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EXPD vs. ODFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXPD and ODFL is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-12.19%
3.30%
EXPD
ODFL

Key characteristics

Sharpe Ratio

EXPD:

-0.59

ODFL:

-0.34

Sortino Ratio

EXPD:

-0.69

ODFL:

-0.27

Omega Ratio

EXPD:

0.91

ODFL:

0.97

Calmar Ratio

EXPD:

-0.73

ODFL:

-0.46

Martin Ratio

EXPD:

-1.60

ODFL:

-0.90

Ulcer Index

EXPD:

7.33%

ODFL:

12.71%

Daily Std Dev

EXPD:

19.67%

ODFL:

33.44%

Max Drawdown

EXPD:

-58.07%

ODFL:

-66.30%

Current Drawdown

EXPD:

-15.54%

ODFL:

-22.20%

Fundamentals

Market Cap

EXPD:

$16.23B

ODFL:

$42.48B

EPS

EXPD:

$5.14

ODFL:

$5.73

PE Ratio

EXPD:

22.55

ODFL:

34.73

PEG Ratio

EXPD:

3.46

ODFL:

2.97

Total Revenue (TTM)

EXPD:

$9.92B

ODFL:

$5.92B

Gross Profit (TTM)

EXPD:

$1.42B

ODFL:

$2.09B

EBITDA (TTM)

EXPD:

$1.02B

ODFL:

$1.98B

Returns By Period

In the year-to-date period, EXPD achieves a -12.07% return, which is significantly lower than ODFL's -10.64% return. Over the past 10 years, EXPD has underperformed ODFL with an annualized return of 10.92%, while ODFL has yielded a comparatively higher 21.70% annualized return.


EXPD

YTD

-12.07%

1M

-8.37%

6M

-12.45%

1Y

-13.24%

5Y*

8.68%

10Y*

10.92%

ODFL

YTD

-10.64%

1M

-18.10%

6M

2.58%

1Y

-12.29%

5Y*

24.08%

10Y*

21.70%

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Risk-Adjusted Performance

EXPD vs. ODFL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EXPD, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.59-0.34
The chart of Sortino ratio for EXPD, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.69-0.27
The chart of Omega ratio for EXPD, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.97
The chart of Calmar ratio for EXPD, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73-0.46
The chart of Martin ratio for EXPD, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.60-0.90
EXPD
ODFL

The current EXPD Sharpe Ratio is -0.59, which is lower than the ODFL Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of EXPD and ODFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
-0.59
-0.34
EXPD
ODFL

Dividends

EXPD vs. ODFL - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.32%, more than ODFL's 0.58% yield.


TTM20232022202120202019201820172016201520142013
EXPD
Expeditors International of Washington, Inc.
1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%1.36%
ODFL
Old Dominion Freight Line, Inc.
0.58%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%

Drawdowns

EXPD vs. ODFL - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum ODFL drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for EXPD and ODFL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.54%
-22.20%
EXPD
ODFL

Volatility

EXPD vs. ODFL - Volatility Comparison

The current volatility for Expeditors International of Washington, Inc. (EXPD) is 3.55%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 7.79%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
7.79%
EXPD
ODFL

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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