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ISIN
US74982T1034
Industry
Trucking
IPO Date
Oct 27, 2022

Highlights

Market Cap
$4.37B
Enterprise Value
$4.37B
EPS (TTM)
-$0.41
Total Revenue (TTM)
$4.31B
Gross Profit (TTM)
$753.00M
EBITDA (TTM)
$1.99M
Year Range
$10.43 - $29.86
Target Price
$16.60
ROA (TTM)
-3,571.44%
ROE (TTM)
-4,574.95%

Share Price Chart


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RXO Inc.

Performance

RXO Performance Chart

RXO Inc. (RXO) is up 104.3% since the beginning of the year. At $26 per share, RXO is trading 13.5% below its 52-week high of $30.


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S&P 500 Index

Returns By Period

RXO Inc. (RXO) has returned 104.27% so far this year and 70.20% over the past 12 months.


RXO Inc.

1D
1.69%
1M
5.95%
YTD
104.27%
6M
96.80%
1Y
70.20%
3Y*
7.03%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXO Monthly Returns History

Based on dividend-adjusted daily data since Oct 27, 2022, RXO's average daily return is +0.08%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.

Historically, 53% of months were positive and 47% were negative. The best month was Apr 2026 with a return of +36.6%, while the worst month was Apr 2025 at -26.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RXO closed higher 51% of trading days. The best single day was Jun 24, 2024 with a return of +23.0%, while the worst single day was Nov 6, 2025 at -23.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.35%9.47%-8.40%36.59%28.09%0.94%104.27%
20257.59%-20.19%-6.69%-26.23%10.22%1.22%-1.72%5.70%-5.82%15.28%-25.44%-4.39%-46.98%
2024-10.58%3.46%1.63%-13.53%7.93%28.12%21.26%-10.25%-1.62%0.68%6.95%-20.93%2.49%
20236.51%12.28%-4.52%-7.89%15.37%8.62%-2.73%-18.00%9.13%-11.25%19.70%10.97%35.23%
2022-4.55%-9.52%-9.47%-21.82%

Benchmark Metrics

RXO Inc. has an annualized alpha of -9.55%, beta of 1.56, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since October 27, 2022.

  • This stock participated in 221.86% of S&P 500 Index downside but only 136.26% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.18 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-9.55%
Beta
1.56
0.18
Upside Capture
136.26%
Downside Capture
221.86%

Return for Risk

Risk / Return Rank

RXO ranks 71 for risk / return — better than 71% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RXO Risk / Return Rank: 7171
Overall Rank
RXO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RXO Sortino Ratio Rank: 6868
Sortino Ratio Rank
RXO Omega Ratio Rank: 7171
Omega Ratio Rank
RXO Calmar Ratio Rank: 7272
Calmar Ratio Rank
RXO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RXO Inc. (RXO) and compare them to S&P 500 Index.

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.


RXOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.64

2.78

-1.15

Martin ratioReturn relative to average drawdown

4.05

12.44

-8.39

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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 67.15%, occurring on Nov 20, 2025. The portfolio has not yet recovered.

The current RXO Inc. drawdown is 19.06%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-67.15%Nov 2025
1y 3mo
1y 10moJul 2024 - now
Bear market2022
-27.36%Nov 2022
8d7mo 5d
7mo 13dOct 2022 - Jun 2023
2023 bear market2023
-26.60%Nov 2023
4mo 4d1mo 14d
5mo 18dJun 2023 - Dec 2023
2024 bear market2024
-21.63%Apr 2024
4mo 5d1mo 25d
6moDec 2023 - Jun 2024
2023 pullback2023
-7.10%Jun 2023
15d6d
21dJun 2023 - Jun 2023

Drawdown Indicators


RXOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.15%

-56.78%

-10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-43.07%

-9.10%

-33.97%

Max Drawdown (3Y)

Largest decline over 3 years

-67.15%

-18.90%

-48.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-19.06%

-1.80%

-17.26%

Average Drawdown

Average peak-to-trough decline

-26.09%

-10.71%

-15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.39%

2.03%

+15.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

Valuation

The Valuation section provides an overview of how RXO Inc. is priced in the market compared to other companies in the Trucking industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for RXO relative to other companies in the Trucking industry. Currently, RXO has a P/S ratio of 1.0. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for RXO in comparison with other companies in the Trucking industry. Currently, RXO has a P/B value of 2,893.5. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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
Portfolio Analyzer

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