PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JBHT vs. ODFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


JBHTODFL
YTD Return-17.44%-9.40%
1Y Return-5.09%14.89%
3Y Return (Ann)-1.04%12.37%
5Y Return (Ann)12.33%29.68%
10Y Return (Ann)8.98%25.21%
Sharpe Ratio-0.210.53
Daily Std Dev25.74%31.80%
Max Drawdown-71.56%-66.29%
Current Drawdown-24.78%-18.38%

Fundamentals


JBHTODFL
Market Cap$16.72B$39.69B
EPS$6.30$5.67
PE Ratio25.7232.17
PEG Ratio2.042.84
Revenue (TTM)$12.54B$5.88B
Gross Profit (TTM)$2.58B$2.49B
EBITDA (TTM)$1.66B$1.97B

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.

Performance

JBHT vs. ODFL - Performance Comparison

In the year-to-date period, JBHT achieves a -17.44% return, which is significantly lower than ODFL's -9.40% return. Over the past 10 years, JBHT has underperformed ODFL with an annualized return of 8.98%, while ODFL has yielded a comparatively higher 25.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%20,000.00%30,000.00%40,000.00%December2024FebruaryMarchAprilMay
5,103.96%
32,962.92%
JBHT
ODFL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


J.B. Hunt Transport Services, Inc.

Old Dominion Freight Line, Inc.

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.


JBHT
Sharpe ratio
The chart of Sharpe ratio for JBHT, currently valued at -0.21, compared to the broader market-2.00-1.000.001.002.003.004.00-0.21
Sortino ratio
The chart of Sortino ratio for JBHT, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.11
Omega ratio
The chart of Omega ratio for JBHT, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for JBHT, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for JBHT, currently valued at -0.53, compared to the broader market-10.000.0010.0020.0030.00-0.53
ODFL
Sharpe ratio
The chart of Sharpe ratio for ODFL, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.004.000.53
Sortino ratio
The chart of Sortino ratio for ODFL, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90
Omega ratio
The chart of Omega ratio for ODFL, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for ODFL, currently valued at 0.86, compared to the broader market0.002.004.006.000.86
Martin ratio
The chart of Martin ratio for ODFL, currently valued at 2.41, compared to the broader market-10.000.0010.0020.0030.002.41

JBHT vs. ODFL - Sharpe Ratio Comparison

The current JBHT Sharpe Ratio is -0.21, which is lower than the ODFL Sharpe Ratio of 0.53. The chart below compares the 12-month rolling Sharpe Ratio of JBHT and ODFL.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
-0.21
0.53
JBHT
ODFL

Dividends

JBHT vs. ODFL - Dividend Comparison

JBHT's dividend yield for the trailing twelve months is around 1.03%, more than ODFL's 0.47% yield.


TTM20232022202120202019201820172016201520142013
JBHT
J.B. Hunt Transport Services, Inc.
1.03%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.
0.47%0.39%0.42%0.22%0.31%0.36%0.42%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 -66.29%. Use the drawdown chart below to compare losses from any high point for JBHT and ODFL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-24.78%
-18.38%
JBHT
ODFL

Volatility

JBHT vs. ODFL - Volatility Comparison

The current volatility for J.B. Hunt Transport Services, Inc. (JBHT) is 9.66%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 16.13%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
9.66%
16.13%
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