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

Correlation

The correlation between FE and FDX is 0.24, 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.


-0.50.00.51.00.2

Performance

FE vs. FDX - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
2.29%
-9.63%
FE
FDX

Key characteristics

Sharpe Ratio

FE:

0.76

FDX:

0.51

Sortino Ratio

FE:

1.17

FDX:

0.91

Omega Ratio

FE:

1.14

FDX:

1.15

Calmar Ratio

FE:

0.57

FDX:

0.72

Martin Ratio

FE:

2.68

FDX:

1.69

Ulcer Index

FE:

4.29%

FDX:

9.09%

Daily Std Dev

FE:

15.17%

FDX:

30.00%

Max Drawdown

FE:

-55.75%

FDX:

-71.32%

Current Drawdown

FE:

-9.52%

FDX:

-11.39%

Fundamentals

Market Cap

FE:

$23.10B

FDX:

$66.80B

EPS

FE:

$1.54

FDX:

$15.54

PE Ratio

FE:

25.90

FDX:

17.70

PEG Ratio

FE:

1.21

FDX:

1.13

Total Revenue (TTM)

FE:

$10.30B

FDX:

$87.39B

Gross Profit (TTM)

FE:

$4.14B

FDX:

$19.68B

EBITDA (TTM)

FE:

$2.91B

FDX:

$10.78B

Returns By Period

In the year-to-date period, FE achieves a 0.28% return, which is significantly higher than FDX's -2.21% return. Over the past 10 years, FE has underperformed FDX with an annualized return of 3.94%, while FDX has yielded a comparatively higher 6.03% annualized return.


FE

YTD

0.28%

1M

0.25%

6M

2.29%

1Y

12.48%

5Y*

-0.28%

10Y*

3.94%

FDX

YTD

-2.21%

1M

-0.23%

6M

-9.63%

1Y

13.88%

5Y*

14.12%

10Y*

6.03%

*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

FE vs. FDX — Risk-Adjusted Performance Rank

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

FE
The Risk-Adjusted Performance Rank of FE is 6767
Overall Rank
The Sharpe Ratio Rank of FE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FE is 7171
Martin Ratio Rank

FDX
The Risk-Adjusted Performance Rank of FDX is 6464
Overall Rank
The Sharpe Ratio Rank of FDX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 6464
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.

FE vs. FDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstEnergy Corp. (FE) and FedEx Corporation (FDX). 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 FE, currently valued at 0.76, compared to the broader market-2.000.002.004.000.760.51
The chart of Sortino ratio for FE, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.170.91
The chart of Omega ratio for FE, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.15
The chart of Calmar ratio for FE, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.72
The chart of Martin ratio for FE, currently valued at 2.68, compared to the broader market-10.000.0010.0020.0030.002.681.69
FE
FDX

The current FE Sharpe Ratio is 0.76, which is higher than the FDX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FE and FDX, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.76
0.51
FE
FDX

Dividends

FE vs. FDX - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.22%, more than FDX's 1.96% yield.


TTM20242023202220212020201920182017201620152014
FE
FirstEnergy Corp.
4.22%4.24%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%
FDX
FedEx Corporation
1.96%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%

Drawdowns

FE vs. FDX - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.52%
-11.39%
FE
FDX

Volatility

FE vs. FDX - Volatility Comparison

The current volatility for FirstEnergy Corp. (FE) is 4.99%, while FedEx Corporation (FDX) has a volatility of 6.01%. This indicates that FE experiences smaller price fluctuations and is considered to be less risky than FDX 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
4.99%
6.01%
FE
FDX

Financials

FE vs. FDX - Financials Comparison

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

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