EXPD vs. ^IXIC

In the year-to-date period, EXPD achieves a 6.82% return, which is significantly higher than ^IXIC's -0.52% return. Over the past 10 years, EXPD has underperformed ^IXIC with an annualized return of 11.07%, while ^IXIC has yielded a comparatively higher 14.29% annualized return.

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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.

The current EXPD Sharpe Ratio is 0.07, which is lower than the ^IXIC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EXPD and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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. For additional features, visit the drawdowns tool.

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 10.91% compared to NASDAQ Composite (^IXIC) at 6.86%. This indicates that EXPD's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.