A few weeks back, DyllonStej posted a video
comparing run and wavedash speeds for every character. It's a quite useful reference video (especially for wavedashes), and I think it's useful to have its statistics compiled somewhere for easier reference.
All numbers represent the number of frames it takes to move from one side of Battlefield to the other. All wavedashes use perfect timing and angles.
Run Wavedash
Bowser 95 92
Captain Falcon 62 84
Donkey Kong 89 93
Dr. Mario 94 76
Falco 93 85
Fox 65 77
Ganondorf 104 90
Ice Climbers 100 64
Jigglypuff 127 99
Kirby 100 85
Link 108 110
Luigi 105 63
Mario 94 76
Marth 79 78
Mewtwo 100 69
Mr. Game & Watch 94 76
Ness 100 78
Peach 99 94
Pichu 82 89
Pikachu 79 85
Roy 89 84
Samus 99 73
Sheik 79 87
Yoshi 88 78
Young Link 88 84
Zelda 127 110
Run speed order:
1. Captain Falcon - 62
2. Fox - 65
3. Marth - 79
3. Pikachu - 79
3. Sheik - 79
6. Pichu - 82
7. Yoshi - 88
7. Young Link - 88
9. Donkey Kong - 89
9. Roy - 89
11. Falco - 93
12. Dr. Mario - 94
12. Mario - 94
12. Mr. Game & Watch - 94
15. Bowser - 95
16. Peach - 99
16. Samus - 99
18. Ice Climbers - 100
18. Kirby - 100
18. Mewtwo - 100
18. Ness - 100
22. Ganondorf - 104
23. Luigi - 105
24. Link - 108
25. Jigglypuff - 127
26. Zelda - 127
Wavedash speed:
1. Luigi - 63
2. Ice Climbers - 64
3. Mewtwo - 69
4. Samus - 73
5. Dr. Mario - 76
5. Mario - 76
5. Mr. Game & Watch - 76
8. Fox - 77
9. Marth - 78
9. Ness - 78
9. Yoshi - 78
12. Captain Falcon - 84
12. Roy - 84
12. Young Link - 84
15. Falco - 85
15. Kirby - 85
15. Pikachu - 85
18. Sheik - 87
19. Pichu - 89
20. Ganondorf - 90
21. Bowser - 92
22. Donkey Kong - 93
23. Peach - 94
24. Jigglypuff - 99
25. Link - 110
25. Zelda - 110
Overall fastest:
1. Captain Falcon - 62 (Run)
2. Luigi - 63 (Wavedash)
3. Ice Climbers - 64 (Wavedash)
4. Fox - 65 (Run)
5. Mewtwo - 69 (Wavedash)
6. Samus - 73 (Wavedash)
7. Dr. Mario - 76 (Wavedash)
7. Mario - 76 (Wavedash)
7. Mr. Game & Watch - 76 (Wavedash)
10. Marth - 78 (Wavedash)
10. Ness - 78 (Wavedash)
10. Yoshi - 78 (Wavedash)
13. Pikachu - 79 (Run)
13. Sheik - 79 (Run)
15. Pichu - 82 (Run)
16. Roy - 84 (Wavedash)
16. Young Link - 84 (Wavedash)
18. Falco - 85 (Wavedash)
18. Kirby - 85 (Wavedash)
20. Donkey Kong - 89 (Run)
21. Ganondorf - 90 (Wavedash)
22. Bowser - 92 (Wavedash)
23. Peach - 94 (Wavedash)
24. Jigglypuff - 99 (Wavedash)
25. Link - 108 (Run)
26. Zelda - 110 (Wavedash)