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SAIA vs. PFSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAIA vs. PFSI - Performance Comparison

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

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Returns By Period

In the year-to-date period, SAIA achieves a 33.54% return, which is significantly higher than PFSI's -39.05% return. Over the past 10 years, SAIA has outperformed PFSI with an annualized return of 33.14%, while PFSI has yielded a comparatively lower 20.78% annualized return.


SAIA

1D
0.21%
1M
-4.42%
YTD
33.54%
6M
31.88%
1Y
70.07%
3Y*
11.71%
5Y*
15.79%
10Y*
33.14%

PFSI

1D
-3.12%
1M
-7.07%
YTD
-39.05%
6M
-40.35%
1Y
-15.32%
3Y*
6.85%
5Y*
5.93%
10Y*
20.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAIA vs. PFSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAIA
Saia, Inc.
33.54%-28.35%4.00%108.99%-37.79%86.41%94.16%66.82%-21.10%60.25%
PFSI
PennyMac Financial Services, Inc.
-39.05%30.55%16.79%57.84%-17.58%7.69%95.33%60.72%-3.09%34.23%

Correlation

The correlation between SAIA and PFSI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 9, 2013

0.28

The correlation between SAIA and PFSI shifts across timeframes, from 0.25 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SAIA:

$11.69B

PFSI:

$4.30B

EPS

SAIA:

$9.52

PFSI:

$9.41

PE Ratio

SAIA:

45.80

PFSI:

8.48

PEG Ratio

SAIA:

16.51

PFSI:

0.57

PS Ratio

SAIA:

3.59

PFSI:

1.21

PB Ratio

SAIA:

4.45

PFSI:

0.99

Total Revenue (TTM)

SAIA:

$3.25B

PFSI:

$3.54B

Gross Profit (TTM)

SAIA:

$1.27B

PFSI:

$2.50B

EBITDA (TTM)

SAIA:

$603.31M

PFSI:

$1.04B

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Return for Risk

SAIA vs. PFSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAIA
SAIA Risk / Return Rank: 8080
Overall Rank
SAIA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SAIA Sortino Ratio Rank: 7878
Sortino Ratio Rank
SAIA Omega Ratio Rank: 7575
Omega Ratio Rank
SAIA Calmar Ratio Rank: 8282
Calmar Ratio Rank
SAIA Martin Ratio Rank: 8383
Martin Ratio Rank

PFSI
PFSI Risk / Return Rank: 2929
Overall Rank
PFSI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PFSI Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFSI Omega Ratio Rank: 2727
Omega Ratio Rank
PFSI Calmar Ratio Rank: 3232
Calmar Ratio Rank
PFSI Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAIA vs. PFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and PennyMac Financial Services, Inc. (PFSI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAIAPFSIDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.25

0.98

+0.27

Calmar ratioReturn relative to maximum drawdown

2.83

-0.31

+3.14

Martin ratioReturn relative to average drawdown

7.35

-0.55

+7.90

SAIA vs. PFSI - Sharpe Ratio Comparison

The current SAIA Sharpe Ratio is 1.45, which is higher than the PFSI Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of SAIA and PFSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SAIA vs. PFSI - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than PFSI's maximum drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for SAIA and PFSI.


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Drawdown Indicators


SAIAPFSIDifference

Max Drawdown

Largest peak-to-trough decline

-80.35%

-56.49%

-23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-24.92%

-49.77%

+24.85%

Max Drawdown (3Y)

Largest decline over 3 years

-60.94%

-49.77%

-11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-60.94%

-49.77%

-11.17%

Max Drawdown (10Y)

Largest decline over 10 years

-60.94%

-56.49%

-4.45%

Current Drawdown

Current decline from peak

-28.04%

-49.61%

+21.57%

Average Drawdown

Average peak-to-trough decline

-28.95%

-17.27%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

27.87%

-18.31%

Volatility

SAIA vs. PFSI - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 12.22% compared to PennyMac Financial Services, Inc. (PFSI) at 9.00%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than PFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAIAPFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.22%

9.00%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

35.79%

46.65%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

48.71%

46.21%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.49%

36.57%

+14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.80%

39.41%

+6.39%

Dividends

SAIA vs. PFSI - Dividend Comparison

SAIA has not paid dividends to shareholders, while PFSI's dividend yield for the trailing twelve months is around 1.50%.


PositionTTM20252024202320222021202020192018
PFSI
PennyMac Financial Services, Inc.
1.50%0.91%0.98%0.91%1.41%1.15%0.82%0.35%1.88%
SAIA
Saia, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SAIA vs. PFSI - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and PennyMac Financial Services, 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


400.00M600.00M800.00M1.00B1.20B20222023202420252026
806.23M
544.98M
(SAIA) Total Revenue
(PFSI) Total Revenue
Values in USD except per share items

SAIA vs. PFSI - Profitability Comparison

The chart below illustrates the profitability comparison between Saia, Inc. and PennyMac Financial Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
92.0%
97.4%
Portfolio components
SAIA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported a gross profit of 741.90M and revenue of 806.23M. Therefore, the gross margin over that period was 92.0%.

PFSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported a gross profit of 530.59M and revenue of 544.98M. Therefore, the gross margin over that period was 97.4%.

SAIA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported an operating income of 66.81M and revenue of 806.23M, resulting in an operating margin of 8.3%.

PFSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported an operating income of 293.10M and revenue of 544.98M, resulting in an operating margin of 53.8%.

SAIA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported a net income of 49.87M and revenue of 806.23M, resulting in a net margin of 6.2%.

PFSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported a net income of 82.32M and revenue of 544.98M, resulting in a net margin of 15.1%.


Frequently Asked Questions


SAIA and PFSI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIA has higher volatility (12.22%) compared to PFSI (9.00%). In terms of maximum drawdown, SAIA dropped -80.35% vs PFSI's -56.49%.

SAIA currently has the higher Sharpe Ratio (1.45 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SAIA and PFSI

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