CHRW vs. RXO
CHRW (C.H. Robinson Worldwide, Inc.) and RXO (RXO Inc.) are both stocks. Both are in the Industrials sector — CHRW in Integrated Freight & Logistics, RXO in Trucking. Over the past 3 years, CHRW returned 30.40%/yr vs 7.03%/yr for RXO. At a 0.49 correlation, their price movements are largely independent.
Performance
CHRW vs. RXO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHRW achieves a 17.16% return, which is significantly lower than RXO's 104.27% return.
CHRW
- 1D
- 1.10%
- 1M
- 7.74%
- YTD
- 17.16%
- 6M
- 14.16%
- 1Y
- 105.15%
- 3Y*
- 30.40%
- 5Y*
- 17.34%
- 10Y*
- 12.65%
RXO
- 1D
- 1.69%
- 1M
- 5.95%
- YTD
- 104.27%
- 6M
- 96.80%
- 1Y
- 70.20%
- 3Y*
- 7.03%
- 5Y*
- —
- 10Y*
- —
CHRW vs. RXO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 17.16% | 59.01% | 22.89% | -3.10% | -4.54% |
RXO RXO Inc. | 104.27% | -46.98% | 2.49% | 35.23% | -21.82% |
Correlation
The correlation between CHRW and RXO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022 | 0.49 |
The correlation between CHRW and RXO has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.
Fundamentals
CHRW:
$22.64B
RXO:
$4.37B
CHRW:
$4.93
RXO:
-$0.41
CHRW:
1.40
RXO:
1.01
CHRW:
13.28
RXO:
2.89K
CHRW:
$16.20B
RXO:
$4.31B
CHRW:
$1.03B
RXO:
$753.00M
CHRW:
$948.77M
RXO:
$1.99M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHRW vs. RXO — Risk / Return Rank
CHRW
RXO
CHRW vs. RXO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and RXO Inc. (RXO). 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.
| CHRW | RXO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.22 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 1.64 | +3.63 |
| Martin ratioReturn relative to average drawdown | 13.75 | 4.05 | +9.70 |
Loading charts...
Drawdowns
CHRW vs. RXO - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.54%, smaller than the maximum RXO drawdown of -67.15%. Use the drawdown chart below to compare losses from any high point for CHRW and RXO.
Loading charts...
Drawdown Indicators
| CHRW | RXO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.54% | -67.15% | +22.61% |
Max Drawdown (1Y)Largest decline over 1 year | -20.07% | -43.07% | +23.00% |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | -67.15% | +36.29% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | — | — |
Current DrawdownCurrent decline from peak | -6.10% | -19.06% | +12.96% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -26.09% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 17.39% | -9.72% |
Volatility
CHRW vs. RXO - Volatility Comparison
The current volatility for C.H. Robinson Worldwide, Inc. (CHRW) is 8.25%, while RXO Inc. (RXO) has a volatility of 14.43%. This indicates that CHRW experiences smaller price fluctuations and is considered to be less risky than RXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CHRW | RXO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 14.43% | -6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 30.09% | 54.35% | -24.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.44% | 72.79% | -30.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.41% | 56.70% | -24.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 56.70% | -27.78% |
Dividends
CHRW vs. RXO - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 1.34%, while RXO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 1.34% | 1.55% | 2.38% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% |
RXO RXO Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CHRW vs. RXO - Financials Comparison
This section allows you to compare key financial metrics between C.H. Robinson Worldwide, Inc. and RXO 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.
Total Revenue: Total amount of money received from sales and other business activities
CHRW vs. RXO - Profitability Comparison
CHRW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of 0.00 and revenue of 4.01B. Therefore, the gross margin over that period was 0.0%.
RXO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported a gross profit of 0.00 and revenue of 1.43M. Therefore, the gross margin over that period was 0.0%.
CHRW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 175.69M and revenue of 4.01B, resulting in an operating margin of 4.4%.
RXO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported an operating income of -49.00K and revenue of 1.43M, resulting in an operating margin of -3.4%.
CHRW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a net income of 147.23M and revenue of 4.01B, resulting in a net margin of 3.7%.
RXO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported a net income of -36.00K and revenue of 1.43M, resulting in a net margin of -2.5%.
Frequently Asked Questions
CHRW and RXO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RXO has higher volatility (14.43%) compared to CHRW (8.25%). In terms of maximum drawdown, CHRW dropped -44.54% vs RXO's -67.15%.
CHRW currently has the higher Sharpe Ratio (2.50 vs 0.97), 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.
Find the right allocation for CHRW and RXO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer