CHRW vs. UPS
CHRW (C.H. Robinson Worldwide, Inc.) and UPS (United Parcel Service, Inc.) are both stocks. Both operate in the Integrated Freight & Logistics industry within the Industrials sector. Over the past 10 years, CHRW returned 12.65%/yr vs 4.16%/yr for UPS. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
CHRW vs. UPS - Performance Comparison
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Returns By Period
In the year-to-date period, CHRW achieves a 17.16% return, which is significantly higher than UPS's 11.47% return. Over the past 10 years, CHRW has outperformed UPS with an annualized return of 12.65%, while UPS has yielded a comparatively lower 4.16% annualized 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%
UPS
- 1D
- 2.27%
- 1M
- 6.16%
- YTD
- 11.47%
- 6M
- 9.77%
- 1Y
- 15.46%
- 3Y*
- -9.27%
- 5Y*
- -8.01%
- 10Y*
- 4.16%
CHRW vs. UPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 17.16% | 59.01% | 22.89% | -3.10% | -13.09% | 17.22% | 22.95% | -4.71% | -3.63% | 24.56% |
UPS United Parcel Service, Inc. | 11.47% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
Correlation
The correlation between CHRW and UPS 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 | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 1999 | 0.52 |
The correlation between CHRW and UPS shifts across timeframes, from 0.38 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CHRW:
$22.64B
UPS:
$91.15B
CHRW:
$4.93
UPS:
$6.18
CHRW:
37.91
UPS:
17.36
CHRW:
1.40
UPS:
1.03
CHRW:
13.28
UPS:
5.78
CHRW:
$16.20B
UPS:
$88.34B
CHRW:
$1.03B
UPS:
$16.03B
CHRW:
$948.77M
UPS:
$10.63B
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Return for Risk
CHRW vs. UPS — Risk / Return Rank
CHRW
UPS
CHRW vs. UPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) and United Parcel Service, Inc. (UPS). 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 | UPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.12 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 0.77 | +4.50 |
| Martin ratioReturn relative to average drawdown | 13.75 | 1.29 | +12.46 |
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Drawdowns
CHRW vs. UPS - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.54%, smaller than the maximum UPS drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for CHRW and UPS.
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Drawdown Indicators
| CHRW | UPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.54% | -57.92% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -20.07% | -20.28% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | -50.71% | +19.85% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -57.92% | +17.37% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | -57.92% | +17.37% |
Current DrawdownCurrent decline from peak | -6.10% | -42.68% | +36.58% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -15.35% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 11.98% | -4.31% |
Volatility
CHRW vs. UPS - Volatility Comparison
The current volatility for C.H. Robinson Worldwide, Inc. (CHRW) is 8.25%, while United Parcel Service, Inc. (UPS) has a volatility of 10.17%. This indicates that CHRW experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHRW | UPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 10.17% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 30.09% | 22.28% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.44% | 30.15% | +12.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.41% | 28.53% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 27.67% | +1.25% |
Dividends
CHRW vs. UPS - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 1.34%, less than UPS's 6.12% yield.
| 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% |
UPS United Parcel Service, Inc. | 6.12% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Financials
CHRW vs. UPS - Financials Comparison
This section allows you to compare key financial metrics between C.H. Robinson Worldwide, Inc. and United Parcel Service, 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. UPS - 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%.
UPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported a gross profit of 3.60B and revenue of 21.20B. Therefore, the gross margin over that period was 17.0%.
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%.
UPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported an operating income of 1.27B and revenue of 21.20B, resulting in an operating margin of 6.0%.
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%.
UPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, United Parcel Service, Inc. reported a net income of 864.00M and revenue of 21.20B, resulting in a net margin of 4.1%.
Frequently Asked Questions
CHRW and UPS 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.
UPS has higher volatility (10.17%) compared to CHRW (8.25%). In terms of maximum drawdown, CHRW dropped -44.54% vs UPS's -57.92%.
CHRW currently has the higher Sharpe Ratio (2.50 vs 0.52), 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.
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