EXPD vs. UNP
Compare and contrast key facts about Expeditors International of Washington, Inc. (EXPD) and Union Pacific Corporation (UNP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPD or UNP.
Key characteristics
| EXPD | UNP | |
|---|---|---|
| YTD Return | -4.69% | 1.00% |
| 1Y Return | 6.23% | 18.61% |
| 3Y Return (Ann) | 1.66% | 5.01% |
| 5Y Return (Ann) | 11.58% | 11.03% |
| 10Y Return (Ann) | 12.91% | 10.86% |
| Sharpe Ratio | 0.20 | 1.20 |
| Sortino Ratio | 0.40 | 1.86 |
| Omega Ratio | 1.05 | 1.21 |
| Calmar Ratio | 0.21 | 0.87 |
| Martin Ratio | 0.64 | 3.81 |
| Ulcer Index | 6.30% | 5.55% |
| Daily Std Dev | 20.65% | 17.65% |
| Max Drawdown | -58.07% | -67.49% |
| Current Drawdown | -8.45% | -6.45% |
Fundamentals
| EXPD | UNP | |
|---|---|---|
| Market Cap | $17.10B | $147.26B |
| EPS | $4.68 | $10.64 |
| PE Ratio | 25.89 | 22.72 |
| PEG Ratio | 3.69 | 2.47 |
| Total Revenue (TTM) | $6.92B | $18.20B |
| Gross Profit (TTM) | $1.04B | $8.22B |
| EBITDA (TTM) | $689.62M | $8.99B |
Correlation
The correlation between EXPD and UNP is 0.35, 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.
Performance
EXPD vs. UNP - Performance Comparison
In the year-to-date period, EXPD achieves a -4.69% return, which is significantly lower than UNP's 1.00% return. Over the past 10 years, EXPD has outperformed UNP with an annualized return of 12.91%, while UNP has yielded a comparatively lower 10.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXPD vs. UNP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) and Union Pacific Corporation (UNP). 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.
Dividends
EXPD vs. UNP - Dividend Comparison
EXPD's dividend yield for the trailing twelve months is around 1.18%, less than UNP's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPD Expeditors International of Washington, Inc. | 1.18% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
UNP Union Pacific Corporation | 2.15% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
Drawdowns
EXPD vs. UNP - Drawdown Comparison
The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for EXPD and UNP. For additional features, visit the drawdowns tool.
Volatility
EXPD vs. UNP - Volatility Comparison
Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 6.55% compared to Union Pacific Corporation (UNP) at 5.19%. This indicates that EXPD's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EXPD vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between Expeditors International of Washington, Inc. and Union Pacific Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities