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

Correlation

The correlation between CHRW and EXPD is 0.57, 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.


-0.50.00.51.00.6

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.

2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%JulyAugustSeptemberOctoberNovemberDecember
2,926.46%
2,432.86%
CHRW
EXPD

Key characteristics

Sharpe Ratio

CHRW:

0.85

EXPD:

-0.50

Sortino Ratio

CHRW:

1.44

EXPD:

-0.55

Omega Ratio

CHRW:

1.21

EXPD:

0.93

Calmar Ratio

CHRW:

0.66

EXPD:

-0.61

Martin Ratio

CHRW:

2.92

EXPD:

-1.36

Ulcer Index

CHRW:

9.20%

EXPD:

7.21%

Daily Std Dev

CHRW:

31.52%

EXPD:

19.71%

Max Drawdown

CHRW:

-44.55%

EXPD:

-58.07%

Current Drawdown

CHRW:

-7.94%

EXPD:

-13.83%

Fundamentals

Market Cap

CHRW:

$12.87B

EXPD:

$16.23B

EPS

CHRW:

$2.88

EXPD:

$5.14

PE Ratio

CHRW:

37.81

EXPD:

22.55

PEG Ratio

CHRW:

1.42

EXPD:

3.46

Total Revenue (TTM)

CHRW:

$17.76B

EXPD:

$9.92B

Gross Profit (TTM)

CHRW:

$1.25B

EXPD:

$1.42B

EBITDA (TTM)

CHRW:

$716.86M

EXPD:

$1.02B

Returns By Period

In the year-to-date period, CHRW achieves a 24.89% return, which is significantly higher than EXPD's -10.29% return. Over the past 10 years, CHRW has underperformed EXPD with an annualized return of 5.67%, while EXPD has yielded a comparatively higher 11.18% annualized return.


CHRW

YTD

24.89%

1M

-3.17%

6M

21.46%

1Y

26.57%

5Y*

9.08%

10Y*

5.67%

EXPD

YTD

-10.29%

1M

-3.91%

6M

-10.16%

1Y

-9.03%

5Y*

9.36%

10Y*

11.18%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CHRW, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.85-0.50
The chart of Sortino ratio for CHRW, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44-0.55
The chart of Omega ratio for CHRW, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.93
The chart of Calmar ratio for CHRW, currently valued at 0.66, compared to the broader market0.002.004.006.000.66-0.61
The chart of Martin ratio for CHRW, currently valued at 2.92, compared to the broader market0.0010.0020.002.92-1.36
CHRW
EXPD

The current CHRW Sharpe Ratio is 0.85, which is higher than the EXPD Sharpe Ratio of -0.50. 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.85
-0.50
CHRW
EXPD

Dividends

CHRW vs. EXPD - Dividend Comparison

CHRW's dividend yield for the trailing twelve months is around 2.34%, more than EXPD's 1.30% yield.


TTM20232022202120202019201820172016201520142013
CHRW
C.H. Robinson Worldwide, Inc.
2.34%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%1.91%2.40%
EXPD
Expeditors International of Washington, Inc.
1.30%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%1.36%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-13.83%
CHRW
EXPD

Volatility

CHRW vs. EXPD - Volatility Comparison

C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 7.17% compared to Expeditors International of Washington, Inc. (EXPD) at 4.00%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than EXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.17%
4.00%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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