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

Correlation

The correlation between GXO and PRM is 0.45, 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. 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.

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Key characteristics

Sharpe Ratio

GXO:

-0.44

PRM:

1.13

Sortino Ratio

GXO:

-0.37

PRM:

1.67

Omega Ratio

GXO:

0.95

PRM:

1.22

Calmar Ratio

GXO:

-0.28

PRM:

1.00

Martin Ratio

GXO:

-0.80

PRM:

3.23

Ulcer Index

GXO:

24.53%

PRM:

15.52%

Daily Std Dev

GXO:

44.77%

PRM:

47.60%

Max Drawdown

GXO:

-69.56%

PRM:

-79.51%

Current Drawdown

GXO:

-59.19%

PRM:

-16.56%

Fundamentals

Market Cap

GXO:

$4.73B

PRM:

$1.77B

EPS

GXO:

$0.62

PRM:

$0.89

PE Ratio

GXO:

66.61

PRM:

13.45

PS Ratio

GXO:

0.39

PRM:

3.08

PB Ratio

GXO:

1.65

PRM:

1.45

Total Revenue (TTM)

GXO:

$12.23B

PRM:

$573.95M

Gross Profit (TTM)

GXO:

$1.56B

PRM:

$324.54M

EBITDA (TTM)

GXO:

$691.00M

PRM:

$215.10M

Returns By Period

In the year-to-date period, GXO achieves a -2.83% return, which is significantly higher than PRM's -6.96% return.


GXO

YTD

-2.83%

1M

26.82%

6M

-27.93%

1Y

-19.73%

5Y*

N/A

10Y*

N/A

PRM

YTD

-6.96%

1M

19.98%

6M

-2.22%

1Y

53.22%

5Y*

N/A

10Y*

N/A

*Annualized

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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 2828
Overall Rank
The Sharpe Ratio Rank of GXO is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of GXO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of GXO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of GXO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of GXO is 3232
Martin Ratio Rank

PRM
The Risk-Adjusted Performance Rank of PRM is 8282
Overall Rank
The Sharpe Ratio Rank of PRM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PRM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PRM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PRM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRM is 8080
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.


The current GXO Sharpe Ratio is -0.44, which is lower than the PRM Sharpe Ratio of 1.13. 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.


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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 -69.56%, 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.


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Volatility

GXO vs. PRM - Volatility Comparison

The current volatility for GXO Logistics, Inc. (GXO) is 8.56%, while Perimeter Solutions, SA (PRM) has a volatility of 15.80%. This indicates that GXO experiences smaller price fluctuations and is considered to be less risky than PRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
2.98B
72.03M
(GXO) Total Revenue
(PRM) Total Revenue
Values in USD except per share items