GXO vs. GPN
Compare and contrast key facts about GXO Logistics, Inc. (GXO) and Global Payments Inc. (GPN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GXO or GPN.
Key characteristics
| GXO | GPN | |
|---|---|---|
| YTD Return | -1.90% | -7.75% |
| 1Y Return | 11.42% | 7.99% |
| 3Y Return (Ann) | -15.30% | -3.20% |
| Sharpe Ratio | 0.37 | 0.25 |
| Sortino Ratio | 0.84 | 0.55 |
| Omega Ratio | 1.09 | 1.07 |
| Calmar Ratio | 0.22 | 0.13 |
| Martin Ratio | 0.77 | 0.39 |
| Ulcer Index | 16.11% | 19.29% |
| Daily Std Dev | 33.68% | 29.65% |
| Max Drawdown | -67.94% | -56.97% |
| Current Drawdown | -42.07% | -45.39% |
Fundamentals
| GXO | GPN | |
|---|---|---|
| Market Cap | $7.17B | $29.61B |
| EPS | $0.89 | $5.30 |
| PE Ratio | 67.42 | 21.95 |
| PEG Ratio | 1.47 | 0.45 |
| Total Revenue (TTM) | $2.60B | $15.01B |
| Gross Profit (TTM) | -$8.93B | $9.42B |
| EBITDA (TTM) | $275.28M | $5.13B |
Correlation
The correlation between GXO and GPN is 0.43, 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
GXO vs. GPN - Performance Comparison
In the year-to-date period, GXO achieves a -1.90% return, which is significantly higher than GPN's -7.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GXO vs. GPN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GXO Logistics, Inc. (GXO) and Global Payments Inc. (GPN). 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.
Dividends
GXO vs. GPN - Dividend Comparison
GXO has not paid dividends to shareholders, while GPN's dividend yield for the trailing twelve months is around 0.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GPN Global Payments Inc. | 0.86% | 0.79% | 1.01% | 0.66% | 0.36% | 0.12% | 0.04% | 0.04% | 0.06% | 0.06% | 0.10% | 0.12% |
Drawdowns
GXO vs. GPN - Drawdown Comparison
The maximum GXO drawdown since its inception was -67.94%, which is greater than GPN's maximum drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for GXO and GPN. For additional features, visit the drawdowns tool.
Volatility
GXO vs. GPN - Volatility Comparison
The current volatility for GXO Logistics, Inc. (GXO) is 9.73%, while Global Payments Inc. (GPN) has a volatility of 10.79%. This indicates that GXO experiences smaller price fluctuations and is considered to be less risky than GPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GXO vs. GPN - Financials Comparison
This section allows you to compare key financial metrics between GXO Logistics, Inc. and Global Payments 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