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

Performance

SAIA vs. COST - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
30.10%
16.27%
SAIA
COST

Returns By Period

In the year-to-date period, SAIA achieves a 18.24% return, which is significantly lower than COST's 40.12% return. Over the past 10 years, SAIA has outperformed COST with an annualized return of 25.55%, while COST has yielded a comparatively lower 23.37% annualized return.


SAIA

YTD

18.24%

1M

18.66%

6M

30.10%

1Y

24.45%

5Y (annualized)

40.17%

10Y (annualized)

25.55%

COST

YTD

40.12%

1M

3.50%

6M

16.27%

1Y

63.89%

5Y (annualized)

27.29%

10Y (annualized)

23.37%

Fundamentals


SAIACOST
Market Cap$14.51B$407.41B
EPS$14.01$16.60
PE Ratio38.9555.39
PEG Ratio2.765.50
Total Revenue (TTM)$3.17B$254.45B
Gross Profit (TTM)$534.10M$32.10B
EBITDA (TTM)$696.51M$12.15B

Key characteristics


SAIACOST
Sharpe Ratio0.503.27
Sortino Ratio0.993.92
Omega Ratio1.151.58
Calmar Ratio0.666.18
Martin Ratio1.1715.99
Ulcer Index22.05%3.97%
Daily Std Dev52.02%19.44%
Max Drawdown-80.35%-53.39%
Current Drawdown-14.48%-2.57%

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Correlation

-0.50.00.51.00.3

The correlation between SAIA and COST is 0.32, 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.

Risk-Adjusted Performance

SAIA vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Costco Wholesale Corporation (COST). 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 0.50, compared to the broader market-4.00-2.000.002.004.000.503.27
The chart of Sortino ratio for SAIA, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.993.92
The chart of Omega ratio for SAIA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.58
The chart of Calmar ratio for SAIA, currently valued at 0.66, compared to the broader market0.002.004.006.000.666.18
The chart of Martin ratio for SAIA, currently valued at 1.17, compared to the broader market-10.000.0010.0020.0030.001.1715.99
SAIA
COST

The current SAIA Sharpe Ratio is 0.50, which is lower than the COST Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of SAIA and COST, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.50
3.27
SAIA
COST

Dividends

SAIA vs. COST - Dividend Comparison

SAIA has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.12%.


TTM20232022202120202019201820172016201520142013
SAIA
Saia, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.12%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

SAIA vs. COST - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SAIA and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.48%
-2.57%
SAIA
COST

Volatility

SAIA vs. COST - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 19.80% compared to Costco Wholesale Corporation (COST) at 5.17%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than COST 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
19.80%
5.17%
SAIA
COST

Financials

SAIA vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and Costco Wholesale Corporation. 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