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ODFL vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ODFL vs. USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ODFL achieves a 57.00% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, ODFL has underperformed USD with an annualized return of 28.45%, while USD has yielded a comparatively higher 61.24% annualized return.


ODFL

1D
4.01%
1M
25.37%
YTD
57.00%
6M
60.36%
1Y
53.03%
3Y*
16.83%
5Y*
14.10%
10Y*
28.45%

USD

1D
-4.99%
1M
31.62%
YTD
103.32%
6M
97.79%
1Y
250.81%
3Y*
125.78%
5Y*
67.80%
10Y*
61.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ODFL vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
57.00%-10.47%-12.51%43.46%-20.48%84.15%54.81%54.36%-5.79%54.11%
USD
ProShares Ultra Semiconductors
103.32%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between ODFL and USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.46

Over the past year, the correlation between ODFL and USD has dropped to 0.04 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

ODFL vs. USD — Risk / Return Rank

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

ODFL
ODFL Risk / Return Rank: 7575
Overall Rank
ODFL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 7474
Sortino Ratio Rank
ODFL Omega Ratio Rank: 7474
Omega Ratio Rank
ODFL Calmar Ratio Rank: 7575
Calmar Ratio Rank
ODFL Martin Ratio Rank: 7474
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9292
Martin Ratio Rank
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.

ODFL vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) and ProShares Ultra Semiconductors (USD). 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.


ODFLUSDDifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.25

1.48

-0.23

Calmar ratioReturn relative to maximum drawdown

2.04

7.94

-5.90

Martin ratioReturn relative to average drawdown

4.55

22.96

-18.41

ODFL vs. USD - Sharpe Ratio Comparison

The current ODFL Sharpe Ratio is 1.38, which is lower than the USD Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of ODFL and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ODFLUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

4.12

-2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.89

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.89

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.49

-0.08

Drawdowns

ODFL vs. USD - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.29%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ODFL and USD.


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Drawdown Indicators


ODFLUSDDifference

Max Drawdown

Largest peak-to-trough decline

-66.29%

-88.63%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.06%

-31.80%

+5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-45.18%

-64.46%

+19.28%

Max Drawdown (5Y)

Largest decline over 5 years

-45.18%

-77.85%

+32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.18%

-77.85%

+32.67%

Current Drawdown

Current decline from peak

0.00%

-6.07%

+6.07%

Average Drawdown

Average peak-to-trough decline

-19.10%

-32.35%

+13.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.69%

10.98%

+0.71%

Volatility

ODFL vs. USD - Volatility Comparison

The current volatility for Old Dominion Freight Line, Inc. (ODFL) is 8.65%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that ODFL experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODFLUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

21.29%

-12.64%

Volatility (6M)

Calculated over the trailing 6-month period

29.62%

46.74%

-17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

38.56%

61.28%

-22.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

76.56%

-40.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.06%

69.24%

-36.18%

Dividends

ODFL vs. USD - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.46%, more than USD's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ODFL
Old Dominion Freight Line, Inc.
0.46%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.23%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


ODFL and USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (21.29%) compared to ODFL (8.65%). In terms of maximum drawdown, ODFL dropped -66.29% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.12 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ODFL and USD

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