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

Performance

JBHT vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.B. Hunt Transport Services, Inc. (JBHT) 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%30.00%JuneJulyAugustSeptemberOctoberNovember
12.67%
19.91%
JBHT
ODFL

Returns By Period

In the year-to-date period, JBHT achieves a -7.01% return, which is significantly lower than ODFL's 6.01% return. Over the past 10 years, JBHT has underperformed ODFL with an annualized return of 9.53%, while ODFL has yielded a comparatively higher 23.90% annualized return.


JBHT

YTD

-7.01%

1M

4.27%

6M

12.67%

1Y

4.30%

5Y (annualized)

10.78%

10Y (annualized)

9.53%

ODFL

YTD

6.01%

1M

7.24%

6M

19.91%

1Y

7.56%

5Y (annualized)

28.03%

10Y (annualized)

23.90%

Fundamentals


JBHTODFL
Market Cap$19.41B$48.32B
EPS$5.50$5.73
PE Ratio35.0139.50
PEG Ratio2.863.17
Total Revenue (TTM)$12.24B$5.92B
Gross Profit (TTM)$1.46B$2.07B
EBITDA (TTM)$1.58B$1.90B

Key characteristics


JBHTODFL
Sharpe Ratio0.150.24
Sortino Ratio0.390.55
Omega Ratio1.051.07
Calmar Ratio0.140.33
Martin Ratio0.220.66
Ulcer Index18.33%12.23%
Daily Std Dev26.73%33.64%
Max Drawdown-71.56%-66.28%
Current Drawdown-15.27%-7.70%

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Correlation

-0.50.00.51.00.4

The correlation between JBHT and ODFL is 0.39, 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.

Risk-Adjusted Performance

JBHT vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.B. Hunt Transport Services, Inc. (JBHT) 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 JBHT, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.150.24
The chart of Sortino ratio for JBHT, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.390.55
The chart of Omega ratio for JBHT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.07
The chart of Calmar ratio for JBHT, currently valued at 0.14, compared to the broader market0.002.004.006.000.140.33
The chart of Martin ratio for JBHT, currently valued at 0.22, compared to the broader market-10.000.0010.0020.0030.000.220.66
JBHT
ODFL

The current JBHT Sharpe Ratio is 0.15, which is lower than the ODFL Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JBHT 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.15
0.24
JBHT
ODFL

Dividends

JBHT vs. ODFL - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 0.93%, more than ODFL's 0.46% 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%
ODFL
Old Dominion Freight Line, Inc.
0.46%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%

Drawdowns

JBHT vs. ODFL - Drawdown Comparison

The maximum JBHT drawdown since its inception was -71.56%, which is greater than ODFL's maximum drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for JBHT and ODFL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.27%
-7.70%
JBHT
ODFL

Volatility

JBHT vs. ODFL - Volatility Comparison

The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 8.01%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 14.62%. This indicates that JBHT 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%16.00%JuneJulyAugustSeptemberOctoberNovember
8.01%
14.62%
JBHT
ODFL

Financials

JBHT vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between J.B. Hunt Transport Services, 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


Values in USD except per share items