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SAIA vs. XPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
30.10%
30.72%
SAIA
XPO

Returns By Period

In the year-to-date period, SAIA achieves a 18.24% return, which is significantly lower than XPO's 64.94% return. Over the past 10 years, SAIA has underperformed XPO with an annualized return of 25.55%, while XPO has yielded a comparatively higher 27.35% annualized return.


SAIA

YTD

18.24%

1M

18.66%

6M

30.10%

1Y

24.45%

5Y (annualized)

40.17%

10Y (annualized)

25.55%

XPO

YTD

64.94%

1M

27.96%

6M

30.72%

1Y

64.56%

5Y (annualized)

38.56%

10Y (annualized)

27.35%

Fundamentals


SAIAXPO
Market Cap$14.51B$17.64B
EPS$14.01$3.07
PE Ratio38.9549.36
PEG Ratio2.761.59
Total Revenue (TTM)$3.17B$8.09B
Gross Profit (TTM)$534.10M$926.00M
EBITDA (TTM)$696.51M$1.19B

Key characteristics


SAIAXPO
Sharpe Ratio0.501.55
Sortino Ratio0.992.46
Omega Ratio1.151.29
Calmar Ratio0.663.14
Martin Ratio1.176.10
Ulcer Index22.05%10.98%
Daily Std Dev52.02%43.29%
Max Drawdown-80.35%-82.85%
Current Drawdown-14.48%-6.90%

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Correlation

-0.50.00.51.00.3

The correlation between SAIA and XPO is 0.34, 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.

Risk-Adjusted Performance

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 0.50, compared to the broader market-4.00-2.000.002.004.000.501.55
The chart of Sortino ratio for SAIA, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.992.46
The chart of Omega ratio for SAIA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.29
The chart of Calmar ratio for SAIA, currently valued at 0.66, compared to the broader market0.002.004.006.000.663.14
The chart of Martin ratio for SAIA, currently valued at 1.17, compared to the broader market-10.000.0010.0020.0030.001.176.10
SAIA
XPO

The current SAIA Sharpe Ratio is 0.50, which is lower than the XPO Sharpe Ratio of 1.55. 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.50
1.55
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%JuneJulyAugustSeptemberOctoberNovember
-14.48%
-6.90%
SAIA
XPO

Volatility

SAIA vs. XPO - Volatility Comparison

Saia, Inc. (SAIA) has a higher volatility of 19.80% compared to XPO Logistics, Inc. (XPO) at 16.59%. This indicates that SAIA's price experiences larger fluctuations and is considered to be riskier than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
19.80%
16.59%
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