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

Correlation

The correlation between ODFL and SAIA is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ODFL vs. SAIA - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%NovemberDecember2025FebruaryMarchApril
22,619.26%
2,317.86%
ODFL
SAIA

Key characteristics

Sharpe Ratio

ODFL:

-0.84

SAIA:

-0.81

Sortino Ratio

ODFL:

-1.05

SAIA:

-1.00

Omega Ratio

ODFL:

0.86

SAIA:

0.86

Calmar Ratio

ODFL:

-0.89

SAIA:

-0.94

Martin Ratio

ODFL:

-1.76

SAIA:

-1.67

Ulcer Index

ODFL:

17.28%

SAIA:

26.47%

Daily Std Dev

ODFL:

36.09%

SAIA:

54.58%

Max Drawdown

ODFL:

-66.29%

SAIA:

-80.35%

Current Drawdown

ODFL:

-34.23%

SAIA:

-46.79%

Fundamentals

Market Cap

ODFL:

$32.32B

SAIA:

$8.59B

EPS

ODFL:

$5.48

SAIA:

$13.51

PE Ratio

ODFL:

27.75

SAIA:

23.86

PEG Ratio

ODFL:

2.48

SAIA:

1.70

Total Revenue (TTM)

ODFL:

$4.35B

SAIA:

$2.45B

Gross Profit (TTM)

ODFL:

$1.52B

SAIA:

$450.51M

EBITDA (TTM)

ODFL:

$1.33B

SAIA:

$526.74M

Returns By Period

In the year-to-date period, ODFL achieves a -13.66% return, which is significantly higher than SAIA's -29.26% return. Over the past 10 years, ODFL has underperformed SAIA with an annualized return of 20.67%, while SAIA has yielded a comparatively higher 23.29% annualized return.


ODFL

YTD

-13.66%

1M

-13.86%

6M

-20.52%

1Y

-29.87%

5Y*

20.49%

10Y*

20.67%

SAIA

YTD

-29.26%

1M

-18.42%

6M

-24.70%

1Y

-43.61%

5Y*

38.03%

10Y*

23.29%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ODFL vs. SAIA — Risk-Adjusted Performance Rank

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

ODFL
The Risk-Adjusted Performance Rank of ODFL is 1010
Overall Rank
The Sharpe Ratio Rank of ODFL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 44
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 55
Martin Ratio Rank

SAIA
The Risk-Adjusted Performance Rank of SAIA is 1111
Overall Rank
The Sharpe Ratio Rank of SAIA is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SAIA is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SAIA is 22
Calmar Ratio Rank
The Martin Ratio Rank of SAIA is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ODFL vs. SAIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) and Saia, Inc. (SAIA). 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 ODFL, currently valued at -0.84, compared to the broader market-2.00-1.000.001.002.00
ODFL: -0.84
SAIA: -0.81
The chart of Sortino ratio for ODFL, currently valued at -1.05, compared to the broader market-6.00-4.00-2.000.002.004.00
ODFL: -1.05
SAIA: -1.00
The chart of Omega ratio for ODFL, currently valued at 0.86, compared to the broader market0.501.001.502.00
ODFL: 0.86
SAIA: 0.86
The chart of Calmar ratio for ODFL, currently valued at -0.89, compared to the broader market0.001.002.003.004.00
ODFL: -0.89
SAIA: -0.94
The chart of Martin ratio for ODFL, currently valued at -1.76, compared to the broader market-10.000.0010.0020.00
ODFL: -1.76
SAIA: -1.67

The current ODFL Sharpe Ratio is -0.84, which is comparable to the SAIA Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of ODFL and SAIA, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.84
-0.81
ODFL
SAIA

Dividends

ODFL vs. SAIA - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.70%, while SAIA has not paid dividends to shareholders.


TTM20242023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.70%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%
SAIA
Saia, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ODFL vs. SAIA - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.29%, smaller than the maximum SAIA drawdown of -80.35%. Use the drawdown chart below to compare losses from any high point for ODFL and SAIA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.23%
-46.79%
ODFL
SAIA

Volatility

ODFL vs. SAIA - Volatility Comparison

The current volatility for Old Dominion Freight Line, Inc. (ODFL) is 13.03%, while Saia, Inc. (SAIA) has a volatility of 18.90%. This indicates that ODFL experiences smaller price fluctuations and is considered to be less risky than SAIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.03%
18.90%
ODFL
SAIA

Financials

ODFL vs. SAIA - Financials Comparison

This section allows you to compare key financial metrics between Old Dominion Freight Line, Inc. and Saia, 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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