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

Correlation

The correlation between KNX and WERN is 0.56, 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.


-0.50.00.51.00.6

Performance

KNX vs. WERN - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,446.80%
789.22%
KNX
WERN

Key characteristics

Sharpe Ratio

KNX:

-0.31

WERN:

-0.50

Sortino Ratio

KNX:

-0.27

WERN:

-0.62

Omega Ratio

KNX:

0.97

WERN:

0.94

Calmar Ratio

KNX:

-0.34

WERN:

-0.44

Martin Ratio

KNX:

-0.67

WERN:

-1.12

Ulcer Index

KNX:

13.04%

WERN:

11.63%

Daily Std Dev

KNX:

28.15%

WERN:

25.95%

Max Drawdown

KNX:

-60.91%

WERN:

-52.75%

Current Drawdown

KNX:

-15.96%

WERN:

-25.82%

Fundamentals

Market Cap

KNX:

$8.73B

WERN:

$2.36B

EPS

KNX:

$0.23

WERN:

$0.73

PE Ratio

KNX:

234.52

WERN:

52.40

PEG Ratio

KNX:

1.03

WERN:

2.07

Total Revenue (TTM)

KNX:

$7.48B

WERN:

$3.10B

Gross Profit (TTM)

KNX:

$775.67M

WERN:

$221.23M

EBITDA (TTM)

KNX:

$968.81M

WERN:

$377.04M

Returns By Period

In the year-to-date period, KNX achieves a -8.78% return, which is significantly higher than WERN's -14.52% return. Over the past 10 years, KNX has outperformed WERN with an annualized return of 5.17%, while WERN has yielded a comparatively lower 3.60% annualized return.


KNX

YTD

-8.78%

1M

-6.98%

6M

8.09%

1Y

-10.53%

5Y*

8.77%

10Y*

5.17%

WERN

YTD

-14.52%

1M

-8.91%

6M

0.87%

1Y

-15.02%

5Y*

1.03%

10Y*

3.60%

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Risk-Adjusted Performance

KNX vs. WERN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight-Swift Transportation Holdings Inc. (KNX) and Werner Enterprises, Inc. (WERN). 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 -0.31, compared to the broader market-4.00-2.000.002.00-0.31-0.50
The chart of Sortino ratio for KNX, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.27-0.62
The chart of Omega ratio for KNX, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.94
The chart of Calmar ratio for KNX, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.44
The chart of Martin ratio for KNX, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.67-1.12
KNX
WERN

The current KNX Sharpe Ratio is -0.31, which is higher than the WERN Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of KNX and WERN, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.50
KNX
WERN

Dividends

KNX vs. WERN - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.23%, less than WERN's 1.56% yield.


TTM20232022202120202019201820172016201520142013
KNX
Knight-Swift Transportation Holdings Inc.
1.23%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%1.31%
WERN
Werner Enterprises, Inc.
1.56%1.30%1.27%0.97%1.15%11.05%1.15%0.70%0.89%0.94%0.80%0.81%

Drawdowns

KNX vs. WERN - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, which is greater than WERN's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for KNX and WERN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.96%
-25.82%
KNX
WERN

Volatility

KNX vs. WERN - Volatility Comparison

Knight-Swift Transportation Holdings Inc. (KNX) has a higher volatility of 6.62% compared to Werner Enterprises, Inc. (WERN) at 6.18%. This indicates that KNX's price experiences larger fluctuations and is considered to be riskier than WERN 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%JulyAugustSeptemberOctoberNovemberDecember
6.62%
6.18%
KNX
WERN

Financials

KNX vs. WERN - Financials Comparison

This section allows you to compare key financial metrics between Knight-Swift Transportation Holdings Inc. and Werner Enterprises, 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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