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FDX vs. FE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDX and FE is 0.37, 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

FDX vs. FE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FedEx Corporation (FDX) and FirstEnergy Corp. (FE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDX:

-0.42

FE:

0.56

Sortino Ratio

FDX:

-0.32

FE:

0.91

Omega Ratio

FDX:

0.95

FE:

1.14

Calmar Ratio

FDX:

-0.40

FE:

0.93

Martin Ratio

FDX:

-0.95

FE:

2.06

Ulcer Index

FDX:

15.04%

FE:

6.13%

Daily Std Dev

FDX:

36.57%

FE:

20.11%

Max Drawdown

FDX:

-71.32%

FE:

-55.75%

Current Drawdown

FDX:

-29.45%

FE:

-1.52%

Fundamentals

Market Cap

FDX:

$52.19B

FE:

$24.53B

EPS

FDX:

$15.89

FE:

$1.88

PE Ratio

FDX:

13.71

FE:

22.61

PEG Ratio

FDX:

0.89

FE:

1.29

PS Ratio

FDX:

0.59

FE:

1.78

PB Ratio

FDX:

1.93

FE:

1.95

Total Revenue (TTM)

FDX:

$87.82B

FE:

$13.95B

Gross Profit (TTM)

FDX:

$19.87B

FE:

$7.92B

EBITDA (TTM)

FDX:

$10.84B

FE:

$4.27B

Returns By Period

In the year-to-date period, FDX achieves a -22.15% return, which is significantly lower than FE's 9.13% return. Over the past 10 years, FDX has underperformed FE with an annualized return of 3.78%, while FE has yielded a comparatively higher 6.38% annualized return.


FDX

YTD

-22.15%

1M

4.84%

6M

-23.12%

1Y

-16.31%

5Y*

16.09%

10Y*

3.78%

FE

YTD

9.13%

1M

5.79%

6M

4.51%

1Y

10.94%

5Y*

5.88%

10Y*

6.38%

*Annualized

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Risk-Adjusted Performance

FDX vs. FE — Risk-Adjusted Performance Rank

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

FDX
The Risk-Adjusted Performance Rank of FDX is 2626
Overall Rank
The Sharpe Ratio Rank of FDX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 2626
Martin Ratio Rank

FE
The Risk-Adjusted Performance Rank of FE is 7171
Overall Rank
The Sharpe Ratio Rank of FE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FE is 7272
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.

FDX vs. FE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) and FirstEnergy Corp. (FE). 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 current FDX Sharpe Ratio is -0.42, which is lower than the FE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FDX and FE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDX vs. FE - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 2.53%, less than FE's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FDX
FedEx Corporation
2.53%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%
FE
FirstEnergy Corp.
4.05%4.24%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%

Drawdowns

FDX vs. FE - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, which is greater than FE's maximum drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for FDX and FE. For additional features, visit the drawdowns tool.


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Volatility

FDX vs. FE - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 9.47% compared to FirstEnergy Corp. (FE) at 4.72%. This indicates that FDX's price experiences larger fluctuations and is considered to be riskier than FE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FDX vs. FE - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation and FirstEnergy Corp.. 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
22.16B
3.77B
(FDX) Total Revenue
(FE) Total Revenue
Values in USD except per share items

FDX vs. FE - Profitability Comparison

The chart below illustrates the profitability comparison between FedEx Corporation and FirstEnergy Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
21.4%
67.1%
(FDX) Gross Margin
(FE) Gross Margin
FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, FedEx Corporation reported a gross profit of 4.73B and revenue of 22.16B. Therefore, the gross margin over that period was 21.4%.

FE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, FirstEnergy Corp. reported a gross profit of 2.53B and revenue of 3.77B. Therefore, the gross margin over that period was 67.1%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, FedEx Corporation reported an operating income of 1.29B and revenue of 22.16B, resulting in an operating margin of 5.8%.

FE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, FirstEnergy Corp. reported an operating income of 754.00M and revenue of 3.77B, resulting in an operating margin of 20.0%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, FedEx Corporation reported a net income of 909.00M and revenue of 22.16B, resulting in a net margin of 4.1%.

FE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, FirstEnergy Corp. reported a net income of 360.00M and revenue of 3.77B, resulting in a net margin of 9.6%.