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AKAM vs. XPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AKAM vs. XPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akamai Technologies, Inc. (AKAM) and XPO Logistics, Inc. (XPO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-7.69%
38.88%
AKAM
XPO

Returns By Period

In the year-to-date period, AKAM achieves a -25.68% return, which is significantly lower than XPO's 67.29% return. Over the past 10 years, AKAM has underperformed XPO with an annualized return of 3.28%, while XPO has yielded a comparatively higher 27.51% annualized return.


AKAM

YTD

-25.68%

1M

-17.14%

6M

-7.69%

1Y

-22.25%

5Y (annualized)

0.00%

10Y (annualized)

3.28%

XPO

YTD

67.29%

1M

33.54%

6M

38.88%

1Y

64.64%

5Y (annualized)

38.60%

10Y (annualized)

27.51%

Fundamentals


AKAMXPO
Market Cap$13.21B$17.06B
EPS$3.38$3.08
PE Ratio26.0247.57
PEG Ratio1.151.50
Total Revenue (TTM)$3.97B$8.09B
Gross Profit (TTM)$2.33B$926.00M
EBITDA (TTM)$1.28B$1.15B

Key characteristics


AKAMXPO
Sharpe Ratio-0.761.53
Sortino Ratio-0.862.43
Omega Ratio0.861.29
Calmar Ratio-0.303.08
Martin Ratio-1.075.99
Ulcer Index20.33%10.99%
Daily Std Dev28.85%43.21%
Max Drawdown-99.80%-82.85%
Current Drawdown-73.15%-5.57%

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Correlation

-0.50.00.51.00.2

The correlation between AKAM and XPO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

AKAM vs. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) and XPO Logistics, Inc. (XPO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AKAM, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.761.53
The chart of Sortino ratio for AKAM, currently valued at -0.86, compared to the broader market-4.00-2.000.002.004.00-0.862.43
The chart of Omega ratio for AKAM, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.29
The chart of Calmar ratio for AKAM, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.663.08
The chart of Martin ratio for AKAM, currently valued at -1.07, compared to the broader market-10.000.0010.0020.0030.00-1.075.99
AKAM
XPO

The current AKAM Sharpe Ratio is -0.76, which is lower than the XPO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AKAM and XPO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.76
1.53
AKAM
XPO

Dividends

AKAM vs. XPO - Dividend Comparison

Neither AKAM nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AKAM vs. XPO - Drawdown Comparison

The maximum AKAM drawdown since its inception was -99.80%, which is greater than XPO's maximum drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for AKAM and XPO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.45%
-5.57%
AKAM
XPO

Volatility

AKAM vs. XPO - Volatility Comparison

Akamai Technologies, Inc. (AKAM) and XPO Logistics, Inc. (XPO) have volatilities of 16.68% and 16.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
16.68%
16.07%
AKAM
XPO

Financials

AKAM vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between Akamai Technologies, Inc. and XPO Logistics, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items