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

Performance

SAIA vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saia, Inc. (SAIA) and Old Dominion Freight Line, Inc. (ODFL). 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%
19.91%
SAIA
ODFL

Returns By Period

In the year-to-date period, SAIA achieves a 18.24% return, which is significantly higher than ODFL's 6.01% return. Over the past 10 years, SAIA has outperformed ODFL with an annualized return of 25.55%, while ODFL has yielded a comparatively lower 23.90% annualized return.


SAIA

YTD

18.24%

1M

18.66%

6M

30.10%

1Y

24.45%

5Y (annualized)

40.17%

10Y (annualized)

25.55%

ODFL

YTD

6.01%

1M

7.24%

6M

19.91%

1Y

7.56%

5Y (annualized)

28.03%

10Y (annualized)

23.90%

Fundamentals


SAIAODFL
Market Cap$14.51B$48.32B
EPS$14.01$5.73
PE Ratio38.9539.50
PEG Ratio2.763.17
Total Revenue (TTM)$3.17B$5.92B
Gross Profit (TTM)$534.10M$2.07B
EBITDA (TTM)$696.51M$1.90B

Key characteristics


SAIAODFL
Sharpe Ratio0.500.24
Sortino Ratio0.990.55
Omega Ratio1.151.07
Calmar Ratio0.660.33
Martin Ratio1.170.66
Ulcer Index22.05%12.23%
Daily Std Dev52.02%33.64%
Max Drawdown-80.35%-66.28%
Current Drawdown-14.48%-7.70%

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Correlation

-0.50.00.51.00.6

The correlation between SAIA and ODFL is 0.60, 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.

Risk-Adjusted Performance

SAIA vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Old Dominion Freight Line, Inc. (ODFL). 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-4.00-2.000.002.004.000.500.24
The chart of Sortino ratio for SAIA, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.990.55
The chart of Omega ratio for SAIA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.07
The chart of Calmar ratio for SAIA, currently valued at 0.66, compared to the broader market0.002.004.006.000.660.33
The chart of Martin ratio for SAIA, currently valued at 1.17, compared to the broader market-10.000.0010.0020.0030.001.170.66
SAIA
ODFL

The current SAIA Sharpe Ratio is 0.50, which is higher than the ODFL Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SAIA and ODFL, 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 Ratio0.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.50
0.24
SAIA
ODFL

Dividends

SAIA vs. ODFL - Dividend Comparison

SAIA has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.46%.


TTM2023202220212020201920182017
SAIA
Saia, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.46%0.39%0.42%0.22%0.31%0.36%0.74%0.30%

Drawdowns

SAIA vs. ODFL - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than ODFL's maximum drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for SAIA and ODFL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.48%
-7.70%
SAIA
ODFL

Volatility

SAIA vs. ODFL - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 19.80% compared to Old Dominion Freight Line, Inc. (ODFL) at 14.62%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than ODFL 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%
14.62%
SAIA
ODFL

Financials

SAIA vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and Old Dominion Freight Line, Inc.. 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