PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EXPD vs. UNP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EXPDUNP
YTD Return-4.45%0.38%
1Y Return-0.67%17.29%
3Y Return (Ann)-0.46%6.13%
5Y Return (Ann)11.34%9.23%
10Y Return (Ann)11.92%11.64%
Sharpe Ratio0.010.94
Daily Std Dev19.96%20.05%
Max Drawdown-58.07%-67.48%
Current Drawdown-8.21%-7.02%

Fundamentals


EXPDUNP
Market Cap$17.18B$148.30B
EPS$4.73$10.48
PE Ratio25.7123.19
PEG Ratio1.572.53
Total Revenue (TTM)$6.67B$18.13B
Gross Profit (TTM)$979.64M$8.04B
EBITDA (TTM)$699.82M$8.76B

Correlation

-0.50.00.51.00.3

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 -4.45% return, which is significantly lower than UNP's 0.38% return. Both investments have delivered pretty close results over the past 10 years, with EXPD having a 11.92% annualized return and UNP not far behind at 11.64%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%FebruaryMarchAprilMayJuneJuly
99,250.33%
15,090.91%
EXPD
UNP

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Expeditors International of Washington, Inc.

Union Pacific Corporation

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.


EXPD
Sharpe ratio
The chart of Sharpe ratio for EXPD, currently valued at 0.01, compared to the broader market-2.00-1.000.001.002.003.000.01
Sortino ratio
The chart of Sortino ratio for EXPD, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.15
Omega ratio
The chart of Omega ratio for EXPD, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for EXPD, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for EXPD, currently valued at 0.03, compared to the broader market-5.000.005.0010.0015.0020.0025.000.03
UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 0.94, compared to the broader market-2.00-1.000.001.002.003.000.94
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.73
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Martin ratio
The chart of Martin ratio for UNP, currently valued at 2.47, compared to the broader market-5.000.005.0010.0015.0020.0025.002.47

EXPD vs. UNP - Sharpe Ratio Comparison

The current EXPD Sharpe Ratio is 0.01, which is lower than the UNP Sharpe Ratio of 0.94. The chart below compares the 12-month rolling Sharpe Ratio of EXPD and UNP.


Rolling 12-month Sharpe Ratio0.000.501.001.50FebruaryMarchAprilMayJuneJuly
0.01
0.94
EXPD
UNP

Dividends

EXPD vs. UNP - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.18%, less than UNP's 2.13% yield.


TTM20232022202120202019201820172016201520142013
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
2.13%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 -67.48%. Use the drawdown chart below to compare losses from any high point for EXPD and UNP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.21%
-7.02%
EXPD
UNP

Volatility

EXPD vs. UNP - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 6.97% compared to Union Pacific Corporation (UNP) at 4.85%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%FebruaryMarchAprilMayJuneJuly
6.97%
4.85%
EXPD
UNP

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.


Quarterly
Annual

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



Values in USD except per share items