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

Correlation

The correlation between SAIA and COST is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

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.

2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%NovemberDecember2025FebruaryMarchApril
2,556.66%
4,160.41%
SAIA
COST

Key characteristics

Sharpe Ratio

SAIA:

-0.56

COST:

1.68

Sortino Ratio

SAIA:

-0.50

COST:

2.24

Omega Ratio

SAIA:

0.93

COST:

1.30

Calmar Ratio

SAIA:

-0.68

COST:

2.14

Martin Ratio

SAIA:

-1.38

COST:

6.51

Ulcer Index

SAIA:

23.39%

COST:

5.70%

Daily Std Dev

SAIA:

57.79%

COST:

22.11%

Max Drawdown

SAIA:

-80.35%

COST:

-53.39%

Current Drawdown

SAIA:

-41.54%

COST:

-9.41%

Fundamentals

Market Cap

SAIA:

$9.09B

COST:

$441.24B

EPS

SAIA:

$13.95

COST:

$17.14

PE Ratio

SAIA:

24.48

COST:

57.13

PEG Ratio

SAIA:

1.93

COST:

5.81

PS Ratio

SAIA:

2.83

COST:

1.65

PB Ratio

SAIA:

3.94

COST:

16.93

Total Revenue (TTM)

SAIA:

$2.45B

COST:

$264.09B

Gross Profit (TTM)

SAIA:

$450.51M

COST:

$35.11B

EBITDA (TTM)

SAIA:

$526.74M

COST:

$11.25B

Returns By Period

In the year-to-date period, SAIA achieves a -22.27% return, which is significantly lower than COST's 6.58% return. Both investments have delivered pretty close results over the past 10 years, with SAIA having a 23.68% annualized return and COST not far behind at 23.05%.


SAIA

YTD

-22.27%

1M

-6.41%

6M

-14.53%

1Y

-32.89%

5Y*

34.31%

10Y*

23.68%

COST

YTD

6.58%

1M

4.86%

6M

9.45%

1Y

35.49%

5Y*

27.94%

10Y*

23.05%

*Annualized

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Risk-Adjusted Performance

SAIA vs. COST — Risk-Adjusted Performance Rank

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

SAIA
The Risk-Adjusted Performance Rank of SAIA is 1919
Overall Rank
The Sharpe Ratio Rank of SAIA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SAIA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SAIA is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SAIA is 1313
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9191
Overall Rank
The Sharpe Ratio Rank of COST is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8888
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9494
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SAIA, currently valued at -0.56, compared to the broader market-2.00-1.000.001.002.003.00
SAIA: -0.56
COST: 1.68
The chart of Sortino ratio for SAIA, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
SAIA: -0.50
COST: 2.24
The chart of Omega ratio for SAIA, currently valued at 0.93, compared to the broader market0.501.001.502.00
SAIA: 0.93
COST: 1.30
The chart of Calmar ratio for SAIA, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
SAIA: -0.68
COST: 2.14
The chart of Martin ratio for SAIA, currently valued at -1.38, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SAIA: -1.38
COST: 6.51

The current SAIA Sharpe Ratio is -0.56, which is lower than the COST Sharpe Ratio of 1.68. 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.56
1.68
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 0.48%.


TTM20242023202220212020201920182017201620152014
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
0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.54%
-9.41%
SAIA
COST

Volatility

SAIA vs. COST - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 26.23% compared to Costco Wholesale Corporation (COST) at 10.36%. 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%NovemberDecember2025FebruaryMarchApril
26.23%
10.36%
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