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

Correlation

The correlation between KNX and ODFL is 0.42, 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.


-0.50.00.51.00.4

Performance

KNX vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knight-Swift Transportation Holdings Inc. (KNX) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.46%
10.08%
KNX
ODFL

Key characteristics

Sharpe Ratio

KNX:

-0.22

ODFL:

-0.06

Sortino Ratio

KNX:

-0.12

ODFL:

0.15

Omega Ratio

KNX:

0.99

ODFL:

1.02

Calmar Ratio

KNX:

-0.24

ODFL:

-0.08

Martin Ratio

KNX:

-0.47

ODFL:

-0.15

Ulcer Index

KNX:

13.00%

ODFL:

12.50%

Daily Std Dev

KNX:

28.37%

ODFL:

33.25%

Max Drawdown

KNX:

-60.91%

ODFL:

-66.30%

Current Drawdown

KNX:

-15.10%

ODFL:

-17.18%

Fundamentals

Market Cap

KNX:

$8.73B

ODFL:

$42.48B

EPS

KNX:

$0.23

ODFL:

$5.73

PE Ratio

KNX:

234.52

ODFL:

34.73

PEG Ratio

KNX:

1.03

ODFL:

2.97

Total Revenue (TTM)

KNX:

$7.48B

ODFL:

$5.92B

Gross Profit (TTM)

KNX:

$775.67M

ODFL:

$2.09B

EBITDA (TTM)

KNX:

$968.81M

ODFL:

$1.98B

Returns By Period

In the year-to-date period, KNX achieves a -7.85% return, which is significantly lower than ODFL's -4.88% return. Over the past 10 years, KNX has underperformed ODFL with an annualized return of 5.68%, while ODFL has yielded a comparatively higher 22.71% annualized return.


KNX

YTD

-7.85%

1M

-6.35%

6M

12.55%

1Y

-9.06%

5Y*

9.00%

10Y*

5.68%

ODFL

YTD

-4.88%

1M

-10.28%

6M

10.94%

1Y

-3.87%

5Y*

25.64%

10Y*

22.71%

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Risk-Adjusted Performance

KNX vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight-Swift Transportation Holdings Inc. (KNX) 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 KNX, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.22-0.06
The chart of Sortino ratio for KNX, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.120.15
The chart of Omega ratio for KNX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.02
The chart of Calmar ratio for KNX, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24-0.08
The chart of Martin ratio for KNX, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.47-0.15
KNX
ODFL

The current KNX Sharpe Ratio is -0.22, which is lower than the ODFL Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of KNX 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-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
-0.22
-0.06
KNX
ODFL

Dividends

KNX vs. ODFL - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.22%, more than ODFL's 0.54% yield.


TTM20232022202120202019201820172016201520142013
KNX
Knight-Swift Transportation Holdings Inc.
1.22%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%1.31%
ODFL
Old Dominion Freight Line, Inc.
0.54%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%

Drawdowns

KNX vs. ODFL - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, smaller than the maximum ODFL drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for KNX and ODFL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.10%
-17.18%
KNX
ODFL

Volatility

KNX vs. ODFL - Volatility Comparison

The current volatility for Knight-Swift Transportation Holdings Inc. (KNX) is 6.69%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 7.85%. This indicates that KNX 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%JulyAugustSeptemberOctoberNovemberDecember
6.69%
7.85%
KNX
ODFL

Financials

KNX vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Knight-Swift Transportation Holdings 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
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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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