PortfoliosLab logoPortfoliosLab logo
XPO vs. SAIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XPO vs. SAIA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XPO achieves a 47.87% return, which is significantly higher than SAIA's 6.47% return. Over the past 10 years, XPO has outperformed SAIA with an annualized return of 35.10%, while SAIA has yielded a comparatively lower 28.28% annualized return.


XPO

1D
0.86%
1M
-2.60%
6M
35.69%
YTD
47.87%
1Y
69.18%
3Y*
42.66%
5Y*
33.18%
10Y*
35.10%
ALL TIME*
22.80%

SAIA

1D
-0.86%
1M
-16.57%
6M
3.81%
YTD
6.47%
1Y
18.61%
3Y*
-6.52%
5Y*
8.99%
10Y*
28.28%
ALL TIME*
16.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$206.79M$192.75M$185.37M
$243.59M$210.49M$304.83M

XPO vs. SAIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPO
XPO, Inc.
47.87%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%112.21%
SAIA
Saia, Inc.
6.47%-28.35%4.00%108.99%-37.79%86.41%94.16%66.82%-21.10%60.25%

Correlation

The correlation between XPO and SAIA is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2003

0.37

Over the past year, XPO and SAIA have become more correlated (0.76) than their long-term average of 0.37, meaning their price movements have been converging.

Fundamentals

Market Cap

XPO:

$23.60B

SAIA:

$9.27B

EPS

XPO:

$3.39

SAIA:

$10.37

PE Ratio

XPO:

59.32

SAIA:

33.52

PEG Ratio

XPO:

2.23

SAIA:

12.09

PS Ratio

XPO:

2.80

SAIA:

2.75

PB Ratio

XPO:

12.19

SAIA:

3.42

Total Revenue (TTM)

XPO:

$8.57B

SAIA:

$3.39B

Gross Profit (TTM)

XPO:

$504.00M

SAIA:

$1.37B

EBITDA (TTM)

XPO:

$1.29B

SAIA:

$632.34M

Compare stocks, funds, or ETFs

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


Return for Risk

XPO vs. SAIA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XPO
XPO Risk / Return Rank: 8686
Overall Rank
XPO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8383
Sortino Ratio Rank
XPO Omega Ratio Rank: 8080
Omega Ratio Rank
XPO Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPO Martin Ratio Rank: 9191
Martin Ratio Rank

SAIA
SAIA Risk / Return Rank: 5656
Overall Rank
SAIA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SAIA Sortino Ratio Rank: 5454
Sortino Ratio Rank
SAIA Omega Ratio Rank: 5353
Omega Ratio Rank
SAIA Calmar Ratio Rank: 5858
Calmar Ratio Rank
SAIA Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XPO vs. SAIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO, Inc. (XPO) and Saia, Inc. (SAIA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XPOSAIADifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratioReturn relative to maximum drawdown

4.31

0.53

+3.79

Martin ratioReturn relative to average drawdown

9.82

1.53

+8.29

XPO vs. SAIA - Sharpe Ratio Comparison

The current XPO Sharpe Ratio is 1.54, which is higher than the SAIA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XPO and SAIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XPO vs. SAIA - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


XPOSAIADifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-80.35%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-28.64%

+13.01%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-60.94%

+18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-60.94%

+7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

-60.94%

-3.54%

Current Drawdown

Current decline from peak

-12.00%

-42.63%

+30.63%

Average Drawdown

Average peak-to-trough decline

-30.14%

-28.96%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

9.87%

-3.02%

Volatility

XPO vs. SAIA - Volatility Comparison

The current volatility for XPO, Inc. (XPO) is 9.66%, while Saia, Inc. (SAIA) has a volatility of 14.55%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than SAIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XPOSAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

14.55%

-4.89%

Volatility (6M)

Calculated over the trailing 6-month period

32.79%

37.05%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

44.67%

48.48%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.97%

51.63%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.44%

45.73%

+1.71%

Dividends

XPO vs. SAIA - Dividend Comparison

Neither XPO nor SAIA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

XPO vs. SAIA - Financials Comparison

This section allows you to compare key financial metrics between XPO, Inc. and Saia, 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

XPO vs. SAIA - Profitability Comparison

The chart below illustrates the profitability comparison between XPO, Inc. and Saia, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a gross profit of -239.00M and revenue of 2.36B. Therefore, the gross margin over that period was -10.2%.

SAIA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Saia, Inc. reported a gross profit of 871.51M and revenue of 956.49M. Therefore, the gross margin over that period was 91.1%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported an operating income of 271.00M and revenue of 2.36B, resulting in an operating margin of 11.5%.

SAIA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Saia, Inc. reported an operating income of 125.21M and revenue of 956.49M, resulting in an operating margin of 13.1%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a net income of 162.00M and revenue of 2.36B, resulting in a net margin of 6.9%.

SAIA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Saia, Inc. reported a net income of 94.26M and revenue of 956.49M, resulting in a net margin of 9.9%.


Frequently Asked Questions


XPO and SAIA have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIA has higher volatility (14.55%) compared to XPO (9.66%). In terms of maximum drawdown, XPO dropped -82.85% vs SAIA's -80.35%.

XPO currently has the higher Sharpe Ratio (1.54 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XPO and SAIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer