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

Correlation

The correlation between GXO and PRM is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

GXO vs. PRM - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-21.44%
-9.91%
GXO
PRM

Key characteristics

Sharpe Ratio

GXO:

-0.68

PRM:

1.73

Sortino Ratio

GXO:

-0.81

PRM:

2.33

Omega Ratio

GXO:

0.89

PRM:

1.31

Calmar Ratio

GXO:

-0.42

PRM:

1.29

Martin Ratio

GXO:

-1.78

PRM:

10.94

Ulcer Index

GXO:

15.29%

PRM:

7.15%

Daily Std Dev

GXO:

40.07%

PRM:

45.39%

Max Drawdown

GXO:

-67.94%

PRM:

-79.51%

Current Drawdown

GXO:

-62.05%

PRM:

-29.82%

Fundamentals

Market Cap

GXO:

$4.70B

PRM:

$1.48B

EPS

GXO:

$1.12

PRM:

-$0.04

Total Revenue (TTM)

GXO:

$8.46B

PRM:

$560.97M

Gross Profit (TTM)

GXO:

$1.04B

PRM:

$317.09M

EBITDA (TTM)

GXO:

$460.18M

PRM:

-$15.99M

Returns By Period

In the year-to-date period, GXO achieves a -9.66% return, which is significantly higher than PRM's -21.75% return.


GXO

YTD

-9.66%

1M

-12.74%

6M

-21.43%

1Y

-26.28%

5Y*

N/A

10Y*

N/A

PRM

YTD

-21.75%

1M

-26.09%

6M

-9.91%

1Y

72.41%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GXO vs. PRM — 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 1313
Overall Rank
The Sharpe Ratio Rank of GXO is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GXO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of GXO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of GXO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of GXO is 22
Martin Ratio Rank

PRM
The Risk-Adjusted Performance Rank of PRM is 8787
Overall Rank
The Sharpe Ratio Rank of PRM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PRM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PRM is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PRM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of PRM is 9393
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. PRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GXO Logistics, Inc. (GXO) and Perimeter Solutions, SA (PRM). 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 -0.68, compared to the broader market-2.000.002.00-0.681.73
The chart of Sortino ratio for GXO, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.006.00-0.812.33
The chart of Omega ratio for GXO, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.31
The chart of Calmar ratio for GXO, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.29
The chart of Martin ratio for GXO, currently valued at -1.78, compared to the broader market-10.000.0010.0020.0030.00-1.7810.94
GXO
PRM

The current GXO Sharpe Ratio is -0.68, which is lower than the PRM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of GXO and PRM, 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 Ratio0.002.004.006.008.00SeptemberOctoberNovemberDecember2025February
-0.68
1.73
GXO
PRM

Dividends

GXO vs. PRM - Dividend Comparison

Neither GXO nor PRM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GXO vs. PRM - Drawdown Comparison

The maximum GXO drawdown since its inception was -67.94%, smaller than the maximum PRM drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for GXO and PRM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-62.05%
-29.82%
GXO
PRM

Volatility

GXO vs. PRM - Volatility Comparison

GXO Logistics, Inc. (GXO) has a higher volatility of 19.75% compared to Perimeter Solutions, SA (PRM) at 12.47%. This indicates that GXO's price experiences larger fluctuations and is considered to be riskier than PRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.75%
12.47%
GXO
PRM

Financials

GXO vs. PRM - Financials Comparison

This section allows you to compare key financial metrics between GXO Logistics, Inc. and Perimeter Solutions, SA. 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
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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.

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