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TFII vs. ODFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TFII and ODFL is 0.30, 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

TFII vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFI International Inc (TFII) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-30.82%
-1.57%
TFII
ODFL

Key characteristics

Sharpe Ratio

TFII:

-0.89

ODFL:

-0.19

Sortino Ratio

TFII:

-1.06

ODFL:

-0.03

Omega Ratio

TFII:

0.83

ODFL:

1.00

Calmar Ratio

TFII:

-0.80

ODFL:

-0.26

Martin Ratio

TFII:

-2.39

ODFL:

-0.44

Ulcer Index

TFII:

12.40%

ODFL:

14.51%

Daily Std Dev

TFII:

33.51%

ODFL:

33.82%

Max Drawdown

TFII:

-73.66%

ODFL:

-66.30%

Current Drawdown

TFII:

-36.82%

ODFL:

-14.82%

Fundamentals

Market Cap

TFII:

$10.83B

ODFL:

$43.79B

EPS

TFII:

$5.49

ODFL:

$5.48

PE Ratio

TFII:

23.24

ODFL:

37.43

Total Revenue (TTM)

TFII:

$6.31B

ODFL:

$5.81B

Gross Profit (TTM)

TFII:

$879.45M

ODFL:

$2.94B

EBITDA (TTM)

TFII:

$978.97M

ODFL:

$1.81B

Returns By Period

In the year-to-date period, TFII achieves a -24.88% return, which is significantly lower than ODFL's 11.82% return. Both investments have delivered pretty close results over the past 10 years, with TFII having a 23.42% annualized return and ODFL not far behind at 22.98%.


TFII

YTD

-24.88%

1M

-25.04%

6M

-30.82%

1Y

-28.97%

5Y*

25.18%

10Y*

23.42%

ODFL

YTD

11.82%

1M

3.58%

6M

-1.57%

1Y

-6.56%

5Y*

22.17%

10Y*

22.98%

*Annualized

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Risk-Adjusted Performance

TFII vs. ODFL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFII
The Risk-Adjusted Performance Rank of TFII is 66
Overall Rank
The Sharpe Ratio Rank of TFII is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TFII is 99
Sortino Ratio Rank
The Omega Ratio Rank of TFII is 77
Omega Ratio Rank
The Calmar Ratio Rank of TFII is 55
Calmar Ratio Rank
The Martin Ratio Rank of TFII is 00
Martin Ratio Rank

ODFL
The Risk-Adjusted Performance Rank of ODFL is 3333
Overall Rank
The Sharpe Ratio Rank of ODFL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 3838
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.

TFII vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TFI International Inc (TFII) and Old Dominion Freight Line, Inc. (ODFL). 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 TFII, currently valued at -0.89, compared to the broader market-2.000.002.00-0.89-0.19
The chart of Sortino ratio for TFII, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.006.00-1.06-0.03
The chart of Omega ratio for TFII, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.00
The chart of Calmar ratio for TFII, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.80-0.26
The chart of Martin ratio for TFII, currently valued at -2.39, compared to the broader market-10.000.0010.0020.0030.00-2.39-0.44
TFII
ODFL

The current TFII Sharpe Ratio is -0.89, which is lower than the ODFL Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of TFII and ODFL, 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 Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.89
-0.19
TFII
ODFL

Dividends

TFII vs. ODFL - Dividend Comparison

TFII's dividend yield for the trailing twelve months is around 1.63%, more than ODFL's 0.53% yield.


TTM20242023202220212020201920182017201620152014
TFII
TFI International Inc
1.63%1.22%1.07%1.16%0.86%1.54%2.38%2.53%2.43%2.02%3.03%2.12%
ODFL
Old Dominion Freight Line, Inc.
0.53%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%

Drawdowns

TFII vs. ODFL - Drawdown Comparison

The maximum TFII drawdown since its inception was -73.66%, which is greater than ODFL's maximum drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for TFII and ODFL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.82%
-14.82%
TFII
ODFL

Volatility

TFII vs. ODFL - Volatility Comparison

TFI International Inc (TFII) has a higher volatility of 23.81% compared to Old Dominion Freight Line, Inc. (ODFL) at 9.58%. This indicates that TFII's price experiences larger fluctuations and is considered to be riskier than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
23.81%
9.58%
TFII
ODFL

Financials

TFII vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between TFI International Inc and Old Dominion Freight Line, 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
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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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