PortfoliosLab logoPortfoliosLab logo
FDX vs. OMAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDX vs. OMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FedEx Corporation (FDX) and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDX achieves a 76.89% return, which is significantly higher than OMAB's -8.34% return. Over the past 10 years, FDX has outperformed OMAB with an annualized return of 13.98%, while OMAB has yielded a comparatively lower 12.38% annualized return.


FDX

1D
-0.24%
1M
34.43%
YTD
76.89%
6M
85.65%
1Y
136.88%
3Y*
34.05%
5Y*
13.87%
10Y*
13.98%

OMAB

1D
-0.13%
1M
-7.47%
YTD
-8.34%
6M
-1.54%
1Y
-2.16%
3Y*
9.62%
5Y*
21.13%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDX vs. OMAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDX
FedEx Corporation
76.89%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
-8.34%66.22%-13.57%43.53%30.18%7.98%-13.78%62.40%-4.90%20.53%

Correlation

The correlation between FDX and OMAB is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2006

0.29

The correlation between FDX and OMAB shifts across timeframes, from 0.18 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FDX:

$27.68

OMAB:

$109.59

PE Ratio

FDX:

11.93

OMAB:

0.88

PS Ratio

FDX:

0.58

OMAB:

0.29

Total Revenue (TTM)

FDX:

$91.93B

OMAB:

$16.21B

Gross Profit (TTM)

FDX:

$22.44B

OMAB:

$12.07B

EBITDA (TTM)

FDX:

$10.48B

OMAB:

$9.83B

Compare stocks, funds, or ETFs

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


Return for Risk

FDX vs. OMAB — Risk / Return Rank

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

FDX
FDX Risk / Return Rank: 9898
Overall Rank
FDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDX Omega Ratio Rank: 9898
Omega Ratio Rank
FDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDX Martin Ratio Rank: 9898
Martin Ratio Rank

OMAB
OMAB Risk / Return Rank: 3737
Overall Rank
OMAB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
OMAB Sortino Ratio Rank: 3434
Sortino Ratio Rank
OMAB Omega Ratio Rank: 3434
Omega Ratio Rank
OMAB Calmar Ratio Rank: 4040
Calmar Ratio Rank
OMAB Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDX vs. OMAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB). 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.


FDXOMABDifference
Sharpe ratioReturn per unit of total volatility

+3.64

Sortino ratioReturn per unit of downside risk

+5.07

Omega ratioGain probability vs. loss probability

1.71

1.01

+0.70

Calmar ratioReturn relative to maximum drawdown

11.80

-0.08

+11.88

Martin ratioReturn relative to average drawdown

31.75

-0.19

+31.94

FDX vs. OMAB - Sharpe Ratio Comparison

The current FDX Sharpe Ratio is 3.57, which is higher than the OMAB Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FDX and OMAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FDXOMABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

-0.07

+3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.59

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.32

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.06

Drawdowns

FDX vs. OMAB - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, smaller than the maximum OMAB drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for FDX and OMAB.


Loading charts...

Drawdown Indicators


FDXOMABDifference

Max Drawdown

Largest peak-to-trough decline

-71.32%

-77.75%

+6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-26.14%

+14.47%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-41.78%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-51.89%

-41.78%

-10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-65.97%

-68.88%

+2.91%

Current Drawdown

Current decline from peak

-2.44%

-26.14%

+23.70%

Average Drawdown

Average peak-to-trough decline

-20.31%

-22.70%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

11.40%

-7.07%

Volatility

FDX vs. OMAB - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 24.42% compared to Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) at 6.83%. This indicates that FDX's price experiences larger fluctuations and is considered to be riskier than OMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDXOMABDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.42%

6.83%

+17.59%

Volatility (6M)

Calculated over the trailing 6-month period

31.32%

22.36%

+8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

38.68%

29.51%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

35.75%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.92%

38.29%

-4.37%

Dividends

FDX vs. OMAB - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 25.70%, more than OMAB's 5.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FDX
FedEx Corporation
25.70%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
5.61%4.52%6.97%4.80%10.87%3.55%0.00%2.45%3.74%0.40%3.11%3.89%

Financials

FDX vs. OMAB - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.. 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


5.00B10.00B15.00B20.00B25.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
24.00B
3.82B
(FDX) Total Revenue
(OMAB) Total Revenue
Values in USD except per share items

FDX vs. OMAB - Profitability Comparison

The chart below illustrates the profitability comparison between FedEx Corporation and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. 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%80.0%90.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
26.0%
69.2%
Portfolio components
FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a gross profit of 6.24B and revenue of 24.00B. Therefore, the gross margin over that period was 26.0%.

OMAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a gross profit of 2.64B and revenue of 3.82B. Therefore, the gross margin over that period was 69.2%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported an operating income of 1.35B and revenue of 24.00B, resulting in an operating margin of 5.6%.

OMAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported an operating income of 2.08B and revenue of 3.82B, resulting in an operating margin of 54.5%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a net income of 1.06B and revenue of 24.00B, resulting in a net margin of 4.4%.

OMAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a net income of 1.23B and revenue of 3.82B, resulting in a net margin of 32.3%.


Frequently Asked Questions


FDX and OMAB have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDX has higher volatility (24.42%) compared to OMAB (6.83%). In terms of maximum drawdown, FDX dropped -71.32% vs OMAB's -77.75%.

FDX currently has the higher Sharpe Ratio (3.57 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FDX and OMAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer