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JBHT vs. KNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JBHT and KNX is 0.50, 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.


-0.50.00.51.00.5

Performance

JBHT vs. KNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.B. Hunt Transport Services, Inc. (JBHT) and Knight-Swift Transportation Holdings Inc. (KNX). The values are adjusted to include any dividend payments, if applicable.

3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%6,000.00%6,500.00%JulyAugustSeptemberOctoberNovemberDecember
5,364.67%
3,446.80%
JBHT
KNX

Key characteristics

Sharpe Ratio

JBHT:

-0.49

KNX:

-0.31

Sortino Ratio

JBHT:

-0.52

KNX:

-0.27

Omega Ratio

JBHT:

0.94

KNX:

0.97

Calmar Ratio

JBHT:

-0.45

KNX:

-0.34

Martin Ratio

JBHT:

-0.69

KNX:

-0.67

Ulcer Index

JBHT:

19.00%

KNX:

13.04%

Daily Std Dev

JBHT:

26.73%

KNX:

28.15%

Max Drawdown

JBHT:

-71.56%

KNX:

-60.91%

Current Drawdown

JBHT:

-21.61%

KNX:

-15.96%

Fundamentals

Market Cap

JBHT:

$17.88B

KNX:

$8.73B

EPS

JBHT:

$5.50

KNX:

$0.23

PE Ratio

JBHT:

32.24

KNX:

234.52

PEG Ratio

JBHT:

2.57

KNX:

1.03

Total Revenue (TTM)

JBHT:

$12.24B

KNX:

$7.48B

Gross Profit (TTM)

JBHT:

$1.46B

KNX:

$775.67M

EBITDA (TTM)

JBHT:

$1.58B

KNX:

$968.81M

Returns By Period

In the year-to-date period, JBHT achieves a -13.97% return, which is significantly lower than KNX's -8.78% return. Over the past 10 years, JBHT has outperformed KNX with an annualized return of 8.22%, while KNX has yielded a comparatively lower 5.17% annualized return.


JBHT

YTD

-13.97%

1M

-6.25%

6M

9.52%

1Y

-14.35%

5Y*

8.80%

10Y*

8.22%

KNX

YTD

-8.78%

1M

-6.98%

6M

8.09%

1Y

-10.53%

5Y*

8.77%

10Y*

5.17%

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

JBHT vs. KNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.B. Hunt Transport Services, Inc. (JBHT) and Knight-Swift Transportation Holdings Inc. (KNX). 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 JBHT, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.49-0.31
The chart of Sortino ratio for JBHT, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.52-0.27
The chart of Omega ratio for JBHT, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.97
The chart of Calmar ratio for JBHT, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.34
The chart of Martin ratio for JBHT, currently valued at -0.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.69-0.67
JBHT
KNX

The current JBHT Sharpe Ratio is -0.49, which is lower than the KNX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of JBHT and KNX, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.49
-0.31
JBHT
KNX

Dividends

JBHT vs. KNX - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 1.01%, less than KNX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
JBHT
J.B. Hunt Transport Services, Inc.
1.01%0.84%0.92%0.58%0.79%0.89%1.03%0.80%0.91%1.15%0.95%0.58%
KNX
Knight-Swift Transportation Holdings Inc.
1.23%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%1.31%

Drawdowns

JBHT vs. KNX - Drawdown Comparison

The maximum JBHT drawdown since its inception was -71.56%, which is greater than KNX's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for JBHT and KNX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-21.61%
-15.96%
JBHT
KNX

Volatility

JBHT vs. KNX - Volatility Comparison

J.B. Hunt Transport Services, Inc. (JBHT) and Knight-Swift Transportation Holdings Inc. (KNX) have volatilities of 6.59% and 6.62%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
6.62%
JBHT
KNX

Financials

JBHT vs. KNX - Financials Comparison

This section allows you to compare key financial metrics between J.B. Hunt Transport Services, Inc. and Knight-Swift Transportation 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
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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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