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EXPD vs. ODFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXPD vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) and Old Dominion Freight Line, Inc. (ODFL). 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 ODFL's 40.37% return. Over the past 10 years, EXPD has underperformed ODFL with an annualized return of 14.53%, while ODFL has yielded a comparatively higher 27.87% 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%

ODFL

1D
-0.69%
1M
4.43%
YTD
40.37%
6M
38.17%
1Y
41.22%
3Y*
10.99%
5Y*
12.21%
10Y*
27.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPD vs. ODFL - 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%
ODFL
Old Dominion Freight Line, Inc.
40.37%-10.47%-12.51%43.46%-20.48%84.15%54.81%54.36%-5.79%54.11%

Correlation

The correlation between EXPD and ODFL 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

0.50

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 24, 1991

0.34

The correlation between EXPD and ODFL shifts across timeframes, from 0.34 (all time) to 0.58 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXPD:

$21.87B

ODFL:

$45.95B

EPS

EXPD:

$6.16

ODFL:

$4.78

PE Ratio

EXPD:

26.47

ODFL:

45.89

PS Ratio

EXPD:

1.98

ODFL:

8.47

PB Ratio

EXPD:

9.58

ODFL:

10.44

Total Revenue (TTM)

EXPD:

$11.19B

ODFL:

$5.46B

Gross Profit (TTM)

EXPD:

$1.29B

ODFL:

$1.69B

EBITDA (TTM)

EXPD:

$1.18B

ODFL:

$1.71B

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Return for Risk

EXPD vs. ODFL — 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

ODFL
ODFL Risk / Return Rank: 7070
Overall Rank
ODFL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 6868
Sortino Ratio Rank
ODFL Omega Ratio Rank: 6868
Omega Ratio Rank
ODFL Calmar Ratio Rank: 7171
Calmar Ratio Rank
ODFL Martin Ratio Rank: 7070
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. ODFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) and Old Dominion Freight Line, Inc. (ODFL). 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.


EXPDODFLDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratioReturn relative to maximum drawdown

2.85

1.59

+1.26

Martin ratioReturn relative to average drawdown

7.21

3.52

+3.68

EXPD vs. ODFL - Sharpe Ratio Comparison

The current EXPD Sharpe Ratio is 1.48, which is higher than the ODFL Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EXPD and ODFL, 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. ODFL - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum ODFL drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for EXPD and ODFL.


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Drawdown Indicators


EXPDODFLDifference

Max Drawdown

Largest peak-to-trough decline

-58.07%

-66.29%

+8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.88%

-26.06%

+10.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-45.18%

+23.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-45.18%

+9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-45.18%

+9.56%

Current Drawdown

Current decline from peak

-2.08%

-11.74%

+9.66%

Average Drawdown

Average peak-to-trough decline

-13.62%

-19.08%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

11.73%

-5.46%

Volatility

EXPD vs. ODFL - Volatility Comparison

The current volatility for Expeditors International of Washington, Inc. (EXPD) is 5.70%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 12.79%. This indicates that EXPD experiences smaller price fluctuations and is considered to be less risky than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPDODFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

12.79%

-7.09%

Volatility (6M)

Calculated over the trailing 6-month period

24.25%

30.23%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

30.58%

39.66%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.80%

36.59%

-9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.12%

33.18%

-8.06%

Dividends

EXPD vs. ODFL - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 0.97%, more than ODFL's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
EXPD
Expeditors International of Washington, Inc.
0.97%1.03%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%
ODFL
Old Dominion Freight Line, Inc.
0.52%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%0.00%0.00%

Financials

EXPD vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Expeditors International of Washington, Inc. and Old Dominion Freight Line, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B20222023202420252026
2.78B
1.33B
(EXPD) Total Revenue
(ODFL) Total Revenue
Values in USD except per share items

EXPD vs. ODFL - Profitability Comparison

The chart below illustrates the profitability comparison between Expeditors International of Washington, Inc. and Old Dominion Freight Line, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
27.7%
Portfolio components
EXPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported a gross profit of 0.00 and revenue of 2.78B. Therefore, the gross margin over that period was 0.0%.

ODFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported a gross profit of 369.26M and revenue of 1.33B. Therefore, the gross margin over that period was 27.7%.

EXPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported an operating income of 294.83M and revenue of 2.78B, resulting in an operating margin of 10.6%.

ODFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported an operating income of 317.34M and revenue of 1.33B, resulting in an operating margin of 23.8%.

EXPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported a net income of 229.61M and revenue of 2.78B, resulting in a net margin of 8.3%.

ODFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported a net income of 238.26M and revenue of 1.33B, resulting in a net margin of 17.9%.


Frequently Asked Questions


EXPD and ODFL 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.

ODFL has higher volatility (12.79%) compared to EXPD (5.70%). In terms of maximum drawdown, EXPD dropped -58.07% vs ODFL's -66.29%.

EXPD currently has the higher Sharpe Ratio (1.48 vs 1.05), 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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