GXO vs. XPO
Compare and contrast key facts about GXO Logistics, Inc. (GXO) and XPO Logistics, Inc. (XPO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GXO or XPO.
Key characteristics
| GXO | XPO | |
|---|---|---|
| YTD Return | -1.90% | 73.01% |
| 1Y Return | 11.42% | 78.62% |
| 3Y Return (Ann) | -15.30% | 47.50% |
| Sharpe Ratio | 0.37 | 1.90 |
| Sortino Ratio | 0.84 | 2.83 |
| Omega Ratio | 1.09 | 1.34 |
| Calmar Ratio | 0.22 | 3.85 |
| Martin Ratio | 0.77 | 7.51 |
| Ulcer Index | 16.11% | 10.96% |
| Daily Std Dev | 33.68% | 43.23% |
| Max Drawdown | -67.94% | -82.85% |
| Current Drawdown | -42.07% | -2.35% |
Fundamentals
| GXO | XPO | |
|---|---|---|
| Market Cap | $7.17B | $17.64B |
| EPS | $0.89 | $3.07 |
| PE Ratio | 67.42 | 49.36 |
| PEG Ratio | 1.47 | 1.59 |
| Total Revenue (TTM) | $2.60B | $8.09B |
| Gross Profit (TTM) | -$8.93B | $926.00M |
| EBITDA (TTM) | $275.28M | $1.19B |
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.
Performance
GXO vs. XPO - Performance Comparison
In the year-to-date period, GXO achieves a -1.90% return, which is significantly lower than XPO's 73.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
GXO vs. XPO - Dividend Comparison
Neither GXO nor XPO has paid dividends to shareholders.
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.
Volatility
GXO vs. XPO - Volatility Comparison
The current volatility for GXO Logistics, Inc. (GXO) is 9.73%, while XPO Logistics, Inc. (XPO) has a volatility of 16.48%. This indicates that GXO experiences smaller price fluctuations and is considered to be less risky than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities