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ISIN
US9837931008
CUSIP
983793100
IPO Date
Oct 7, 2003

Highlights

Market Cap
$23.94B
Enterprise Value
$28.00B
EPS (TTM)
$2.92
PE Ratio
68.94
PEG Ratio
2.59
Total Revenue (TTM)
$8.30B
Gross Profit (TTM)
$772.00M
EBITDA (TTM)
$1.20B
Year Range
$116.68 - $232.05
Target Price
$197.79
ROA (TTM)
5.35%
ROE (TTM)
18.80%

Share Price Chart


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Performance

XPO Performance Chart

XPO Logistics, Inc. (XPO) is up 48.0% since the beginning of the year. At $201 per share, XPO is trading 13.3% below its 52-week high of $232. Investors who bought $1,000 worth of XPO shares 5 years ago would now be looking at an investment worth $3,922.


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S&P 500 Index

Returns By Period

XPO Logistics, Inc. (XPO) has returned 48.03% so far this year and 67.87% over the past 12 months. Looking at the last ten years, XPO has achieved an annualized return of 37.20%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


XPO Logistics, Inc.

1D
0.85%
1M
-0.85%
YTD
48.03%
6M
42.41%
1Y
67.87%
3Y*
57.56%
5Y*
31.43%
10Y*
37.20%

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)

XPO Monthly Returns History

Based on dividend-adjusted daily data since Oct 7, 2003, XPO's average daily return is +0.14%, while the average monthly return is +2.88%. At this rate, an investment would double in approximately 2.0 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2004 with a return of +98.6%, while the worst month was Sep 2011 at -36.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.

On a daily basis, XPO closed higher 47% of trading days. The best single day was Jan 8, 2004 with a return of +38.0%, while the worst single day was Dec 13, 2018 at -26.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.98%42.10%-7.56%13.15%-2.67%-6.10%48.03%
20251.92%-8.01%-12.51%-1.36%7.27%10.95%-4.75%7.82%-0.33%11.29%-1.26%-4.33%3.63%
2024-2.45%40.82%1.42%-11.94%-0.45%-0.78%8.23%-0.24%-6.20%21.41%16.76%-13.95%49.73%
202319.74%-16.31%-4.38%38.50%6.22%25.72%17.36%7.78%0.04%1.54%13.81%1.52%163.11%
2022-14.54%9.84%0.17%-26.11%-0.65%-9.88%24.04%-12.25%-15.07%16.22%25.62%-13.80%-27.64%
2021-7.37%5.61%5.75%12.83%5.61%-4.79%-0.86%7.66%-8.43%7.82%-15.57%6.89%11.60%

Benchmark Metrics

XPO Logistics, Inc. has an annualized alpha of 29.14%, beta of 0.92, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since October 07, 2003.

  • This stock captured 230.04% of S&P 500 Index gains and 145.30% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.10 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
29.14%
Beta
0.92
0.10
Upside Capture
230.04%
Downside Capture
145.30%

Return for Risk

Risk / Return Rank

XPO ranks 83 for risk / return — in the top 83% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XPO Risk / Return Rank: 8383
Overall Rank
XPO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 7979
Sortino Ratio Rank
XPO Omega Ratio Rank: 7777
Omega Ratio Rank
XPO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XPO Martin Ratio Rank: 8888
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 XPO Logistics, Inc. (XPO) 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.


XPOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

4.36

2.78

+1.58

Martin ratioReturn relative to average drawdown

10.15

12.44

-2.29

Dividends

Dividend History


XPO Logistics, 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 XPO Logistics, 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 XPO Logistics, Inc. was 82.85%, occurring on May 17, 2005. Recovery took 1380 trading sessions.

The current XPO Logistics, Inc. drawdown is 11.90%.


Related event

Drawdown

Fall

Recovery

Underwater

2005 bear market2005
-82.85%May 2005
1y 3mo5y 5mo
6y 9moFeb 2004 - Nov 2010
COVID crash2020
-64.48%Mar 2020
1y 5mo8mo 18d
2y 2moSep 2018 - Dec 2020
2016 bear market2016
-61.31%Jan 2016
7mo 26d1y 1mo
1y 9moMay 2015 - Feb 2017
2011 bear market2011
-58.94%Oct 2011
2mo 14d4mo 29d
7mo 13dJul 2011 - Mar 2012
Bear market2022
-53.17%Sep 2022
1y 1mo9mo 4d
1y 10moAug 2021 - Jun 2023

Drawdown Indicators


XPOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-56.78%

-26.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-9.10%

-6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-18.90%

-23.29%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-25.43%

-27.74%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

-33.92%

-30.56%

Current Drawdown

Current decline from peak

-11.90%

-1.80%

-10.10%

Average Drawdown

Average peak-to-trough decline

-30.24%

-10.71%

-19.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

2.03%

+4.68%

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 XPO Logistics, 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 XPO Logistics, Inc. is priced in the market compared to other companies in the Integrated Freight & Logistics industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for XPO, comparing it with other companies in the Integrated Freight & Logistics industry. Currently, XPO has a P/E ratio of 68.9. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for XPO compared to other companies in the Integrated Freight & Logistics industry. XPO currently has a PEG ratio of 2.6. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for XPO relative to other companies in the Integrated Freight & Logistics industry. Currently, XPO has a P/S ratio of 2.9. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for XPO in comparison with other companies in the Integrated Freight & Logistics industry. Currently, XPO has a P/B value of 12.9. 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
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