.36

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.42

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.85

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.69

-0.28

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%

-49.34%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-36.52%

-25.33%

-11.19%

Max Drawdown (3Y)

Largest decline over 3 years

-36.52%

-49.34%

+12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-49.34%

+12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-55.98%

-49.34%

-6.64%

Current Drawdown

Current decline from peak

-28.38%

-2.16%

-26.22%

Average Drawdown

Average peak-to-trough decline

-13.82%

-11.39%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.05%

11.69%

+8.36%

Volatility

AMS.MC vs. ODFL - Volatility Comparison

Amadeus IT Group S.A (AMS.MC) and Old Dominion Freight Line, Inc. (ODFL) have volatilities of 8.82% and 8.70%, 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.


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Volatility by Period


AMS.MCODFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

8.70%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

22.54%

29.22%

-6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.49%

38.29%

-11.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

36.21%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

33.36%

-3.69%

Dividends

AMS.MC vs. ODFL - Dividend Comparison

AMS.MC's dividend yield for the trailing twelve months is around 2.63%, more than ODFL's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
AMS.MC
Amadeus IT Group S.A
2.63%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.
0.47%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%0.00%0.00%

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

Frequently Asked Questions


AMS.MC and ODFL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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