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KNX vs. TFII.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KNX vs. TFII.TO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.65%
8.23%
KNX
TFII.TO

Returns By Period

In the year-to-date period, KNX achieves a -1.66% return, which is significantly lower than TFII.TO's 13.02% return. Over the past 10 years, KNX has underperformed TFII.TO with an annualized return of 6.76%, while TFII.TO has yielded a comparatively higher 23.97% annualized return.


KNX

YTD

-1.66%

1M

8.11%

6M

15.04%

1Y

10.40%

5Y (annualized)

9.79%

10Y (annualized)

6.76%

TFII.TO

YTD

13.02%

1M

4.70%

6M

12.05%

1Y

28.18%

5Y (annualized)

38.24%

10Y (annualized)

23.97%

Fundamentals


KNXTFII.TO
Market Cap$9.14BCA$17.35B
EPS$0.23CA$7.64
PE Ratio245.4326.83
Total Revenue (TTM)$7.48BCA$8.29B
Gross Profit (TTM)$775.67MCA$479.98M
EBITDA (TTM)$992.59MCA$792.59M

Key characteristics


KNXTFII.TO
Sharpe Ratio0.361.02
Sortino Ratio0.721.69
Omega Ratio1.081.21
Calmar Ratio0.391.47
Martin Ratio0.782.93
Ulcer Index12.89%9.47%
Daily Std Dev28.34%27.13%
Max Drawdown-60.91%-79.78%
Current Drawdown-9.40%-7.53%

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Correlation

-0.50.00.51.00.3

The correlation between KNX and TFII.TO is 0.30, 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

KNX vs. TFII.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight-Swift Transportation Holdings Inc. (KNX) and TFI International Inc. (TFII.TO). 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 0.34, compared to the broader market-4.00-2.000.002.004.000.340.90
The chart of Sortino ratio for KNX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.701.49
The chart of Omega ratio for KNX, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.19
The chart of Calmar ratio for KNX, currently valued at 0.37, compared to the broader market0.002.004.006.000.371.25
The chart of Martin ratio for KNX, currently valued at 0.73, compared to the broader market0.0010.0020.0030.000.732.43
KNX
TFII.TO

The current KNX Sharpe Ratio is 0.36, which is lower than the TFII.TO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KNX and TFII.TO, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.34
0.90
KNX
TFII.TO

Dividends

KNX vs. TFII.TO - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.10%, more than TFII.TO's 0.79% yield.


TTM20232022202120202019201820172016201520142013
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%
TFII.TO
TFI International Inc.
0.79%0.80%0.86%0.68%1.63%2.24%2.46%2.37%2.01%2.88%2.04%2.12%

Drawdowns

KNX vs. TFII.TO - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, smaller than the maximum TFII.TO drawdown of -79.78%. Use the drawdown chart below to compare losses from any high point for KNX and TFII.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-9.40%
-10.95%
KNX
TFII.TO

Volatility

KNX vs. TFII.TO - Volatility Comparison

The current volatility for Knight-Swift Transportation Holdings Inc. (KNX) is 10.45%, while TFI International Inc. (TFII.TO) has a volatility of 11.86%. This indicates that KNX experiences smaller price fluctuations and is considered to be less risky than TFII.TO 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
10.45%
11.86%
KNX
TFII.TO

Financials

KNX vs. TFII.TO - Financials Comparison

This section allows you to compare key financial metrics between Knight-Swift Transportation Holdings Inc. and TFI International 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


Please note, different currencies. KNX values in USD, TFII.TO values in CAD