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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.91%
30.10%
ODFL
SAIA

Returns By Period

In the year-to-date period, ODFL achieves a 6.01% return, which is significantly lower than SAIA's 18.24% return. Over the past 10 years, ODFL has underperformed SAIA with an annualized return of 23.90%, while SAIA has yielded a comparatively higher 25.55% annualized return.


ODFL

YTD

6.01%

1M

7.24%

6M

19.91%

1Y

7.56%

5Y (annualized)

28.03%

10Y (annualized)

23.90%

SAIA

YTD

18.24%

1M

18.66%

6M

30.10%

1Y

24.45%

5Y (annualized)

40.17%

10Y (annualized)

25.55%

Fundamentals


ODFLSAIA
Market Cap$48.32B$14.51B
EPS$5.73$14.01
PE Ratio39.5038.95
PEG Ratio3.172.76
Total Revenue (TTM)$5.92B$3.17B
Gross Profit (TTM)$2.07B$534.10M
EBITDA (TTM)$1.90B$696.51M

Key characteristics


ODFLSAIA
Sharpe Ratio0.240.50
Sortino Ratio0.550.99
Omega Ratio1.071.15
Calmar Ratio0.330.66
Martin Ratio0.661.17
Ulcer Index12.23%22.05%
Daily Std Dev33.64%52.02%
Max Drawdown-66.28%-80.35%
Current Drawdown-7.70%-14.48%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 0.24, compared to the broader market-4.00-2.000.002.004.000.240.50
The chart of Sortino ratio for ODFL, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.550.99
The chart of Omega ratio for ODFL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.15
The chart of Calmar ratio for ODFL, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.66
The chart of Martin ratio for ODFL, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.661.17
ODFL
SAIA

The current ODFL Sharpe Ratio is 0.24, which is lower than the SAIA Sharpe Ratio of 0.50. 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 Ratio0.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.24
0.50
ODFL
SAIA

Dividends

ODFL vs. SAIA - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.46%, while SAIA has not paid dividends to shareholders.


TTM2023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.46%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%

Drawdowns

ODFL vs. SAIA - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.28%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.70%
-14.48%
ODFL
SAIA

Volatility

ODFL vs. SAIA - Volatility Comparison

The current volatility for Old Dominion Freight Line, Inc. (ODFL) is 14.62%, while Saia, Inc. (SAIA) has a volatility of 19.80%. 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
14.62%
19.80%
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