PortfoliosLab logo
FDX vs. UPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDX and UPS is 0.61, 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.


Performance

FDX vs. UPS - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FDX:

-0.26

UPS:

-0.93

Sortino Ratio

FDX:

-0.12

UPS:

-1.09

Omega Ratio

FDX:

0.98

UPS:

0.83

Calmar Ratio

FDX:

-0.27

UPS:

-0.53

Martin Ratio

FDX:

-0.62

UPS:

-1.70

Ulcer Index

FDX:

15.36%

UPS:

16.98%

Daily Std Dev

FDX:

37.07%

UPS:

31.93%

Max Drawdown

FDX:

-71.32%

UPS:

-54.77%

Current Drawdown

FDX:

-25.67%

UPS:

-50.15%

Fundamentals

Market Cap

FDX:

$54.99B

UPS:

$85.87B

EPS

FDX:

$15.90

UPS:

$6.85

PE Ratio

FDX:

14.43

UPS:

14.79

PEG Ratio

FDX:

0.95

UPS:

1.47

PS Ratio

FDX:

0.63

UPS:

0.94

PB Ratio

FDX:

2.06

UPS:

5.43

Total Revenue (TTM)

FDX:

$87.82B

UPS:

$90.86B

Gross Profit (TTM)

FDX:

$19.87B

UPS:

$17.38B

EBITDA (TTM)

FDX:

$10.84B

UPS:

$11.95B

Returns By Period

The year-to-date returns for both stocks are quite close, with FDX having a -17.97% return and UPS slightly lower at -18.50%. Over the past 10 years, FDX has outperformed UPS with an annualized return of 4.08%, while UPS has yielded a comparatively lower 3.28% annualized return.


FDX

YTD

-17.97%

1M

10.58%

6M

-21.24%

1Y

-8.92%

5Y*

16.08%

10Y*

4.08%

UPS

YTD

-18.50%

1M

5.07%

6M

-22.40%

1Y

-29.40%

5Y*

4.72%

10Y*

3.28%

*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. UPS — 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 3434
Overall Rank
The Sharpe Ratio Rank of FDX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 3737
Martin Ratio Rank

UPS
The Risk-Adjusted Performance Rank of UPS is 99
Overall Rank
The Sharpe Ratio Rank of UPS is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UPS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of UPS is 88
Omega Ratio Rank
The Calmar Ratio Rank of UPS is 1717
Calmar Ratio Rank
The Martin Ratio Rank of UPS is 33
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. UPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) and United Parcel Service, Inc. (UPS). 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 -0.26, which is higher than the UPS Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of FDX and UPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FDX vs. UPS - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 2.41%, less than UPS's 4.84% yield.


TTM20242023202220212020201920182017201620152014
FDX
FedEx Corporation
2.41%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%
UPS
United Parcel Service, Inc.
4.84%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%

Drawdowns

FDX vs. UPS - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, which is greater than UPS's maximum drawdown of -54.77%. Use the drawdown chart below to compare losses from any high point for FDX and UPS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FDX vs. UPS - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 9.59% compared to United Parcel Service, Inc. (UPS) at 8.10%. This indicates that FDX's price experiences larger fluctuations and is considered to be riskier than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

FDX vs. UPS - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation and United Parcel Service, 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


18.00B20.00B22.00B24.00B26.00B28.00B20212022202320242025
22.16B
21.55B
(FDX) Total Revenue
(UPS) Total Revenue
Values in USD except per share items

FDX vs. UPS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%20212022202320242025
21.4%
21.5%
(FDX) Gross Margin
(UPS) 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%.

UPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported a gross profit of 4.63B and revenue of 21.55B. Therefore, the gross margin over that period was 21.5%.

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%.

UPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported an operating income of 1.67B and revenue of 21.55B, resulting in an operating margin of 7.7%.

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%.

UPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported a net income of 1.19B and revenue of 21.55B, resulting in a net margin of 5.5%.