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EXPD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EXPD and ^GSPC is 0.46, 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: 0.5

Performance

EXPD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
19,764.62%
1,536.47%
EXPD
^GSPC

Key characteristics

Sharpe Ratio

EXPD:

-0.12

^GSPC:

0.46

Sortino Ratio

EXPD:

0.00

^GSPC:

0.77

Omega Ratio

EXPD:

1.00

^GSPC:

1.11

Calmar Ratio

EXPD:

-0.13

^GSPC:

0.47

Martin Ratio

EXPD:

-0.31

^GSPC:

1.94

Ulcer Index

EXPD:

9.06%

^GSPC:

4.61%

Daily Std Dev

EXPD:

24.19%

^GSPC:

19.44%

Max Drawdown

EXPD:

-58.07%

^GSPC:

-56.78%

Current Drawdown

EXPD:

-17.01%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, EXPD achieves a -1.98% return, which is significantly higher than ^GSPC's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with EXPD having a 10.37% annualized return and ^GSPC not far behind at 10.15%.


EXPD

YTD

-1.98%

1M

-9.73%

6M

-8.85%

1Y

-3.00%

5Y*

9.77%

10Y*

10.37%

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

EXPD vs. ^GSPC — 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 3838
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 4646
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) and S&P 500 (^GSPC). 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
^GSPC: 0.46
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
^GSPC: 0.77
The chart of Omega ratio for EXPD, currently valued at 1.00, compared to the broader market0.501.001.502.00
EXPD: 1.00
^GSPC: 1.11
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
^GSPC: 0.47
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
^GSPC: 1.94

The current EXPD Sharpe Ratio is -0.12, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EXPD and ^GSPC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.12
0.46
EXPD
^GSPC

Drawdowns

EXPD vs. ^GSPC - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXPD and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.01%
-10.07%
EXPD
^GSPC

Volatility

EXPD vs. ^GSPC - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 14.97% compared to S&P 500 (^GSPC) at 14.23%. This indicates that EXPD's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%
14.23%
EXPD
^GSPC