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GXO vs. LULU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GXO and LULU 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.


-0.50.00.51.0
Correlation: 0.4

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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.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-41.87%
-6.19%
GXO
LULU

Key characteristics

Sharpe Ratio

GXO:

-0.82

LULU:

-0.66

Sortino Ratio

GXO:

-1.10

LULU:

-0.76

Omega Ratio

GXO:

0.85

LULU:

0.90

Calmar Ratio

GXO:

-0.53

LULU:

-0.52

Martin Ratio

GXO:

-1.77

LULU:

-1.47

Ulcer Index

GXO:

20.77%

LULU:

19.41%

Daily Std Dev

GXO:

44.64%

LULU:

43.42%

Max Drawdown

GXO:

-69.56%

LULU:

-92.24%

Current Drawdown

GXO:

-67.40%

LULU:

-49.81%

Fundamentals

Market Cap

GXO:

$4.03B

LULU:

$33.04B

EPS

GXO:

$1.12

LULU:

$13.73

PE Ratio

GXO:

30.14

LULU:

18.69

PEG Ratio

GXO:

1.22

LULU:

1.13

Total Revenue (TTM)

GXO:

$9.25B

LULU:

$10.59B

Gross Profit (TTM)

GXO:

$1.25B

LULU:

$6.27B

EBITDA (TTM)

GXO:

$632.00M

LULU:

$2.84B

Returns By Period

In the year-to-date period, GXO achieves a -22.39% return, which is significantly higher than LULU's -32.89% return.


GXO

YTD

-22.39%

1M

-8.73%

6M

-41.86%

1Y

-32.99%

5Y*

N/A

10Y*

N/A

LULU

YTD

-32.89%

1M

-19.66%

6M

-6.20%

1Y

-26.73%

5Y*

4.76%

10Y*

14.20%

*Annualized

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GXO Logistics, Inc.

Lululemon Athletica Inc.

Risk-Adjusted Performance

GXO vs. LULU — 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 1515
Overall Rank
The Sharpe Ratio Rank of GXO is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of GXO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of GXO is 1616
Omega Ratio Rank
The Calmar Ratio Rank of GXO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of GXO is 88
Martin Ratio Rank

LULU
The Risk-Adjusted Performance Rank of LULU is 2222
Overall Rank
The Sharpe Ratio Rank of LULU is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of LULU is 2323
Sortino Ratio Rank
The Omega Ratio Rank of LULU is 2323
Omega Ratio Rank
The Calmar Ratio Rank of LULU is 2424
Calmar Ratio Rank
The Martin Ratio Rank of LULU is 1717
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. LULU - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for GXO, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.00
GXO: -0.82
LULU: -0.66
The chart of Sortino ratio for GXO, currently valued at -1.10, compared to the broader market-4.00-2.000.002.004.00
GXO: -1.10
LULU: -0.76
The chart of Omega ratio for GXO, currently valued at 0.85, compared to the broader market0.501.001.502.00
GXO: 0.85
LULU: 0.90
The chart of Calmar ratio for GXO, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
GXO: -0.53
LULU: -0.52
The chart of Martin ratio for GXO, currently valued at -1.77, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
GXO: -1.77
LULU: -1.47

The current GXO Sharpe Ratio is -0.82, which is comparable to the LULU Sharpe Ratio of -0.66. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.82
-0.66
GXO
LULU

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 -92.24%. Use the drawdown chart below to compare losses from any high point for GXO and LULU. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-67.40%
-49.81%
GXO
LULU

Volatility

GXO vs. LULU - Volatility Comparison

The current volatility for GXO Logistics, Inc. (GXO) is 20.05%, while Lululemon Athletica Inc. (LULU) has a volatility of 24.75%. This indicates that GXO experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.05%
24.75%
GXO
LULU

Financials

GXO vs. LULU - Financials Comparison

This section allows you to compare key financial metrics between GXO Logistics, Inc. and Lululemon Athletica 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
3.25B
3.61B
(GXO) Total Revenue
(LULU) Total Revenue
Values in USD except per share items

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