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

Correlation

The correlation between SAIA and CP is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

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Performance

SAIA vs. CP - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-20.28%
-11.98%
SAIA
CP

Key characteristics

Sharpe Ratio

SAIA:

-0.66

CP:

-0.65

Sortino Ratio

SAIA:

-0.70

CP:

-0.82

Omega Ratio

SAIA:

0.90

CP:

0.91

Calmar Ratio

SAIA:

-0.79

CP:

-0.64

Martin Ratio

SAIA:

-1.43

CP:

-1.35

Ulcer Index

SAIA:

26.19%

CP:

12.34%

Daily Std Dev

SAIA:

56.79%

CP:

25.61%

Max Drawdown

SAIA:

-80.35%

CP:

-69.21%

Current Drawdown

SAIA:

-38.14%

CP:

-19.23%

Fundamentals

Market Cap

SAIA:

$9.98B

CP:

$68.39B

EPS

SAIA:

$13.52

CP:

$2.79

PE Ratio

SAIA:

27.72

CP:

26.23

PEG Ratio

SAIA:

1.77

CP:

2.37

Total Revenue (TTM)

SAIA:

$2.45B

CP:

$11.03B

Gross Profit (TTM)

SAIA:

$450.51M

CP:

$5.36B

EBITDA (TTM)

SAIA:

$526.74M

CP:

$5.78B

Returns By Period

In the year-to-date period, SAIA achieves a -17.76% return, which is significantly lower than CP's 1.31% return. Over the past 10 years, SAIA has outperformed CP with an annualized return of 24.54%, while CP has yielded a comparatively lower 7.82% annualized return.


SAIA

YTD

-17.76%

1M

2.24%

6M

-16.31%

1Y

-36.66%

5Y*

35.21%

10Y*

24.54%

CP

YTD

1.31%

1M

-1.34%

6M

-8.70%

1Y

-17.41%

5Y*

11.08%

10Y*

7.82%

*Annualized

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Saia, Inc.

Canadian Pacific Railway Limited

Risk-Adjusted Performance

SAIA vs. CP — 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 2121
Overall Rank
The Sharpe Ratio Rank of SAIA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIA is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SAIA is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SAIA is 99
Calmar Ratio Rank
The Martin Ratio Rank of SAIA is 2121
Martin Ratio Rank

CP
The Risk-Adjusted Performance Rank of CP is 2323
Overall Rank
The Sharpe Ratio Rank of CP is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CP is 2727
Omega Ratio Rank
The Calmar Ratio Rank of CP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CP is 2525
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. CP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Canadian Pacific Railway Limited (CP). 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 -0.71, compared to the broader market-2.00-1.000.001.002.00
SAIA: -0.71
CP: -0.76
The chart of Sortino ratio for SAIA, currently valued at -0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
SAIA: -0.81
CP: -1.01
The chart of Omega ratio for SAIA, currently valued at 0.89, compared to the broader market0.501.001.502.00
SAIA: 0.89
CP: 0.89
The chart of Calmar ratio for SAIA, currently valued at -0.86, compared to the broader market0.001.002.003.004.00
SAIA: -0.86
CP: -0.76
The chart of Martin ratio for SAIA, currently valued at -1.57, compared to the broader market-10.000.0010.0020.00
SAIA: -1.57
CP: -1.73

The current SAIA Sharpe Ratio is -0.66, which is comparable to the CP Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of SAIA and CP, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.71
-0.76
SAIA
CP

Dividends

SAIA vs. CP - Dividend Comparison

SAIA has not paid dividends to shareholders, while CP's dividend yield for the trailing twelve months is around 0.74%.


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%
CP
Canadian Pacific Railway Limited
0.77%0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%

Drawdowns

SAIA vs. CP - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than CP's maximum drawdown of -69.21%. Use the drawdown chart below to compare losses from any high point for SAIA and CP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-42.00%
-21.40%
SAIA
CP

Volatility

SAIA vs. CP - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 25.08% compared to Canadian Pacific Railway Limited (CP) at 12.46%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than CP 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
25.08%
12.46%
SAIA
CP

Financials

SAIA vs. CP - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and Canadian Pacific Railway Limited. 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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
788.95M
3.87B
(SAIA) Total Revenue
(CP) Total Revenue
Values in USD except per share items

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