SAIA vs. TTWO

In the year-to-date period, SAIA achieves a 8.03% return, which is significantly lower than TTWO's 13.06% return. Over the past 10 years, SAIA has outperformed TTWO with an annualized return of 24.13%, while TTWO has yielded a comparatively lower 20.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Take-Two Interactive Software, Inc. (TTWO). 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 0.16, which is lower than the TTWO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SAIA and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither SAIA nor TTWO has paid dividends to shareholders.

The maximum SAIA drawdown since its inception was -80.35%, roughly equal to the maximum TTWO drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for SAIA and TTWO. For additional features, visit the drawdowns tool.

Saia, Inc. (SAIA) has a higher volatility of 10.45% compared to Take-Two Interactive Software, Inc. (TTWO) at 5.35%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than TTWO 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 Take-Two Interactive Software, 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.