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FedEx Corporation (FDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US31428X1063

CUSIP

31428X106

Sector

Industrials

IPO Date

Apr 12, 1978

Highlights

Market Cap

$70.19B

EPS (TTM)

$16.20

PE Ratio

17.73

PEG Ratio

1.16

Total Revenue (TTM)

$87.59B

Gross Profit (TTM)

$19.66B

EBITDA (TTM)

$10.29B

Year Range

$230.87 - $312.31

Target Price

$306.67

Short %

1.76%

Short Ratio

1.52

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FDX vs. UPS FDX vs. PII FDX vs. CNI FDX vs. SPY FDX vs. VOO FDX vs. SCHD FDX vs. WM FDX vs. INTC FDX vs. AAPL FDX vs. TGT
Popular comparisons:
FDX vs. UPS FDX vs. PII FDX vs. CNI FDX vs. SPY FDX vs. VOO FDX vs. SCHD FDX vs. WM FDX vs. INTC FDX vs. AAPL FDX vs. TGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FedEx Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.81%
10.60%
FDX (FedEx Corporation)
Benchmark (^GSPC)

Returns By Period

FedEx Corporation had a return of 18.21% year-to-date (YTD) and 17.38% in the last 12 months. Over the past 10 years, FedEx Corporation had an annualized return of 6.93%, while the S&P 500 had an annualized return of 11.16%, indicating that FedEx Corporation did not perform as well as the benchmark.


FDX

YTD

18.21%

1M

7.31%

6M

15.65%

1Y

17.38%

5Y (annualized)

15.66%

10Y (annualized)

6.93%

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of FDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.62%3.18%16.96%-9.65%-2.99%18.71%0.80%-1.15%-7.95%0.06%18.21%
202311.93%4.83%13.06%-0.31%-4.30%14.37%8.89%-3.31%2.00%-9.37%7.80%-1.80%49.13%
2022-4.94%-9.59%4.46%-14.11%13.00%1.46%2.81%-9.56%-29.19%7.95%13.69%-4.31%-31.64%
2021-9.35%8.14%11.90%2.21%8.44%-5.00%-6.16%-5.09%-17.23%7.41%-2.19%12.62%0.72%
2020-4.34%-2.40%-13.67%4.54%2.99%7.91%20.10%30.55%14.74%3.16%10.45%-9.20%74.27%
201910.07%1.93%0.60%4.44%-18.57%6.84%3.86%-6.99%-7.86%4.87%4.84%-5.12%-4.78%
20185.19%-6.12%-2.35%2.95%0.78%-8.61%8.28%-0.78%-1.03%-8.49%3.93%-29.34%-34.67%
20171.56%2.05%1.33%-2.79%2.18%12.38%-4.28%3.05%5.47%0.10%2.50%8.04%35.21%
2016-10.81%3.01%19.09%1.47%-0.08%-7.77%6.67%1.87%6.17%-0.21%9.95%-2.66%26.07%
2015-2.62%4.65%-6.41%2.49%2.15%-1.49%0.60%-12.14%-4.25%8.38%1.60%-5.86%-13.70%
2014-7.27%0.01%-0.47%2.78%5.81%5.16%-2.97%0.68%9.32%3.69%6.44%-2.43%21.39%
201310.61%3.92%-6.74%-4.27%2.48%2.48%7.53%1.28%6.43%14.80%5.88%3.77%57.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDX is 61, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDX is 6161
Combined Rank
The Sharpe Ratio Rank of FDX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 5959
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FedEx Corporation (FDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FDX, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.532.51
The chart of Sortino ratio for FDX, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.893.37
The chart of Omega ratio for FDX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.47
The chart of Calmar ratio for FDX, currently valued at 0.79, compared to the broader market0.002.004.006.000.793.63
The chart of Martin ratio for FDX, currently valued at 1.64, compared to the broader market0.0010.0020.0030.001.6416.15
FDX
^GSPC

The current FedEx Corporation Sharpe ratio is 0.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FedEx Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.53
2.48
FDX (FedEx Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

FedEx Corporation provided a 1.79% dividend yield over the last twelve months, with an annual payout of $5.28 per share. The company has been increasing its dividends for 21 consecutive years.


0.50%1.00%1.50%2.00%2.50%$0.00$1.00$2.00$3.00$4.00$5.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.28$4.93$4.20$2.90$2.60$2.60$2.45$1.90$1.45$0.95$0.75$0.59

Dividend yield

1.79%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for FedEx Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.26$0.00$0.00$1.38$0.00$0.00$1.38$0.00$0.00$4.02
2023$0.00$0.00$1.15$0.00$0.00$1.26$0.00$0.00$1.26$0.00$0.00$1.26$4.93
2022$0.00$0.00$0.75$0.00$0.00$1.15$0.00$0.00$1.15$0.00$0.00$1.15$4.20
2021$0.00$0.00$0.65$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$2.90
2020$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.60
2019$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.60
2018$0.00$0.00$0.50$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.45
2017$0.00$0.00$0.40$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$1.90
2016$0.00$0.00$0.25$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$1.45
2015$0.00$0.00$0.20$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.95
2014$0.00$0.00$0.15$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.75
2013$0.14$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.59

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.8%
FedEx Corporation has a dividend yield of 1.79%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%31.3%
FedEx Corporation has a payout ratio of 31.32%, which is quite average when compared to the overall market. This suggests that FedEx Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.62%
-2.18%
FDX (FedEx Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FedEx Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FedEx Corporation was 71.32%, occurring on Mar 9, 2009. Recovery took 1142 trading sessions.

The current FedEx Corporation drawdown is 5.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.32%Feb 26, 2007513Mar 9, 20091142Sep 19, 20131655
-65.97%Jan 22, 2018541Mar 16, 2020143Oct 7, 2020684
-60.37%Oct 14, 1987793Nov 30, 1990788Jan 12, 19941581
-53.7%May 28, 2021335Sep 26, 2022441Jun 28, 2024776
-49.7%May 14, 1999206Mar 7, 2000792May 5, 2003998

Volatility

Volatility Chart

The current FedEx Corporation volatility is 4.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
4.06%
FDX (FedEx Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of FedEx Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of FedEx Corporation compared to its peers in the Integrated Freight & Logistics industry.


PE Ratio
50.0100.0150.0200.0250.0300.017.7
The chart displays the price to earnings (P/E) ratio for FDX in comparison to other companies of the Integrated Freight & Logistics industry. Currently, FDX has a PE value of 17.7. This PE ratio falls in the average range for the industry.
PEG Ratio
-10.00.010.020.030.01.2
The chart displays the price to earnings to growth (PEG) ratio for FDX in comparison to other companies of the Integrated Freight & Logistics industry. Currently, FDX has a PEG value of 1.2. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for FedEx Corporation.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items