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SAIA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAIA and VOO is 0.53, 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.


-0.50.00.51.00.5

Performance

SAIA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saia, Inc. (SAIA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.95%
8.64%
SAIA
VOO

Key characteristics

Sharpe Ratio

SAIA:

0.25

VOO:

2.21

Sortino Ratio

SAIA:

0.69

VOO:

2.92

Omega Ratio

SAIA:

1.10

VOO:

1.41

Calmar Ratio

SAIA:

0.32

VOO:

3.34

Martin Ratio

SAIA:

0.55

VOO:

14.07

Ulcer Index

SAIA:

23.08%

VOO:

2.01%

Daily Std Dev

SAIA:

51.82%

VOO:

12.80%

Max Drawdown

SAIA:

-80.35%

VOO:

-33.99%

Current Drawdown

SAIA:

-19.64%

VOO:

-1.36%

Returns By Period

In the year-to-date period, SAIA achieves a 6.84% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, SAIA has outperformed VOO with an annualized return of 26.04%, while VOO has yielded a comparatively lower 13.37% annualized return.


SAIA

YTD

6.84%

1M

-4.66%

6M

0.35%

1Y

10.27%

5Y*

38.04%

10Y*

26.04%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SAIA vs. VOO — 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 5555
Overall Rank
The Sharpe Ratio Rank of SAIA is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SAIA is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SAIA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SAIA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SAIA is 5353
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and Vanguard S&P 500 ETF (VOO). 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 0.25, compared to the broader market-2.000.002.004.000.252.21
The chart of Sortino ratio for SAIA, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.006.000.692.92
The chart of Omega ratio for SAIA, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.41
The chart of Calmar ratio for SAIA, currently valued at 0.32, compared to the broader market0.002.004.006.000.323.34
The chart of Martin ratio for SAIA, currently valued at 0.55, compared to the broader market-10.000.0010.0020.0030.000.5514.07
SAIA
VOO

The current SAIA Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SAIA and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.25
2.21
SAIA
VOO

Dividends

SAIA vs. VOO - Dividend Comparison

SAIA has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


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%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SAIA vs. VOO - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAIA and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.64%
-1.36%
SAIA
VOO

Volatility

SAIA vs. VOO - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 11.54% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
11.54%
5.05%
SAIA
VOO
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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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