EXPD vs. ^IXIC
EXPD (Expeditors International of Washington, Inc.) is a stock, while ^IXIC (NASDAQ Composite) is an index. Over the past 10 years, EXPD returned 14.53%/yr vs 18.71%/yr for ^IXIC. At a 0.43 correlation, their price movements are largely independent.
Performance
EXPD vs. ^IXIC - Performance Comparison
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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%
EXPD vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EXPD
^IXIC
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 | ^IXIC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.08% | -3.42% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -21.38% | +7.76% |
Ulcer IndexDepth 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 | ^IXIC | Difference | |
|---|---|---|---|
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.
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