PortfoliosLab logo
SAIA vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAIA and LLY is 0.50, 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: 0.5

Performance

SAIA vs. LLY - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
1,742.23%
2,819.95%
SAIA
LLY

Key characteristics

Sharpe Ratio

SAIA:

-0.84

LLY:

0.54

Sortino Ratio

SAIA:

-1.06

LLY:

1.01

Omega Ratio

SAIA:

0.84

LLY:

1.13

Calmar Ratio

SAIA:

-0.93

LLY:

0.79

Martin Ratio

SAIA:

-2.35

LLY:

1.61

Ulcer Index

SAIA:

23.44%

LLY:

12.05%

Daily Std Dev

SAIA:

65.32%

LLY:

36.25%

Max Drawdown

SAIA:

-80.35%

LLY:

-68.27%

Current Drawdown

SAIA:

-59.46%

LLY:

-7.55%

Fundamentals

Market Cap

SAIA:

$6.54B

LLY:

$794.31B

EPS

SAIA:

$13.50

LLY:

$11.69

PE Ratio

SAIA:

18.19

LLY:

75.67

PEG Ratio

SAIA:

1.39

LLY:

1.41

PS Ratio

SAIA:

2.04

LLY:

17.63

PB Ratio

SAIA:

2.83

LLY:

55.97

Total Revenue (TTM)

SAIA:

$2.45B

LLY:

$36.27B

Gross Profit (TTM)

SAIA:

$450.51M

LLY:

$29.53B

EBITDA (TTM)

SAIA:

$526.74M

LLY:

$12.51B

Returns By Period

In the year-to-date period, SAIA achieves a -46.10% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, SAIA has underperformed LLY with an annualized return of 19.67%, while LLY has yielded a comparatively higher 30.96% annualized return.


SAIA

YTD

-46.10%

1M

-34.67%

6M

-46.79%

1Y

-42.72%

5Y*

23.52%

10Y*

19.67%

LLY

YTD

14.78%

1M

7.65%

6M

-0.58%

1Y

21.37%

5Y*

42.44%

10Y*

30.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAIA vs. LLY — 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 77
Overall Rank
The Sharpe Ratio Rank of SAIA is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SAIA is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SAIA is 22
Calmar Ratio Rank
The Martin Ratio Rank of SAIA is 00
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7171
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. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Eli Lilly and Company (LLY). 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 -0.84, compared to the broader market-2.00-1.000.001.002.003.00
SAIA: -0.84
LLY: 0.54
The chart of Sortino ratio for SAIA, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
SAIA: -1.06
LLY: 1.01
The chart of Omega ratio for SAIA, currently valued at 0.84, compared to the broader market0.501.001.502.00
SAIA: 0.84
LLY: 1.13
The chart of Calmar ratio for SAIA, currently valued at -0.93, compared to the broader market0.001.002.003.004.005.00
SAIA: -0.93
LLY: 0.79
The chart of Martin ratio for SAIA, currently valued at -2.35, compared to the broader market-5.000.005.0010.0015.0020.00
SAIA: -2.35
LLY: 1.61

The current SAIA Sharpe Ratio is -0.84, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SAIA and LLY, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.84
0.54
SAIA
LLY

Dividends

SAIA vs. LLY - Dividend Comparison

SAIA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.61%.


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%
LLY
Eli Lilly and Company
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

SAIA vs. LLY - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for SAIA and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-59.46%
-7.55%
SAIA
LLY

Volatility

SAIA vs. LLY - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 44.78% compared to Eli Lilly and Company (LLY) at 18.64%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
44.78%
18.64%
SAIA
LLY

Financials

SAIA vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and Eli Lilly and Company. 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