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

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.67%
16.73%
JBHT
KNX

Returns By Period

In the year-to-date period, JBHT achieves a -7.01% return, which is significantly lower than KNX's -1.60% return. Over the past 10 years, JBHT has outperformed KNX with an annualized return of 9.53%, while KNX has yielded a comparatively lower 6.74% annualized return.


JBHT

YTD

-7.01%

1M

4.27%

6M

12.67%

1Y

4.30%

5Y (annualized)

10.78%

10Y (annualized)

9.53%

KNX

YTD

-1.60%

1M

8.18%

6M

16.73%

1Y

10.47%

5Y (annualized)

10.38%

10Y (annualized)

6.74%

Fundamentals


JBHTKNX
Market Cap$19.41B$9.14B
EPS$5.50$0.23
PE Ratio35.01245.43
PEG Ratio2.861.12
Total Revenue (TTM)$12.24B$7.48B
Gross Profit (TTM)$1.46B$775.67M
EBITDA (TTM)$1.58B$992.59M

Key characteristics


JBHTKNX
Sharpe Ratio0.150.36
Sortino Ratio0.390.72
Omega Ratio1.051.08
Calmar Ratio0.140.39
Martin Ratio0.220.79
Ulcer Index18.33%12.89%
Daily Std Dev26.73%28.35%
Max Drawdown-71.56%-60.91%
Current Drawdown-15.27%-9.35%

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Correlation

-0.50.00.51.00.5

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.

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 0.15, compared to the broader market-4.00-2.000.002.004.000.150.36
The chart of Sortino ratio for JBHT, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.390.72
The chart of Omega ratio for JBHT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.08
The chart of Calmar ratio for JBHT, currently valued at 0.14, compared to the broader market0.002.004.006.000.140.39
The chart of Martin ratio for JBHT, currently valued at 0.22, compared to the broader market-10.000.0010.0020.0030.000.220.79
JBHT
KNX

The current JBHT Sharpe Ratio is 0.15, which is lower than the KNX Sharpe Ratio of 0.36. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.15
0.36
JBHT
KNX

Dividends

JBHT vs. KNX - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 0.93%, less than KNX's 1.10% yield.


TTM20232022202120202019201820172016201520142013
JBHT
J.B. Hunt Transport Services, Inc.
0.93%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.
1.10%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%JuneJulyAugustSeptemberOctoberNovember
-15.27%
-9.35%
JBHT
KNX

Volatility

JBHT vs. KNX - Volatility Comparison

The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 8.01%, while Knight-Swift Transportation Holdings Inc. (KNX) has a volatility of 10.46%. This indicates that JBHT experiences smaller price fluctuations and is considered to be less risky than KNX 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%JuneJulyAugustSeptemberOctoberNovember
8.01%
10.46%
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