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ODFL vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ODFLVGT
YTD Return-9.85%1.35%
1Y Return16.16%29.63%
3Y Return (Ann)12.75%9.97%
5Y Return (Ann)29.58%19.16%
10Y Return (Ann)24.99%19.73%
Sharpe Ratio0.481.54
Daily Std Dev31.81%18.28%
Max Drawdown-66.29%-54.63%
Current Drawdown-18.78%-7.47%

Correlation

-0.50.00.51.00.5

The correlation between ODFL and VGT is 0.53, 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.

Performance

ODFL vs. VGT - Performance Comparison

In the year-to-date period, ODFL achieves a -9.85% return, which is significantly lower than VGT's 1.35% return. Over the past 10 years, ODFL has outperformed VGT with an annualized return of 24.99%, while VGT has yielded a comparatively lower 19.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
9,099.01%
1,094.86%
ODFL
VGT

Compare stocks, funds, or ETFs

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


Old Dominion Freight Line, Inc.

Vanguard Information Technology ETF

Risk-Adjusted Performance

ODFL vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) and Vanguard Information Technology ETF (VGT). 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.


ODFL
Sharpe ratio
The chart of Sharpe ratio for ODFL, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.004.000.48
Sortino ratio
The chart of Sortino ratio for ODFL, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for ODFL, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for ODFL, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for ODFL, currently valued at 2.25, compared to the broader market-10.000.0010.0020.0030.002.25
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.54, compared to the broader market-2.00-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 1.53, compared to the broader market0.002.004.006.001.53
Martin ratio
The chart of Martin ratio for VGT, currently valued at 6.16, compared to the broader market-10.000.0010.0020.0030.006.16

ODFL vs. VGT - Sharpe Ratio Comparison

The current ODFL Sharpe Ratio is 0.48, which is lower than the VGT Sharpe Ratio of 1.54. The chart below compares the 12-month rolling Sharpe Ratio of ODFL and VGT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.48
1.54
ODFL
VGT

Dividends

ODFL vs. VGT - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.47%, less than VGT's 0.74% yield.


TTM20232022202120202019201820172016201520142013
ODFL
Old Dominion Freight Line, Inc.
0.47%0.39%0.42%0.22%0.31%0.36%0.42%0.30%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.74%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

ODFL vs. VGT - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.29%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ODFL and VGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-18.78%
-7.47%
ODFL
VGT

Volatility

ODFL vs. VGT - Volatility Comparison

Old Dominion Freight Line, Inc. (ODFL) has a higher volatility of 16.25% compared to Vanguard Information Technology ETF (VGT) at 6.32%. This indicates that ODFL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
16.25%
6.32%
ODFL
VGT