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DSG.TO vs. ODFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DSG.TO and ODFL is 0.19, 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.


-0.50.00.51.00.2

Performance

DSG.TO vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Descartes Systems Group Inc. (DSG.TO) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
12.39%
-11.24%
DSG.TO
ODFL

Key characteristics

Sharpe Ratio

DSG.TO:

1.62

ODFL:

-0.39

Sortino Ratio

DSG.TO:

2.14

ODFL:

-0.32

Omega Ratio

DSG.TO:

1.29

ODFL:

0.96

Calmar Ratio

DSG.TO:

3.39

ODFL:

-0.54

Martin Ratio

DSG.TO:

10.05

ODFL:

-0.93

Ulcer Index

DSG.TO:

3.86%

ODFL:

14.58%

Daily Std Dev

DSG.TO:

23.89%

ODFL:

34.86%

Max Drawdown

DSG.TO:

-99.00%

ODFL:

-66.30%

Current Drawdown

DSG.TO:

-9.15%

ODFL:

-22.10%

Fundamentals

Market Cap

DSG.TO:

CA$13.63B

ODFL:

$38.52B

EPS

DSG.TO:

CA$2.25

ODFL:

$5.48

PE Ratio

DSG.TO:

70.80

ODFL:

32.92

PEG Ratio

DSG.TO:

2.51

ODFL:

3.60

Total Revenue (TTM)

DSG.TO:

CA$483.53M

ODFL:

$5.81B

Gross Profit (TTM)

DSG.TO:

CA$364.41M

ODFL:

$2.94B

EBITDA (TTM)

DSG.TO:

CA$126.13M

ODFL:

$1.81B

Returns By Period

In the year-to-date period, DSG.TO achieves a -2.52% return, which is significantly lower than ODFL's 2.27% return. Over the past 10 years, DSG.TO has outperformed ODFL with an annualized return of 23.64%, while ODFL has yielded a comparatively lower 21.78% annualized return.


DSG.TO

YTD

-2.52%

1M

-7.95%

6M

18.35%

1Y

37.13%

5Y*

21.83%

10Y*

23.64%

ODFL

YTD

2.27%

1M

-4.44%

6M

-11.24%

1Y

-16.99%

5Y*

19.99%

10Y*

21.78%

*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

DSG.TO vs. ODFL — Risk-Adjusted Performance Rank

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

DSG.TO
The Risk-Adjusted Performance Rank of DSG.TO is 8888
Overall Rank
The Sharpe Ratio Rank of DSG.TO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DSG.TO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DSG.TO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DSG.TO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DSG.TO is 9292
Martin Ratio Rank

ODFL
The Risk-Adjusted Performance Rank of ODFL is 2323
Overall Rank
The Sharpe Ratio Rank of ODFL is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 2525
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.

DSG.TO vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSG.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for DSG.TO, currently valued at 1.26, compared to the broader market-2.000.002.001.26-0.47
The chart of Sortino ratio for DSG.TO, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.006.001.72-0.45
The chart of Omega ratio for DSG.TO, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.94
The chart of Calmar ratio for DSG.TO, currently valued at 3.10, compared to the broader market0.002.004.006.003.10-0.65
The chart of Martin ratio for DSG.TO, currently valued at 7.39, compared to the broader market-10.000.0010.0020.0030.007.39-1.09
DSG.TO
ODFL

The current DSG.TO Sharpe Ratio is 1.62, which is higher than the ODFL Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of DSG.TO 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.26
-0.47
DSG.TO
ODFL

Dividends

DSG.TO vs. ODFL - Dividend Comparison

DSG.TO has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017
DSG.TO
The Descartes Systems Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.58%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%

Drawdowns

DSG.TO vs. ODFL - Drawdown Comparison

The maximum DSG.TO drawdown since its inception was -99.00%, which is greater than ODFL's maximum drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for DSG.TO and ODFL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.58%
-22.10%
DSG.TO
ODFL

Volatility

DSG.TO vs. ODFL - Volatility Comparison

The current volatility for The Descartes Systems Group Inc. (DSG.TO) is 7.96%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 13.20%. This indicates that DSG.TO 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.96%
13.20%
DSG.TO
ODFL

Financials

DSG.TO vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between The Descartes Systems Group Inc. 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. DSG.TO values in CAD, ODFL values in USD
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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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