GXO vs. LULU

Last updated Apr 2, 2026

Compare and contrast key facts about GXO Logistics, Inc. (GXO) and Lululemon Athletica Inc. (LULU).

Performance

GXO vs. LULU - Performance Comparison

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

GXO vs. LULU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GXO GXO Logistics, Inc.	1.60%	21.01%	-28.88%	43.27%	-53.00%	66.66%
LULU Lululemon Athletica Inc.	-23.58%	-45.66%	-25.21%	59.59%	-18.16%	-1.11%

Fundamentals

EPS GXO : $0.28 LULU : $14.54
PE Ratio GXO : 192.74 LULU : 10.92
PS Ratio GXO : 0.47 LULU : 1.72
Total Revenue (TTM) GXO : $13.18B LULU : $11.07B
Gross Profit (TTM) GXO : $1.65B LULU : $6.47B
EBITDA (TTM) GXO : $714.00M LULU : $2.95B

Returns By Period

In the year-to-date period, GXO achieves a 1.60% return, which is significantly higher than LULU's -23.58% return.

GXO

• 1D: 3.14%
• 1M: -15.54%
• YTD: 1.60%
• 6M: 0.53%
• 1Y: 35.77%
• 3Y*: 1.96%
• 5Y*: —
• 10Y*: —

LULU

• 1D: 3.73%
• 1M: -9.85%
• YTD: -23.58%
• 6M: -10.56%
• 1Y: -43.21%
• 3Y*: -24.17%
• 5Y*: -12.01%
• 10Y*: 8.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GXO vs. LULU — Risk / Return Rank

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

GXO

GXO Risk / Return Rank: 70
GXO Sharpe Ratio Rank: 71
GXO Sortino Ratio Rank: 68
GXO Omega Ratio Rank: 66
GXO Calmar Ratio Rank: 69
GXO Martin Ratio Rank: 74

LULU

LULU Risk / Return Rank: 11
LULU Sharpe Ratio Rank: 6
LULU Sortino Ratio Rank: 9
LULU Omega Ratio Rank: 9
LULU Calmar Ratio Rank: 13
LULU Martin Ratio Rank: 20

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.

GXO vs. LULU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GXO Logistics, Inc. (GXO) and Lululemon Athletica Inc. (LULU). 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.

	GXO	LULU	Difference
Sharpe ratio Return per unit of total volatility	0.92	-0.88	+1.81
Sortino ratio Return per unit of downside risk	1.54	-1.11	+2.65
Omega ratio Gain probability vs. loss probability	1.20	0.85	+0.35
Calmar ratio Return relative to maximum drawdown	1.44	-0.78	+2.22
Martin ratio Return relative to average drawdown	4.48	-1.11	+5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GXO vs. LULU - Sharpe Ratio Comparison

The current GXO Sharpe Ratio is 0.92, which is higher than the LULU Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of GXO and LULU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GXO	LULU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	-0.88	+1.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.28	-0.29

Correlation

The correlation between GXO and LULU is 0.42, 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.

Dividends

GXO vs. LULU - Dividend Comparison

Neither GXO nor LULU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GXO vs. LULU - Drawdown Comparison

The maximum GXO drawdown since its inception was -69.56%, smaller than the maximum LULU drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for GXO and LULU.

Drawdown Indicators

	GXO	LULU	Difference
Max Drawdown Largest peak-to-trough decline	-69.56%	-92.26%	+22.70%
Max Drawdown (1Y) Largest decline over 1 year	-25.51%	-56.49%	+30.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-71.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-71.48%	—
Current Drawdown Current decline from peak	-48.36%	-68.94%	+20.58%
Average Drawdown Average peak-to-trough decline	-44.92%	-27.13%	-17.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.22%	39.56%	-31.34%

Volatility

GXO vs. LULU - Volatility Comparison

GXO Logistics, Inc. (GXO) has a higher volatility of 12.48% compared to Lululemon Athletica Inc. (LULU) at 11.05%. This indicates that GXO's price experiences larger fluctuations and is considered to be riskier than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GXO	LULU	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.48%	11.05%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	24.60%	28.49%	-3.89%
Volatility (1Y) Calculated over the trailing 1-year period	38.95%	49.09%	-10.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.92%	41.49%	+1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.92%	40.19%	+2.73%

Financials

GXO vs. LULU - Profitability Comparison

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

GXO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GXO Logistics, Inc. reported a gross profit of 425.00M and revenue of 3.51B. Therefore, the gross margin over that period was 12.1%.

LULU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lululemon Athletica Inc. reported a gross profit of 1.43B and revenue of 2.57B. Therefore, the gross margin over that period was 55.6%.

GXO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GXO Logistics, Inc. reported an operating income of 137.00M and revenue of 3.51B, resulting in an operating margin of 3.9%.

LULU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lululemon Athletica Inc. reported an operating income of 444.69M and revenue of 2.57B, resulting in an operating margin of 17.3%.

GXO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GXO Logistics, Inc. reported a net income of 43.00M and revenue of 3.51B, resulting in a net margin of 1.2%.

LULU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lululemon Athletica Inc. reported a net income of 306.84M and revenue of 2.57B, resulting in a net margin of 12.0%.