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

Correlation

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.


-0.50.00.51.00.6

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.96%
7.77%
SAIA
ODFL

Key characteristics

Sharpe Ratio

SAIA:

0.44

ODFL:

-0.18

Sortino Ratio

SAIA:

0.92

ODFL:

-0.02

Omega Ratio

SAIA:

1.14

ODFL:

1.00

Calmar Ratio

SAIA:

0.57

ODFL:

-0.24

Martin Ratio

SAIA:

1.00

ODFL:

-0.47

Ulcer Index

SAIA:

22.27%

ODFL:

12.56%

Daily Std Dev

SAIA:

51.24%

ODFL:

33.25%

Max Drawdown

SAIA:

-80.35%

ODFL:

-66.30%

Current Drawdown

SAIA:

-15.72%

ODFL:

-18.93%

Fundamentals

Market Cap

SAIA:

$14.17B

ODFL:

$42.48B

EPS

SAIA:

$14.00

ODFL:

$5.73

PE Ratio

SAIA:

38.06

ODFL:

34.73

PEG Ratio

SAIA:

2.64

ODFL:

2.97

Total Revenue (TTM)

SAIA:

$3.17B

ODFL:

$5.92B

Gross Profit (TTM)

SAIA:

$534.10M

ODFL:

$2.09B

EBITDA (TTM)

SAIA:

$698.46M

ODFL:

$1.98B

Returns By Period

In the year-to-date period, SAIA achieves a 16.54% return, which is significantly higher than ODFL's -6.88% return. Over the past 10 years, SAIA has outperformed ODFL with an annualized return of 25.38%, while ODFL has yielded a comparatively lower 22.37% annualized return.


SAIA

YTD

16.54%

1M

-1.44%

6M

12.49%

1Y

19.31%

5Y*

41.25%

10Y*

25.38%

ODFL

YTD

-6.88%

1M

-11.25%

6M

7.77%

1Y

-6.12%

5Y*

25.09%

10Y*

22.37%

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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 0.38, compared to the broader market-4.00-2.000.002.000.38-0.18
The chart of Sortino ratio for SAIA, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.85-0.02
The chart of Omega ratio for SAIA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.00
The chart of Calmar ratio for SAIA, currently valued at 0.49, compared to the broader market0.002.004.006.000.49-0.24
The chart of Martin ratio for SAIA, currently valued at 0.87, compared to the broader market0.0010.0020.000.87-0.47
SAIA
ODFL

The current SAIA Sharpe Ratio is 0.44, which is higher than the ODFL Sharpe Ratio of -0.18. 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.18
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 0.55%.


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.
0.55%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 -66.30%. 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%JulyAugustSeptemberOctoberNovemberDecember
-15.72%
-18.93%
SAIA
ODFL

Volatility

SAIA vs. ODFL - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 9.60% compared to Old Dominion Freight Line, Inc. (ODFL) at 8.00%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.60%
8.00%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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