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OMEX vs. ODFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OMEX vs. ODFL - Performance Comparison

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

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Returns By Period

In the year-to-date period, OMEX achieves a -56.12% return, which is significantly lower than ODFL's 39.13% return. Over the past 10 years, OMEX has underperformed ODFL with an annualized return of -8.36%, while ODFL has yielded a comparatively higher 27.75% annualized return.


OMEX

1D
-0.46%
1M
-20.37%
YTD
-56.12%
6M
-61.09%
1Y
-30.65%
3Y*
-38.29%
5Y*
-33.77%
10Y*
-8.36%

ODFL

1D
-0.88%
1M
3.51%
YTD
39.13%
6M
37.54%
1Y
35.72%
3Y*
10.66%
5Y*
12.09%
10Y*
27.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMEX vs. ODFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMEX
Odyssey Marine Exploration, Inc.
-56.12%172.22%-84.52%19.85%-25.38%-26.76%122.57%-4.20%-11.67%10.23%
ODFL
Old Dominion Freight Line, Inc.
39.13%-10.47%-12.51%43.46%-20.48%84.15%54.81%54.36%-5.79%54.11%

Correlation

The correlation between OMEX and ODFL 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

0.05

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

0.08

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 26, 1999

0.15

The correlation between OMEX and ODFL shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OMEX:

-$1.00

ODFL:

$4.78

PS Ratio

OMEX:

56.61

ODFL:

8.40

Total Revenue (TTM)

OMEX:

$467.12K

ODFL:

$5.46B

Gross Profit (TTM)

OMEX:

-$1.46M

ODFL:

$1.69B

EBITDA (TTM)

OMEX:

$1.32B

ODFL:

$1.71B

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Return for Risk

OMEX vs. ODFL — Risk / Return Rank

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

OMEX
OMEX Risk / Return Rank: 3636
Overall Rank
OMEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
OMEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
OMEX Omega Ratio Rank: 4242
Omega Ratio Rank
OMEX Calmar Ratio Rank: 3030
Calmar Ratio Rank
OMEX Martin Ratio Rank: 3232
Martin Ratio Rank

ODFL
ODFL Risk / Return Rank: 6767
Overall Rank
ODFL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 6565
Sortino Ratio Rank
ODFL Omega Ratio Rank: 6464
Omega Ratio Rank
ODFL Calmar Ratio Rank: 6868
Calmar Ratio Rank
ODFL Martin Ratio Rank: 6868
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.

OMEX vs. ODFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Odyssey Marine Exploration, Inc. (OMEX) and Old Dominion Freight Line, Inc. (ODFL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OMEXODFLDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.38

1.38

-1.76

Martin ratioReturn relative to average drawdown

-0.59

3.05

-3.64

OMEX vs. ODFL - Sharpe Ratio Comparison

The current OMEX Sharpe Ratio is -0.24, which is lower than the ODFL Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of OMEX and ODFL, 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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Drawdowns

OMEX vs. ODFL - Drawdown Comparison

The maximum OMEX drawdown since its inception was -99.70%, which is greater than ODFL's maximum drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for OMEX and ODFL.


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Drawdown Indicators


OMEXODFLDifference

Max Drawdown

Largest peak-to-trough decline

-99.70%

-66.29%

-33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-81.36%

-26.06%

-55.30%

Max Drawdown (3Y)

Largest decline over 3 years

-94.60%

-45.18%

-49.42%

Max Drawdown (5Y)

Largest decline over 5 years

-96.05%

-45.18%

-50.87%

Max Drawdown (10Y)

Largest decline over 10 years

-97.40%

-45.18%

-52.22%

Current Drawdown

Current decline from peak

-99.14%

-12.52%

-86.62%

Average Drawdown

Average peak-to-trough decline

-71.63%

-19.08%

-52.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.59%

11.75%

+39.84%

Volatility

OMEX vs. ODFL - Volatility Comparison

Odyssey Marine Exploration, Inc. (OMEX) has a higher volatility of 17.55% compared to Old Dominion Freight Line, Inc. (ODFL) at 12.77%. This indicates that OMEX's price experiences larger fluctuations and is considered to be riskier than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMEXODFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.55%

12.77%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

84.02%

30.21%

+53.81%

Volatility (1Y)

Calculated over the trailing 1-year period

125.61%

39.59%

+86.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.91%

36.59%

+109.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.72%

33.16%

+86.56%

Dividends

OMEX vs. ODFL - Dividend Comparison

OMEX has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.52%.


PositionTTM202520242023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.52%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%
OMEX
Odyssey Marine Exploration, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

OMEX vs. ODFL - Financials Comparison

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


0.00500.00M1.00B1.50B20222023202420252026
60.98K
1.33B
(OMEX) Total Revenue
(ODFL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OMEX and ODFL 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.

OMEX has higher volatility (17.55%) compared to ODFL (12.77%). In terms of maximum drawdown, OMEX dropped -99.70% vs ODFL's -66.29%.

ODFL currently has the higher Sharpe Ratio (0.91 vs -0.24), 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 OMEX and ODFL

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