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

Correlation

The correlation between GXO and XPO is 0.57, 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.


-0.50.00.51.00.6

Performance

GXO vs. XPO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-23.01%
178.85%
GXO
XPO

Key characteristics

Sharpe Ratio

GXO:

-0.86

XPO:

1.28

Sortino Ratio

GXO:

-1.19

XPO:

2.09

Omega Ratio

GXO:

0.86

XPO:

1.25

Calmar Ratio

GXO:

-0.52

XPO:

2.62

Martin Ratio

GXO:

-1.82

XPO:

5.12

Ulcer Index

GXO:

17.09%

XPO:

10.94%

Daily Std Dev

GXO:

36.15%

XPO:

43.70%

Max Drawdown

GXO:

-67.94%

XPO:

-82.85%

Current Drawdown

GXO:

-59.49%

XPO:

-14.51%

Fundamentals

Market Cap

GXO:

$5.61B

XPO:

$18.38B

EPS

GXO:

$0.89

XPO:

$3.08

PE Ratio

GXO:

52.75

XPO:

51.28

PEG Ratio

GXO:

1.14

XPO:

1.61

Total Revenue (TTM)

GXO:

$11.05B

XPO:

$8.09B

Gross Profit (TTM)

GXO:

$1.38B

XPO:

$926.00M

EBITDA (TTM)

GXO:

$655.00M

XPO:

$1.15B

Returns By Period

In the year-to-date period, GXO achieves a -31.39% return, which is significantly lower than XPO's 54.41% return.


GXO

YTD

-31.39%

1M

-28.27%

6M

-12.31%

1Y

-31.77%

5Y*

N/A

10Y*

N/A

XPO

YTD

54.41%

1M

-9.65%

6M

28.56%

1Y

51.10%

5Y*

38.12%

10Y*

25.08%

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Risk-Adjusted Performance

GXO vs. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GXO Logistics, Inc. (GXO) and XPO Logistics, Inc. (XPO). 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 -0.86, compared to the broader market-4.00-2.000.002.00-0.861.28
The chart of Sortino ratio for GXO, currently valued at -1.19, compared to the broader market-4.00-2.000.002.004.00-1.192.09
The chart of Omega ratio for GXO, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.25
The chart of Calmar ratio for GXO, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.522.62
The chart of Martin ratio for GXO, currently valued at -1.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.825.12
GXO
XPO

The current GXO Sharpe Ratio is -0.86, which is lower than the XPO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GXO and XPO, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.86
1.28
GXO
XPO

Dividends

GXO vs. XPO - Dividend Comparison

Neither GXO nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GXO vs. XPO - Drawdown Comparison

The maximum GXO drawdown since its inception was -67.94%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for GXO and XPO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.49%
-14.51%
GXO
XPO

Volatility

GXO vs. XPO - Volatility Comparison

GXO Logistics, Inc. (GXO) has a higher volatility of 16.15% compared to XPO Logistics, Inc. (XPO) at 11.84%. This indicates that GXO's price experiences larger fluctuations and is considered to be riskier than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
16.15%
11.84%
GXO
XPO

Financials

GXO vs. XPO - Financials Comparison

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