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GFF vs. XPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFF vs. XPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Griffon Corporation (GFF) and XPO Logistics, Inc. (XPO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFF achieves a 27.90% return, which is significantly lower than XPO's 68.00% return. Over the past 10 years, GFF has underperformed XPO with an annualized return of 22.94%, while XPO has yielded a comparatively higher 37.55% annualized return.


GFF

1D
-1.66%
1M
13.38%
YTD
27.90%
6M
22.27%
1Y
35.26%
3Y*
37.45%
5Y*
35.01%
10Y*
22.94%

XPO

1D
0.30%
1M
15.16%
YTD
68.00%
6M
53.18%
1Y
86.79%
3Y*
66.73%
5Y*
34.58%
10Y*
37.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFF vs. XPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFF
Griffon Corporation
27.90%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%
XPO
XPO Logistics, Inc.
68.00%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%112.21%

Correlation

The correlation between GFF and XPO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.51

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

0.52

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

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2003

0.30

Over the past year, GFF and XPO have become more correlated (0.53) than their long-term average of 0.30, meaning their price movements have been converging.

Fundamentals

Market Cap

GFF:

$4.28B

XPO:

$27.17B

EPS

GFF:

$0.76

XPO:

$2.92

PE Ratio

GFF:

124.05

XPO:

78.24

PEG Ratio

GFF:

1.61

XPO:

2.94

PS Ratio

GFF:

1.84

XPO:

3.28

PB Ratio

GFF:

45.34

XPO:

14.68

Total Revenue (TTM)

GFF:

$2.35B

XPO:

$8.30B

Gross Profit (TTM)

GFF:

$1.00B

XPO:

$772.00M

EBITDA (TTM)

GFF:

$245.38M

XPO:

$1.20B

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Return for Risk

GFF vs. XPO — Risk / Return Rank

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

GFF
GFF Risk / Return Rank: 6969
Overall Rank
GFF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 6767
Sortino Ratio Rank
GFF Omega Ratio Rank: 6666
Omega Ratio Rank
GFF Calmar Ratio Rank: 6767
Calmar Ratio Rank
GFF Martin Ratio Rank: 7070
Martin Ratio Rank

XPO
XPO Risk / Return Rank: 8989
Overall Rank
XPO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XPO Omega Ratio Rank: 8484
Omega Ratio Rank
XPO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XPO Martin Ratio Rank: 9292
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.

GFF vs. XPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and XPO Logistics, Inc. (XPO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GFFXPODifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.27

5.58

-4.31

Martin ratioReturn relative to average drawdown

3.34

13.27

-9.93

GFF vs. XPO - Sharpe Ratio Comparison

The current GFF Sharpe Ratio is 0.98, which is lower than the XPO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of GFF and XPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFF vs. XPO - Drawdown Comparison

The maximum GFF drawdown since its inception was -96.84%, which is greater than XPO's maximum drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for GFF and XPO.


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Drawdown Indicators


GFFXPODifference

Max Drawdown

Largest peak-to-trough decline

-96.84%

-82.85%

-13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-27.85%

-15.63%

-12.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.85%

-42.19%

+14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-39.02%

-53.17%

+14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-61.32%

-64.48%

+3.16%

Current Drawdown

Current decline from peak

-1.66%

-0.02%

-1.64%

Average Drawdown

Average peak-to-trough decline

-55.47%

-30.26%

-25.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

6.57%

+4.04%

Volatility

GFF vs. XPO - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 12.72% compared to XPO Logistics, Inc. (XPO) at 11.60%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFFXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

11.60%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

25.86%

32.18%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

43.80%

-7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.23%

46.98%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.37%

47.82%

-2.45%

Dividends

GFF vs. XPO - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.90%, while XPO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.90%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GFF vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation and XPO Logistics, 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


-2.00B-1.00B0.001.00B2.00B3.00B20222023202420252026
421.86M
2.10B
(GFF) Total Revenue
(XPO) Total Revenue
Values in USD except per share items

GFF vs. XPO - Profitability Comparison

The chart below illustrates the profitability comparison between Griffon Corporation and XPO Logistics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
45.5%
0
Portfolio components
GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a gross profit of 0.00 and revenue of 2.10B. Therefore, the gross margin over that period was 0.0%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported an operating income of 174.00M and revenue of 2.10B, resulting in an operating margin of 8.3%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a net income of 101.00M and revenue of 2.10B, resulting in a net margin of 4.8%.


Frequently Asked Questions


GFF and XPO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFF has higher volatility (12.72%) compared to XPO (11.60%). In terms of maximum drawdown, GFF dropped -96.84% vs XPO's -82.85%.

XPO currently has the higher Sharpe Ratio (1.99 vs 0.98), 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

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