Old Dominion (ODFL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Old Dominion, a component of both the S&P 500 and the Nasdaq 100 in the Industrials. Data as of 2026-10-29.
| Last close price | $173.32 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -1.50% |
| Total return over period | -4.40% |
| Annualized volatility | 36.94% |
| Period volatility | 63.81% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.26 |
| Sortino ratio | -0.37 |
| Max drawdown | -45.18% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.53% |
| Correlation with the S&P 500 | 0.45 |
| Period range | $125.70 – $248.73 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Old Dominion (ODFL) has posted an annualized return of -1.50% with annual volatility of 36.94%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -45.18%. Its correlation with the S&P 500 is 0.45, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ODFL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Old Dominion (ODFL) is of both the S&P 500 and the Nasdaq 100.
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