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CHRW vs. EXPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHRW and EXPD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CHRW vs. EXPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C.H. Robinson Worldwide, Inc. (CHRW) and Expeditors International of Washington, Inc. (EXPD). The values are adjusted to include any dividend payments, if applicable.

2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%December2025FebruaryMarchAprilMay
2,498.40%
2,376.69%
CHRW
EXPD

Key characteristics

Sharpe Ratio

CHRW:

0.47

EXPD:

-0.18

Sortino Ratio

CHRW:

1.06

EXPD:

-0.03

Omega Ratio

CHRW:

1.14

EXPD:

1.00

Calmar Ratio

CHRW:

0.55

EXPD:

-0.16

Martin Ratio

CHRW:

1.85

EXPD:

-0.37

Ulcer Index

CHRW:

9.00%

EXPD:

9.57%

Daily Std Dev

CHRW:

29.07%

EXPD:

24.86%

Max Drawdown

CHRW:

-44.55%

EXPD:

-58.07%

Current Drawdown

CHRW:

-20.96%

EXPD:

-15.74%

Fundamentals

Market Cap

CHRW:

$10.68B

EXPD:

$15.40B

EPS

CHRW:

$4.19

EXPD:

$5.72

PE Ratio

CHRW:

21.47

EXPD:

19.54

PEG Ratio

CHRW:

1.90

EXPD:

4.03

PS Ratio

CHRW:

0.62

EXPD:

1.46

PB Ratio

CHRW:

6.19

EXPD:

6.98

Total Revenue (TTM)

CHRW:

$17.36B

EXPD:

$8.39B

Gross Profit (TTM)

CHRW:

$5.09B

EXPD:

$1.07B

EBITDA (TTM)

CHRW:

$807.40M

EXPD:

$872.48M

Returns By Period

In the year-to-date period, CHRW achieves a -12.75% return, which is significantly lower than EXPD's -0.48% return. Over the past 10 years, CHRW has underperformed EXPD with an annualized return of 5.73%, while EXPD has yielded a comparatively higher 10.12% annualized return.


CHRW

YTD

-12.75%

1M

3.01%

6M

-15.97%

1Y

13.46%

5Y*

6.50%

10Y*

5.73%

EXPD

YTD

-0.48%

1M

7.20%

6M

-7.57%

1Y

-4.49%

5Y*

9.35%

10Y*

10.12%

*Annualized

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Risk-Adjusted Performance

CHRW vs. EXPD — Risk-Adjusted Performance Rank

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

CHRW
The Risk-Adjusted Performance Rank of CHRW is 7070
Overall Rank
The Sharpe Ratio Rank of CHRW is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CHRW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CHRW is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CHRW is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CHRW is 7272
Martin Ratio Rank

EXPD
The Risk-Adjusted Performance Rank of EXPD is 4040
Overall Rank
The Sharpe Ratio Rank of EXPD is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 4545
Martin 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.

CHRW vs. EXPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and Expeditors International of Washington, Inc. (EXPD). 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.


The current CHRW Sharpe Ratio is 0.47, which is higher than the EXPD Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CHRW and EXPD, 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-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.47
-0.18
CHRW
EXPD

Dividends

CHRW vs. EXPD - Dividend Comparison

CHRW's dividend yield for the trailing twelve months is around 2.76%, more than EXPD's 1.32% yield.


TTM20242023202220212020201920182017201620152014
CHRW
C.H. Robinson Worldwide, Inc.
2.76%2.38%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%1.91%
EXPD
Expeditors International of Washington, Inc.
1.32%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%

Drawdowns

CHRW vs. EXPD - Drawdown Comparison

The maximum CHRW drawdown since its inception was -44.55%, smaller than the maximum EXPD drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for CHRW and EXPD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.96%
-15.74%
CHRW
EXPD

Volatility

CHRW vs. EXPD - Volatility Comparison

The current volatility for C.H. Robinson Worldwide, Inc. (CHRW) is 8.67%, while Expeditors International of Washington, Inc. (EXPD) has a volatility of 12.20%. This indicates that CHRW experiences smaller price fluctuations and is considered to be less risky than EXPD based on this measure. 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%December2025FebruaryMarchAprilMay
8.67%
12.20%
CHRW
EXPD

Financials

CHRW vs. EXPD - Financials Comparison

This section allows you to compare key financial metrics between C.H. Robinson Worldwide, Inc. and Expeditors International of Washington, 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


2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
4.05B
2.95B
(CHRW) Total Revenue
(EXPD) Total Revenue
Values in USD except per share items

CHRW vs. EXPD - Profitability Comparison

The chart below illustrates the profitability comparison between C.H. Robinson Worldwide, Inc. and Expeditors International of Washington, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
13.1%
(CHRW) Gross Margin
(EXPD) Gross Margin
CHRW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, C.H. Robinson Worldwide, Inc. reported a gross profit of 4.05B and revenue of 4.05B. Therefore, the gross margin over that period was 100.0%.

EXPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a gross profit of 387.57M and revenue of 2.95B. Therefore, the gross margin over that period was 13.1%.

CHRW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, C.H. Robinson Worldwide, Inc. reported an operating income of 176.85M and revenue of 4.05B, resulting in an operating margin of 4.4%.

EXPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported an operating income of 301.10M and revenue of 2.95B, resulting in an operating margin of 10.2%.

CHRW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, C.H. Robinson Worldwide, Inc. reported a net income of 135.30M and revenue of 4.05B, resulting in a net margin of 3.3%.

EXPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a net income of 235.88M and revenue of 2.95B, resulting in a net margin of 8.0%.