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RXO Inc. (RXO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS74982T1034
SectorIndustrials
IndustryTrucking

Highlights

Market Cap$2.28B
EPS$0.03
PE Ratio645.33
PEG Ratio5.97
Revenue (TTM)$3.93B
Gross Profit (TTM)$946.00M
EBITDA (TTM)$134.00M
Year Range$16.94 - $24.33
Target Price$20.40
Short %6.16%
Short Ratio4.96

Share Price Chart


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Compare to other instruments

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RXO Inc.

Popular comparisons: RXO vs. XPO

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
-2.81%
34.68%
RXO (RXO Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

RXO Inc. had a return of -12.25% year-to-date (YTD) and 6.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-12.25%7.50%
1 month-5.11%-1.61%
6 months10.44%17.65%
1 year6.97%26.26%
5 years (annualized)N/A11.73%
10 years (annualized)N/A10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.58%3.46%1.63%-13.53%
2023-11.25%19.70%10.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RXO is 49, suggesting that the investment has average results relative to the market 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 RXO is 4949
RXO Inc.(RXO)
The Sharpe Ratio Rank of RXO is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of RXO is 4545Sortino Ratio Rank
The Omega Ratio Rank of RXO is 4444Omega Ratio Rank
The Calmar Ratio Rank of RXO is 5555Calmar Ratio Rank
The Martin Ratio Rank of RXO is 5050Martin 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 RXO Inc. (RXO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RXO
Sharpe ratio
The chart of Sharpe ratio for RXO, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.004.000.12
Sortino ratio
The chart of Sortino ratio for RXO, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.006.000.43
Omega ratio
The chart of Omega ratio for RXO, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for RXO, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for RXO, currently valued at 0.32, compared to the broader market-10.000.0010.0020.0030.000.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market-10.000.0010.0020.0030.008.41

Sharpe Ratio

The current RXO Inc. Sharpe ratio is 0.12. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of RXO Inc. 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.12
2.17
RXO (RXO Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


RXO Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-15.42%
-2.41%
RXO (RXO Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the RXO Inc.. 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 RXO Inc. was 26.60%, occurring on Nov 1, 2023. Recovery took 31 trading sessions.

The current RXO Inc. drawdown is 15.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.6%Jun 30, 202387Nov 1, 202331Dec 15, 2023118
-25.67%Oct 31, 20225Nov 4, 202264Feb 8, 202369
-21.63%Dec 27, 202386Apr 30, 2024
-21.12%Feb 9, 202353Apr 26, 202326Jun 2, 202379
-7.1%Jun 8, 202311Jun 23, 20234Jun 29, 202315

Volatility

Volatility Chart

The current RXO Inc. volatility is 13.88%, 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%December2024FebruaryMarchAprilMay
13.88%
4.10%
RXO (RXO Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

0.00

Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items