SAIA vs. CTAS

In the year-to-date period, SAIA achieves a -46.10% return, which is significantly lower than CTAS's 14.28% return. Over the past 10 years, SAIA has underperformed CTAS with an annualized return of 19.67%, while CTAS has yielded a comparatively higher 27.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Cintas Corporation (CTAS). 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 current SAIA Sharpe Ratio is -0.84, which is lower than the CTAS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SAIA and CTAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SAIA has not paid dividends to shareholders, while CTAS's dividend yield for the trailing twelve months is around 0.72%.

The maximum SAIA drawdown since its inception was -80.35%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for SAIA and CTAS. For additional features, visit the drawdowns tool.

Saia, Inc. (SAIA) has a higher volatility of 44.78% compared to Cintas Corporation (CTAS) at 12.05%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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