GXO vs. CHRW
GXO (GXO Logistics, Inc.) and CHRW (C.H. Robinson Worldwide, Inc.) are both stocks. Both are in the Industrials sector — GXO in Specialty Business Services, CHRW in Integrated Freight & Logistics. Over the past 3 years, GXO returned -6.84%/yr vs 28.46%/yr for CHRW. At a 0.37 correlation, their price movements are largely independent.
Performance
GXO vs. CHRW - Performance Comparison
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Returns By Period
In the year-to-date period, GXO achieves a -7.24% return, which is significantly lower than CHRW's 12.01% return.
GXO
- 1D
- -1.81%
- 1M
- 2.86%
- YTD
- -7.24%
- 6M
- -9.49%
- 1Y
- -0.55%
- 3Y*
- -6.84%
- 5Y*
- —
- 10Y*
- —
CHRW
- 1D
- -4.40%
- 1M
- 3.00%
- YTD
- 12.01%
- 6M
- 9.40%
- 1Y
- 93.37%
- 3Y*
- 28.46%
- 5Y*
- 16.28%
- 10Y*
- 12.14%
GXO vs. CHRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GXO GXO Logistics, Inc. | -7.24% | 21.01% | -28.88% | 43.27% | -53.00% | 87.28% |
CHRW C.H. Robinson Worldwide, Inc. | 12.01% | 59.01% | 22.89% | -3.10% | -13.09% | 16.86% |
Correlation
The correlation between GXO and CHRW is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.37 |
Fundamentals
GXO:
$5.66B
CHRW:
$21.64B
GXO:
$1.11
CHRW:
$4.93
GXO:
44.04
CHRW:
36.24
GXO:
0.55
CHRW:
1.34
GXO:
1.91K
CHRW:
12.70
GXO:
$10.20B
CHRW:
$16.20B
GXO:
$1.34B
CHRW:
$1.03B
GXO:
$655.10M
CHRW:
$948.77M
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Return for Risk
GXO vs. CHRW — Risk / Return Rank
GXO
CHRW
GXO vs. CHRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GXO Logistics, Inc. (GXO) and C.H. Robinson Worldwide, Inc. (CHRW). 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.
| GXO | CHRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.46 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 4.68 | -4.69 |
| Martin ratioReturn relative to average drawdown | -0.04 | 12.17 | -12.21 |
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Drawdowns
GXO vs. CHRW - Drawdown Comparison
The maximum GXO drawdown since its inception was -69.56%, which is greater than CHRW's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for GXO and CHRW.
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Drawdown Indicators
| GXO | CHRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.56% | -44.54% | -25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -30.60% | -20.07% | -10.53% |
Max Drawdown (3Y)Largest decline over 3 years | -52.99% | -30.86% | -22.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.55% | — |
Current DrawdownCurrent decline from peak | -52.85% | -10.23% | -42.62% |
Average DrawdownAverage peak-to-trough decline | -45.11% | -12.07% | -33.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.48% | 7.70% | +4.78% |
Volatility
GXO vs. CHRW - Volatility Comparison
GXO Logistics, Inc. (GXO) has a higher volatility of 10.67% compared to C.H. Robinson Worldwide, Inc. (CHRW) at 9.38%. This indicates that GXO's price experiences larger fluctuations and is considered to be riskier than CHRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXO | CHRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 9.38% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 33.16% | 30.30% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.37% | 42.62% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.83% | 32.47% | +11.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.83% | 28.96% | +14.87% |
Dividends
GXO vs. CHRW - Dividend Comparison
GXO has not paid dividends to shareholders, while CHRW's dividend yield for the trailing twelve months is around 1.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 1.40% | 1.55% | 2.38% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% |
GXO GXO 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
GXO vs. CHRW - Financials Comparison
This section allows you to compare key financial metrics between GXO Logistics, Inc. and C.H. Robinson Worldwide, 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.
Total Revenue: Total amount of money received from sales and other business activities
GXO vs. CHRW - Profitability Comparison
GXO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported a gross profit of 0.00 and revenue of 3.30M. Therefore, the gross margin over that period was 0.0%.
CHRW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of 0.00 and revenue of 4.01B. Therefore, the gross margin over that period was 0.0%.
GXO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported an operating income of 39.00K and revenue of 3.30M, resulting in an operating margin of 1.2%.
CHRW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 175.69M and revenue of 4.01B, resulting in an operating margin of 4.4%.
GXO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported a net income of 29.00K and revenue of 3.30M, resulting in a net margin of 0.9%.
CHRW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a net income of 147.23M and revenue of 4.01B, resulting in a net margin of 3.7%.
Frequently Asked Questions
GXO and CHRW have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXO has higher volatility (10.67%) compared to CHRW (9.38%). In terms of maximum drawdown, GXO dropped -69.56% vs CHRW's -44.54%.
CHRW currently has the higher Sharpe Ratio (2.20 vs -0.01), 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.
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