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

Correlation

The correlation between SAIA and ARCH is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SAIA vs. ARCH - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,485.40%
203.05%
SAIA
ARCH

Key characteristics

Sharpe Ratio

SAIA:

0.16

ARCH:

-0.35

Sortino Ratio

SAIA:

0.58

ARCH:

-0.28

Omega Ratio

SAIA:

1.09

ARCH:

0.97

Calmar Ratio

SAIA:

0.21

ARCH:

-0.39

Martin Ratio

SAIA:

0.38

ARCH:

-0.77

Ulcer Index

SAIA:

22.34%

ARCH:

17.39%

Daily Std Dev

SAIA:

51.45%

ARCH:

37.93%

Max Drawdown

SAIA:

-80.35%

ARCH:

-76.54%

Current Drawdown

SAIA:

-21.87%

ARCH:

-24.64%

Fundamentals

Market Cap

SAIA:

$14.17B

ARCH:

$2.78B

EPS

SAIA:

$14.00

ARCH:

$9.59

PE Ratio

SAIA:

38.06

ARCH:

16.00

PEG Ratio

SAIA:

2.64

ARCH:

0.00

Total Revenue (TTM)

SAIA:

$3.17B

ARCH:

$2.68B

Gross Profit (TTM)

SAIA:

$534.10M

ARCH:

$272.81M

EBITDA (TTM)

SAIA:

$698.46M

ARCH:

$383.41M

Returns By Period

In the year-to-date period, SAIA achieves a 8.03% return, which is significantly higher than ARCH's -15.35% return.


SAIA

YTD

8.03%

1M

-10.68%

6M

2.78%

1Y

5.04%

5Y*

39.04%

10Y*

24.13%

ARCH

YTD

-15.35%

1M

-17.56%

6M

-7.28%

1Y

-15.31%

5Y*

20.80%

10Y*

N/A

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Risk-Adjusted Performance

SAIA vs. ARCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Arch Resources, Inc. (ARCH). 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 SAIA, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.16-0.35
The chart of Sortino ratio for SAIA, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-0.28
The chart of Omega ratio for SAIA, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.97
The chart of Calmar ratio for SAIA, currently valued at 0.21, compared to the broader market0.002.004.006.000.21-0.39
The chart of Martin ratio for SAIA, currently valued at 0.38, compared to the broader market-5.000.005.0010.0015.0020.0025.000.38-0.77
SAIA
ARCH

The current SAIA Sharpe Ratio is 0.16, which is higher than the ARCH Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SAIA and ARCH, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.16
-0.35
SAIA
ARCH

Dividends

SAIA vs. ARCH - Dividend Comparison

SAIA has not paid dividends to shareholders, while ARCH's dividend yield for the trailing twelve months is around 2.37%.


TTM2023202220212020201920182017
SAIA
Saia, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARCH
Arch Resources, Inc.
2.37%6.42%17.59%0.27%1.14%2.51%1.93%1.13%

Drawdowns

SAIA vs. ARCH - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, roughly equal to the maximum ARCH drawdown of -76.54%. Use the drawdown chart below to compare losses from any high point for SAIA and ARCH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.87%
-24.64%
SAIA
ARCH

Volatility

SAIA vs. ARCH - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 10.45% compared to Arch Resources, Inc. (ARCH) at 9.40%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than ARCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.45%
9.40%
SAIA
ARCH

Financials

SAIA vs. ARCH - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and Arch Resources, 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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