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

Correlation

The correlation between EXPD and UNP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

EXPD vs. UNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) and Union Pacific Corporation (UNP). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
19,764.62%
7,603.62%
EXPD
UNP

Key characteristics

Sharpe Ratio

EXPD:

-0.12

UNP:

-0.33

Sortino Ratio

EXPD:

0.00

UNP:

-0.33

Omega Ratio

EXPD:

1.00

UNP:

0.96

Calmar Ratio

EXPD:

-0.13

UNP:

-0.40

Martin Ratio

EXPD:

-0.31

UNP:

-1.11

Ulcer Index

EXPD:

9.06%

UNP:

6.91%

Daily Std Dev

EXPD:

24.19%

UNP:

23.39%

Max Drawdown

EXPD:

-58.07%

UNP:

-67.48%

Current Drawdown

EXPD:

-17.01%

UNP:

-17.33%

Fundamentals

Market Cap

EXPD:

$15.29B

UNP:

$129.12B

EPS

EXPD:

$5.72

UNP:

$11.10

PE Ratio

EXPD:

19.40

UNP:

19.41

PEG Ratio

EXPD:

3.83

UNP:

2.28

PS Ratio

EXPD:

1.44

UNP:

5.32

PB Ratio

EXPD:

6.64

UNP:

7.80

Total Revenue (TTM)

EXPD:

$8.39B

UNP:

$18.23B

Gross Profit (TTM)

EXPD:

$1.07B

UNP:

$8.31B

EBITDA (TTM)

EXPD:

$872.48M

UNP:

$9.42B

Returns By Period

In the year-to-date period, EXPD achieves a -1.98% return, which is significantly higher than UNP's -5.95% return. Over the past 10 years, EXPD has outperformed UNP with an annualized return of 10.26%, while UNP has yielded a comparatively lower 9.50% annualized return.


EXPD

YTD

-1.98%

1M

-8.89%

6M

-8.85%

1Y

-2.87%

5Y*

9.88%

10Y*

10.26%

UNP

YTD

-5.95%

1M

-10.39%

6M

-6.34%

1Y

-10.46%

5Y*

8.81%

10Y*

9.50%

*Annualized

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Risk-Adjusted Performance

EXPD vs. UNP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXPD
The Risk-Adjusted Performance Rank of EXPD is 4242
Overall Rank
The Sharpe Ratio Rank of EXPD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 4545
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 2828
Overall Rank
The Sharpe Ratio Rank of UNP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 2626
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for EXPD, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00
EXPD: -0.12
UNP: -0.33
The chart of Sortino ratio for EXPD, currently valued at 0.00, compared to the broader market-6.00-4.00-2.000.002.004.00
EXPD: 0.00
UNP: -0.33
The chart of Omega ratio for EXPD, currently valued at 1.00, compared to the broader market0.501.001.502.00
EXPD: 1.00
UNP: 0.96
The chart of Calmar ratio for EXPD, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
EXPD: -0.13
UNP: -0.40
The chart of Martin ratio for EXPD, currently valued at -0.31, compared to the broader market-5.000.005.0010.0015.0020.00
EXPD: -0.31
UNP: -1.11

The current EXPD Sharpe Ratio is -0.12, which is higher than the UNP Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of EXPD and UNP, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.12
-0.33
EXPD
UNP

Dividends

EXPD vs. UNP - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.34%, less than UNP's 2.49% yield.


TTM20242023202220212020201920182017201620152014
EXPD
Expeditors International of Washington, Inc.
1.34%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%
UNP
Union Pacific Corporation
2.49%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.01%
-17.33%
EXPD
UNP

Volatility

EXPD vs. UNP - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 14.97% compared to Union Pacific Corporation (UNP) at 12.17%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.97%
12.17%
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