PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDX vs. PII
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDX and PII is 0.34, 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.


-0.50.00.51.00.3

Performance

FDX vs. PII - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-8.55%
-28.53%
FDX
PII

Key characteristics

Sharpe Ratio

FDX:

0.52

PII:

-0.96

Sortino Ratio

FDX:

0.92

PII:

-1.32

Omega Ratio

FDX:

1.15

PII:

0.85

Calmar Ratio

FDX:

0.73

PII:

-0.55

Martin Ratio

FDX:

1.71

PII:

-1.53

Ulcer Index

FDX:

9.06%

PII:

21.36%

Daily Std Dev

FDX:

30.00%

PII:

34.25%

Max Drawdown

FDX:

-71.32%

PII:

-77.57%

Current Drawdown

FDX:

-10.66%

PII:

-56.98%

Fundamentals

Market Cap

FDX:

$66.62B

PII:

$3.14B

EPS

FDX:

$15.65

PII:

$3.57

PE Ratio

FDX:

17.67

PII:

15.76

PEG Ratio

FDX:

1.13

PII:

3.12

Total Revenue (TTM)

FDX:

$87.39B

PII:

$5.42B

Gross Profit (TTM)

FDX:

$19.68B

PII:

$1.07B

EBITDA (TTM)

FDX:

$10.78B

PII:

$442.60M

Returns By Period

In the year-to-date period, FDX achieves a -1.41% return, which is significantly lower than PII's -0.64% return. Over the past 10 years, FDX has outperformed PII with an annualized return of 6.07%, while PII has yielded a comparatively lower -6.19% annualized return.


FDX

YTD

-1.41%

1M

-0.02%

6M

-8.65%

1Y

16.35%

5Y*

13.65%

10Y*

6.07%

PII

YTD

-0.64%

1M

-5.82%

6M

-31.24%

1Y

-34.13%

5Y*

-6.94%

10Y*

-6.19%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FDX vs. PII — 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 6666
Overall Rank
The Sharpe Ratio Rank of FDX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 6565
Martin Ratio Rank

PII
The Risk-Adjusted Performance Rank of PII is 88
Overall Rank
The Sharpe Ratio Rank of PII is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PII is 77
Sortino Ratio Rank
The Omega Ratio Rank of PII is 99
Omega Ratio Rank
The Calmar Ratio Rank of PII is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PII is 55
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. PII - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) and Polaris Industries Inc. (PII). 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.


Sharpe ratio
The chart of Sharpe ratio for FDX, currently valued at 0.52, compared to the broader market-2.000.002.004.000.52-0.96
The chart of Sortino ratio for FDX, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.92-1.32
The chart of Omega ratio for FDX, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.85
The chart of Calmar ratio for FDX, currently valued at 0.73, compared to the broader market0.002.004.006.000.73-0.55
The chart of Martin ratio for FDX, currently valued at 1.71, compared to the broader market-10.000.0010.0020.0030.001.71-1.53
FDX
PII

The current FDX Sharpe Ratio is 0.52, which is higher than the PII Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of FDX and PII, 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-1.50-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.52
-0.96
FDX
PII

Dividends

FDX vs. PII - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 1.95%, less than PII's 4.61% yield.


TTM20242023202220212020201920182017201620152014
FDX
FedEx Corporation
1.95%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%
PII
Polaris Industries Inc.
4.61%4.58%2.74%2.53%2.29%2.60%2.40%3.13%1.87%2.67%2.47%1.27%

Drawdowns

FDX vs. PII - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, smaller than the maximum PII drawdown of -77.57%. Use the drawdown chart below to compare losses from any high point for FDX and PII. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.66%
-56.98%
FDX
PII

Volatility

FDX vs. PII - Volatility Comparison

The current volatility for FedEx Corporation (FDX) is 5.97%, while Polaris Industries Inc. (PII) has a volatility of 9.60%. This indicates that FDX experiences smaller price fluctuations and is considered to be less risky than PII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.97%
9.60%
FDX
PII

Financials

FDX vs. PII - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation and Polaris Industries Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab