PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GXO vs. GPN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

GXO vs. GPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GXO Logistics, Inc. (GXO) and Global Payments Inc. (GPN). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-17.03%
-41.21%
GXO
GPN

Key characteristics

Sharpe Ratio

GXO:

-0.55

GPN:

-0.58

Sortino Ratio

GXO:

-0.61

GPN:

-0.65

Omega Ratio

GXO:

0.92

GPN:

0.91

Calmar Ratio

GXO:

-0.33

GPN:

-0.29

Martin Ratio

GXO:

-1.39

GPN:

-0.79

Ulcer Index

GXO:

14.27%

GPN:

20.80%

Daily Std Dev

GXO:

36.31%

GPN:

28.63%

Max Drawdown

GXO:

-67.94%

GPN:

-56.97%

Current Drawdown

GXO:

-56.34%

GPN:

-48.71%

Fundamentals

Market Cap

GXO:

$5.40B

GPN:

$27.75B

EPS

GXO:

$0.89

GPN:

$5.30

PE Ratio

GXO:

50.81

GPN:

20.58

PEG Ratio

GXO:

1.10

GPN:

0.43

Total Revenue (TTM)

GXO:

$8.46B

GPN:

$7.59B

Gross Profit (TTM)

GXO:

$1.04B

GPN:

$4.78B

EBITDA (TTM)

GXO:

$460.00M

GPN:

$3.16B

Returns By Period

In the year-to-date period, GXO achieves a 3.95% return, which is significantly higher than GPN's -2.69% return.


GXO

YTD

3.95%

1M

5.65%

6M

-18.82%

1Y

-20.61%

5Y*

N/A

10Y*

N/A

GPN

YTD

-2.69%

1M

-4.14%

6M

8.25%

1Y

-17.82%

5Y*

-10.41%

10Y*

10.04%

*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

GXO vs. GPN — Risk-Adjusted Performance Rank

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

GXO
The Risk-Adjusted Performance Rank of GXO is 1717
Overall Rank
The Sharpe Ratio Rank of GXO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GXO is 1717
Sortino Ratio Rank
The Omega Ratio Rank of GXO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GXO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of GXO is 88
Martin Ratio Rank

GPN
The Risk-Adjusted Performance Rank of GPN is 2121
Overall Rank
The Sharpe Ratio Rank of GPN is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of GPN is 1717
Sortino Ratio Rank
The Omega Ratio Rank of GPN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of GPN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of GPN is 2929
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.

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.


Sharpe ratio
The chart of Sharpe ratio for GXO, currently valued at -0.55, compared to the broader market-2.000.002.004.00-0.55-0.58
The chart of Sortino ratio for GXO, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61-0.65
The chart of Omega ratio for GXO, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.91
The chart of Calmar ratio for GXO, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.32
The chart of Martin ratio for GXO, currently valued at -1.39, compared to the broader market0.0010.0020.0030.00-1.39-0.79
GXO
GPN

The current GXO Sharpe Ratio is -0.55, which is comparable to the GPN Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of GXO and GPN, 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 Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.55
-0.58
GXO
GPN

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 0.92%.


TTM20242023202220212020201920182017201620152014
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.
0.92%0.89%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%

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.


-60.00%-55.00%-50.00%-45.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-56.34%
-41.92%
GXO
GPN

Volatility

GXO vs. GPN - Volatility Comparison

GXO Logistics, Inc. (GXO) has a higher volatility of 7.71% compared to Global Payments Inc. (GPN) at 6.49%. This indicates that GXO's price experiences larger fluctuations and is considered to be riskier than GPN 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%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
7.71%
6.49%
GXO
GPN

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab