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

Key characteristics


FEFDX
YTD Return6.41%5.49%
1Y Return-1.00%21.64%
3Y Return (Ann)5.91%0.57%
5Y Return (Ann)2.67%9.45%
10Y Return (Ann)5.51%8.41%
Sharpe Ratio-0.110.81
Daily Std Dev18.89%25.03%
Max Drawdown-55.75%-71.32%
Current Drawdown-13.58%-11.12%

Fundamentals


FEFDX
Market Cap$21.97B$65.70B
EPS$1.96$17.33
PE Ratio19.4715.41
PEG Ratio1.250.96
Revenue (TTM)$12.68B$87.51B
Gross Profit (TTM)$8.23B$24.40B
EBITDA (TTM)$3.64B$11.26B

Correlation

-0.50.00.51.00.2

The correlation between FE and FDX is 0.22, 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

FE vs. FDX - Performance Comparison

In the year-to-date period, FE achieves a 6.41% return, which is significantly higher than FDX's 5.49% return. Over the past 10 years, FE has underperformed FDX with an annualized return of 5.51%, while FDX has yielded a comparatively higher 8.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
9.40%
17.64%
FE
FDX

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FirstEnergy Corp.

FedEx Corporation

Risk-Adjusted Performance

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.


FE
Sharpe ratio
The chart of Sharpe ratio for FE, currently valued at -0.11, compared to the broader market-2.00-1.000.001.002.003.004.00-0.11
Sortino ratio
The chart of Sortino ratio for FE, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.006.00-0.03
Omega ratio
The chart of Omega ratio for FE, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for FE, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for FE, currently valued at -0.27, compared to the broader market0.0010.0020.0030.00-0.27
FDX
Sharpe ratio
The chart of Sharpe ratio for FDX, currently valued at 0.81, compared to the broader market-2.00-1.000.001.002.003.004.000.81
Sortino ratio
The chart of Sortino ratio for FDX, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.006.001.21
Omega ratio
The chart of Omega ratio for FDX, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for FDX, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for FDX, currently valued at 2.69, compared to the broader market0.0010.0020.0030.002.69

FE vs. FDX - Sharpe Ratio Comparison

The current FE Sharpe Ratio is -0.11, which is lower than the FDX Sharpe Ratio of 0.81. The chart below compares the 12-month rolling Sharpe Ratio of FE and FDX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.11
0.81
FE
FDX

Dividends

FE vs. FDX - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.15%, more than FDX's 1.90% yield.


TTM20232022202120202019201820172016201520142013
FE
FirstEnergy Corp.
4.15%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%6.67%
FDX
FedEx Corporation
1.90%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%0.41%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2024FebruaryMarchApril
-13.58%
-11.12%
FE
FDX

Volatility

FE vs. FDX - Volatility Comparison

The current volatility for FirstEnergy Corp. (FE) is 4.27%, while FedEx Corporation (FDX) has a volatility of 5.84%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
4.27%
5.84%
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