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EXPD vs. ^IXIC
Performance
Return for Risk
Drawdowns
Volatility

Performance

EXPD vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXPD achieves a 10.05% return, which is significantly lower than ^IXIC's 12.58% return. Over the past 10 years, EXPD has underperformed ^IXIC with an annualized return of 14.53%, while ^IXIC has yielded a comparatively higher 18.71% annualized return.


EXPD

1D
1.13%
1M
3.48%
YTD
10.05%
6M
7.17%
1Y
45.08%
3Y*
13.87%
5Y*
6.67%
10Y*
14.53%

^IXIC

1D
-1.32%
1M
-0.67%
YTD
12.58%
6M
11.69%
1Y
34.55%
3Y*
24.71%
5Y*
12.89%
10Y*
18.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPD vs. ^IXIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPD
Expeditors International of Washington, Inc.
10.05%36.16%-11.86%23.86%-21.68%42.50%23.47%16.17%6.52%23.93%
^IXIC
NASDAQ Composite
12.58%20.36%28.64%43.42%-33.10%21.39%43.64%35.23%-3.88%28.24%

Correlation

The correlation between EXPD and ^IXIC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.26

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

0.41

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.43

Over the past year, the correlation between EXPD and ^IXIC has dropped to 0.13 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

EXPD vs. ^IXIC — Risk / Return Rank

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

EXPD
EXPD Risk / Return Rank: 8181
Overall Rank
EXPD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXPD Sortino Ratio Rank: 7676
Sortino Ratio Rank
EXPD Omega Ratio Rank: 8282
Omega Ratio Rank
EXPD Calmar Ratio Rank: 8383
Calmar Ratio Rank
EXPD Martin Ratio Rank: 8282
Martin Ratio Rank

^IXIC
^IXIC Risk / Return Rank: 7171
Overall Rank
^IXIC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7373
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7474
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 6363
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 6969
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.

EXPD vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) and NASDAQ Composite (^IXIC). 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.


EXPD^IXICDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.85

2.63

+0.22

Martin ratioReturn relative to average drawdown

7.21

9.90

-2.70

EXPD vs. ^IXIC - Sharpe Ratio Comparison

The current EXPD Sharpe Ratio is 1.48, which is comparable to the ^IXIC Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of EXPD and ^IXIC, 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

EXPD vs. ^IXIC - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for EXPD and ^IXIC.


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Drawdown Indicators


EXPD^IXICDifference

Max Drawdown

Largest peak-to-trough decline

-58.07%

-77.93%

+19.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.88%

-13.21%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-24.32%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-36.40%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-36.40%

+0.78%

Current Drawdown

Current decline from peak

-2.08%

-3.42%

+1.34%

Average Drawdown

Average peak-to-trough decline

-13.62%

-21.38%

+7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

3.50%

+2.77%

Volatility

EXPD vs. ^IXIC - Volatility Comparison

The current volatility for Expeditors International of Washington, Inc. (EXPD) is 5.70%, while NASDAQ Composite (^IXIC) has a volatility of 7.34%. This indicates that EXPD experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPD^IXICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

7.34%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

24.25%

13.72%

+10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

30.58%

17.47%

+13.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.80%

22.63%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.12%

22.11%

+3.01%

Frequently Asked Questions


EXPD and ^IXIC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^IXIC has higher volatility (7.34%) compared to EXPD (5.70%). In terms of maximum drawdown, EXPD dropped -58.07% vs ^IXIC's -77.93%.

^IXIC currently has the higher Sharpe Ratio (1.99 vs 1.48), 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 EXPD and ^IXIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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