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AXP vs. FDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXP vs. FDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and FedEx Corporation (FDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXP achieves a -11.56% return, which is significantly lower than FDX's 81.23% return. Over the past 10 years, AXP has outperformed FDX with an annualized return of 19.88%, while FDX has yielded a comparatively lower 14.31% annualized return.


AXP

1D
2.18%
1M
3.82%
YTD
-11.56%
6M
-14.47%
1Y
14.27%
3Y*
24.40%
5Y*
16.02%
10Y*
19.88%

FDX

1D
0.09%
1M
38.75%
YTD
81.23%
6M
85.05%
1Y
137.53%
3Y*
34.12%
5Y*
14.19%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXP vs. FDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-11.56%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
FDX
FedEx Corporation
81.23%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%

Correlation

The correlation between AXP and FDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 12, 1978

0.40

Fundamentals

EPS

AXP:

$16.23

FDX:

$27.68

PE Ratio

AXP:

20.06

FDX:

12.22

PS Ratio

AXP:

2.73

FDX:

0.60

Total Revenue (TTM)

AXP:

$82.41B

FDX:

$91.93B

Gross Profit (TTM)

AXP:

$68.81B

FDX:

$22.44B

EBITDA (TTM)

AXP:

$18.41B

FDX:

$10.48B

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Return for Risk

AXP vs. FDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXP
AXP Risk / Return Rank: 5252
Overall Rank
AXP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 4949
Sortino Ratio Rank
AXP Omega Ratio Rank: 4949
Omega Ratio Rank
AXP Calmar Ratio Rank: 5353
Calmar Ratio Rank
AXP Martin Ratio Rank: 5353
Martin Ratio Rank

FDX
FDX Risk / Return Rank: 9898
Overall Rank
FDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDX Omega Ratio Rank: 9898
Omega Ratio Rank
FDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDX Martin Ratio Rank: 9898
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.

AXP vs. FDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and FedEx Corporation (FDX). 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.

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.


AXPFDXDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-4.40

Omega ratioGain probability vs. loss probability

1.09

1.70

-0.61

Calmar ratioReturn relative to maximum drawdown

0.44

11.80

-11.36

Martin ratioReturn relative to average drawdown

0.93

31.66

-30.73

AXP vs. FDX - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.39, which is lower than the FDX Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of AXP and FDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AXP vs. FDX - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than FDX's maximum drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for AXP and FDX.


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Drawdown Indicators


AXPFDXDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

-71.32%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

-11.67%

-12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.76%

-35.85%

+7.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-51.89%

+20.34%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

-65.97%

+16.33%

Current Drawdown

Current decline from peak

-14.99%

-0.05%

-14.94%

Average Drawdown

Average peak-to-trough decline

-22.05%

-20.30%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.15%

4.34%

+6.81%

Volatility

AXP vs. FDX - Volatility Comparison

The current volatility for American Express Company (AXP) is 6.90%, while FedEx Corporation (FDX) has a volatility of 25.08%. This indicates that AXP experiences smaller price fluctuations and is considered to be less risky than FDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXPFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

25.08%

-18.18%

Volatility (6M)

Calculated over the trailing 6-month period

20.01%

31.91%

-11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.46%

39.09%

-12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.50%

34.88%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

33.97%

-2.14%

Dividends

AXP vs. FDX - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.05%, less than FDX's 25.08% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.05%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
FDX
FedEx Corporation
25.08%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%

Financials

AXP vs. FDX - Financials Comparison

This section allows you to compare key financial metrics between American Express Company and FedEx Corporation. 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


10.00B15.00B20.00B25.00B20222023202420252026
20.88B
24.00B
(AXP) Total Revenue
(FDX) Total Revenue
Values in USD except per share items

AXP vs. FDX - Profitability Comparison

The chart below illustrates the profitability comparison between American Express Company and FedEx Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
84.6%
26.0%
Portfolio components
AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.

FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a gross profit of 6.24B and revenue of 24.00B. Therefore, the gross margin over that period was 26.0%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported an operating income of 1.35B and revenue of 24.00B, resulting in an operating margin of 5.6%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a net income of 1.06B and revenue of 24.00B, resulting in a net margin of 4.4%.


Frequently Asked Questions


AXP and FDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDX has higher volatility (25.08%) compared to AXP (6.90%). In terms of maximum drawdown, AXP dropped -83.91% vs FDX's -71.32%.

FDX currently has the higher Sharpe Ratio (3.52 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AXP and FDX

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