PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SAIA vs. XPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAIA and XPO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SAIA vs. XPO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-0.74%
21.41%
SAIA
XPO

Key characteristics

Sharpe Ratio

SAIA:

0.25

XPO:

1.59

Sortino Ratio

SAIA:

0.69

XPO:

2.45

Omega Ratio

SAIA:

1.10

XPO:

1.30

Calmar Ratio

SAIA:

0.32

XPO:

3.25

Martin Ratio

SAIA:

0.55

XPO:

6.07

Ulcer Index

SAIA:

23.08%

XPO:

11.43%

Daily Std Dev

SAIA:

51.82%

XPO:

43.55%

Max Drawdown

SAIA:

-80.35%

XPO:

-82.85%

Current Drawdown

SAIA:

-19.64%

XPO:

-13.03%

Fundamentals

Market Cap

SAIA:

$13.11B

XPO:

$15.88B

EPS

SAIA:

$13.83

XPO:

$3.08

PE Ratio

SAIA:

35.21

XPO:

44.28

PEG Ratio

SAIA:

2.44

XPO:

1.44

Total Revenue (TTM)

SAIA:

$2.42B

XPO:

$6.15B

Gross Profit (TTM)

SAIA:

$421.17M

XPO:

$727.00M

EBITDA (TTM)

SAIA:

$539.20M

XPO:

$918.00M

Returns By Period

In the year-to-date period, SAIA achieves a 6.84% return, which is significantly higher than XPO's 4.90% return. Both investments have delivered pretty close results over the past 10 years, with SAIA having a 26.04% annualized return and XPO not far ahead at 27.12%.


SAIA

YTD

6.84%

1M

-4.66%

6M

0.35%

1Y

10.27%

5Y*

38.04%

10Y*

26.04%

XPO

YTD

4.90%

1M

-6.72%

6M

21.86%

1Y

64.87%

5Y*

33.37%

10Y*

27.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAIA vs. XPO — 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

XPO
The Risk-Adjusted Performance Rank of XPO is 8787
Overall Rank
The Sharpe Ratio Rank of XPO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of XPO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XPO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XPO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XPO is 8484
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. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) and XPO Logistics, Inc. (XPO). 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-2.000.002.004.000.251.59
The chart of Sortino ratio for SAIA, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.692.45
The chart of Omega ratio for SAIA, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.30
The chart of Calmar ratio for SAIA, currently valued at 0.32, compared to the broader market0.002.004.006.000.323.25
The chart of Martin ratio for SAIA, currently valued at 0.55, compared to the broader market-10.000.0010.0020.0030.000.556.07
SAIA
XPO

The current SAIA Sharpe Ratio is 0.25, which is lower than the XPO Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SAIA and XPO, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.25
1.59
SAIA
XPO

Dividends

SAIA vs. XPO - Dividend Comparison

Neither SAIA nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SAIA vs. XPO - Drawdown Comparison

The maximum SAIA drawdown since its inception was -80.35%, roughly equal to the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for SAIA and XPO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.64%
-13.03%
SAIA
XPO

Volatility

SAIA vs. XPO - Volatility Comparison

The current volatility for Saia, Inc. (SAIA) is 11.54%, while XPO Logistics, Inc. (XPO) has a volatility of 12.71%. This indicates that SAIA experiences smaller price fluctuations and is considered to be less risky than XPO 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%AugustSeptemberOctoberNovemberDecember2025
11.54%
12.71%
SAIA
XPO

Financials

SAIA vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between Saia, Inc. and XPO Logistics, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab