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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
30.10%
11.73%
SAIA
VOO

Returns By Period

In the year-to-date period, SAIA achieves a 18.24% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, SAIA has outperformed VOO with an annualized return of 25.55%, while VOO has yielded a comparatively lower 13.11% annualized return.


SAIA

YTD

18.24%

1M

18.66%

6M

30.10%

1Y

24.45%

5Y (annualized)

40.17%

10Y (annualized)

25.55%

VOO

YTD

25.02%

1M

0.63%

6M

11.74%

1Y

32.35%

5Y (annualized)

15.50%

10Y (annualized)

13.11%

Key characteristics


SAIAVOO
Sharpe Ratio0.502.67
Sortino Ratio0.993.56
Omega Ratio1.151.50
Calmar Ratio0.663.85
Martin Ratio1.1717.51
Ulcer Index22.05%1.86%
Daily Std Dev52.02%12.23%
Max Drawdown-80.35%-33.99%
Current Drawdown-14.48%-1.76%

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Correlation

-0.50.00.51.00.5

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.

Risk-Adjusted Performance

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 0.50, compared to the broader market-4.00-2.000.002.004.000.502.67
The chart of Sortino ratio for SAIA, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.993.56
The chart of Omega ratio for SAIA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.50
The chart of Calmar ratio for SAIA, currently valued at 0.66, compared to the broader market0.002.004.006.000.663.85
The chart of Martin ratio for SAIA, currently valued at 1.17, compared to the broader market-10.000.0010.0020.0030.001.1717.51
SAIA
VOO

The current SAIA Sharpe Ratio is 0.50, which is lower than the VOO Sharpe Ratio of 2.67. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.50
2.67
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 1.25%.


TTM20232022202120202019201820172016201520142013
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
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JuneJulyAugustSeptemberOctoberNovember
-14.48%
-1.76%
SAIA
VOO

Volatility

SAIA vs. VOO - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 19.80% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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%JuneJulyAugustSeptemberOctoberNovember
19.80%
4.09%
SAIA
VOO