LSTR vs. SKYW

Last updated Apr 1, 2026

Compare and contrast key facts about Landstar System, Inc. (LSTR) and SkyWest, Inc. (SKYW).

Performance

LSTR vs. SKYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Landstar System, Inc. (LSTR) and SkyWest, Inc. (SKYW). The values are adjusted to include any dividend payments, if applicable.

LSTR vs. SKYW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSTR Landstar System, Inc.	13.37%	-14.42%	-9.66%	21.17%	-7.32%	35.59%	21.19%	19.77%	-6.24%	22.57%
SKYW SkyWest, Inc.	-8.54%	0.28%	91.82%	216.17%	-57.99%	-2.51%	-37.31%	46.54%	-15.60%	46.83%

Fundamentals

Market Cap LSTR : $5.48B SKYW : $3.79B
EPS LSTR : $3.33 SKYW : $10.35
PE Ratio LSTR : 48.17 SKYW : 8.88
PS Ratio LSTR : 1.17 SKYW : 0.94
Total Revenue (TTM) LSTR : $4.75B SKYW : $4.06B
Gross Profit (TTM) LSTR : $882.24M SKYW : $1.36B
EBITDA (TTM) LSTR : $197.14M SKYW : $980.30M

Returns By Period

In the year-to-date period, LSTR achieves a 13.37% return, which is significantly higher than SKYW's -8.54% return. Over the past 10 years, LSTR has underperformed SKYW with an annualized return of 11.48%, while SKYW has yielded a comparatively higher 16.99% annualized return.

LSTR

• 1D: 2.13%
• 1M: -1.62%
• YTD: 13.37%
• 6M: 33.36%
• 1Y: 9.47%
• 3Y*: -1.63%
• 5Y*: 1.08%
• 10Y*: 11.48%

SKYW

• 1D: 3.92%
• 1M: -11.77%
• YTD: -8.54%
• 6M: -8.74%
• 1Y: 5.10%
• 3Y*: 60.60%
• 5Y*: 10.77%
• 10Y*: 16.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LSTR vs. SKYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSTR

LSTR Risk / Return Rank: 51
LSTR Sharpe Ratio Rank: 51
LSTR Sortino Ratio Rank: 46
LSTR Omega Ratio Rank: 46
LSTR Calmar Ratio Rank: 56
LSTR Martin Ratio Rank: 54

SKYW

SKYW Risk / Return Rank: 44
SKYW Sharpe Ratio Rank: 46
SKYW Sortino Ratio Rank: 42
SKYW Omega Ratio Rank: 40
SKYW Calmar Ratio Rank: 45
SKYW Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSTR vs. SKYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Landstar System, Inc. (LSTR) and SkyWest, Inc. (SKYW). 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.

	LSTR	SKYW	Difference
Sharpe ratio Return per unit of total volatility	0.26	0.14	+0.13
Sortino ratio Return per unit of downside risk	0.60	0.48	+0.12
Omega ratio Gain probability vs. loss probability	1.08	1.06	+0.03
Calmar ratio Return relative to maximum drawdown	0.58	0.12	+0.46
Martin ratio Return relative to average drawdown	1.08	0.23	+0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSTR vs. SKYW - Sharpe Ratio Comparison

The current LSTR Sharpe Ratio is 0.26, which is higher than the SKYW Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LSTR and SKYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LSTR	SKYW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	0.14	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.25	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.33	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.25	+0.22

Correlation

The correlation between LSTR and SKYW 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.

Dividends

LSTR vs. SKYW - Dividend Comparison

LSTR's dividend yield for the trailing twelve months is around 2.25%, while SKYW has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSTR Landstar System, Inc.	2.25%	2.48%	1.97%	1.68%	1.90%	1.63%	2.07%	0.61%	2.23%	0.37%	0.40%	2.22%
SKYW SkyWest, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.35%	0.74%	0.90%	0.60%	0.52%	0.84%

Drawdowns

LSTR vs. SKYW - Drawdown Comparison

The maximum LSTR drawdown since its inception was -53.20%, smaller than the maximum SKYW drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for LSTR and SKYW.

Drawdown Indicators

	LSTR	SKYW	Difference
Max Drawdown Largest peak-to-trough decline	-53.20%	-81.77%	+28.57%
Max Drawdown (1Y) Largest decline over 1 year	-20.10%	-28.96%	+8.86%
Max Drawdown (5Y) Largest decline over 5 years	-38.75%	-73.41%	+34.66%
Max Drawdown (10Y) Largest decline over 10 years	-38.75%	-81.77%	+43.02%
Current Drawdown Current decline from peak	-17.05%	-25.78%	+8.73%
Average Drawdown Average peak-to-trough decline	-13.98%	-35.46%	+21.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.72%	14.92%	-4.20%

Volatility

LSTR vs. SKYW - Volatility Comparison

The current volatility for Landstar System, Inc. (LSTR) is 9.03%, while SkyWest, Inc. (SKYW) has a volatility of 11.29%. This indicates that LSTR experiences smaller price fluctuations and is considered to be less risky than SKYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSTR	SKYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.03%	11.29%	-2.26%
Volatility (6M) Calculated over the trailing 6-month period	28.58%	25.00%	+3.58%
Volatility (1Y) Calculated over the trailing 1-year period	36.32%	37.88%	-1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.35%	43.27%	-15.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.14%	51.59%	-24.45%

Financials

LSTR vs. SKYW - Profitability Comparison

The chart below illustrates the profitability comparison between Landstar System, Inc. and SkyWest, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LSTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Landstar System, Inc. reported a gross profit of 261.89M and revenue of 1.17B. Therefore, the gross margin over that period was 22.3%.

SKYW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, SkyWest, Inc. reported a gross profit of 624.32M and revenue of 1.02B. Therefore, the gross margin over that period was 60.9%.

LSTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Landstar System, Inc. reported an operating income of 2.74M and revenue of 1.17B, resulting in an operating margin of 0.2%.

SKYW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, SkyWest, Inc. reported an operating income of 134.20M and revenue of 1.02B, resulting in an operating margin of 13.1%.

LSTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Landstar System, Inc. reported a net income of 23.94M and revenue of 1.17B, resulting in a net margin of 2.0%.

SKYW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, SkyWest, Inc. reported a net income of 91.16M and revenue of 1.02B, resulting in a net margin of 8.9%.