PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KHNGY vs. EXPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KHNGY and EXPD is 0.24, 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.


-0.50.00.51.00.2

Performance

KHNGY vs. EXPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kuehne & Nagel International AG ADR (KHNGY) and Expeditors International of Washington, Inc. (EXPD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-22.56%
-1.00%
KHNGY
EXPD

Key characteristics

Sharpe Ratio

KHNGY:

-0.99

EXPD:

-0.25

Sortino Ratio

KHNGY:

-1.20

EXPD:

-0.20

Omega Ratio

KHNGY:

0.82

EXPD:

0.97

Calmar Ratio

KHNGY:

-0.69

EXPD:

-0.30

Martin Ratio

KHNGY:

-1.26

EXPD:

-0.62

Ulcer Index

KHNGY:

19.80%

EXPD:

8.05%

Daily Std Dev

KHNGY:

25.08%

EXPD:

20.30%

Max Drawdown

KHNGY:

-46.77%

EXPD:

-58.07%

Current Drawdown

KHNGY:

-32.10%

EXPD:

-9.78%

Fundamentals

Market Cap

KHNGY:

$27.63B

EXPD:

$16.52B

EPS

KHNGY:

$2.14

EXPD:

$5.13

PE Ratio

KHNGY:

21.71

EXPD:

23.01

PEG Ratio

KHNGY:

6.65

EXPD:

3.40

Total Revenue (TTM)

KHNGY:

$18.04B

EXPD:

$7.65B

Gross Profit (TTM)

KHNGY:

$3.65B

EXPD:

$1.08B

EBITDA (TTM)

KHNGY:

$1.86B

EXPD:

$786.13M

Returns By Period

In the year-to-date period, KHNGY achieves a 1.24% return, which is significantly lower than EXPD's 6.55% return. Over the past 10 years, KHNGY has underperformed EXPD with an annualized return of 9.65%, while EXPD has yielded a comparatively higher 11.46% annualized return.


KHNGY

YTD

1.24%

1M

5.69%

6M

-22.56%

1Y

-24.49%

5Y*

11.96%

10Y*

9.65%

EXPD

YTD

6.55%

1M

6.96%

6M

-1.00%

1Y

-3.78%

5Y*

10.68%

10Y*

11.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KHNGY vs. EXPD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KHNGY
The Risk-Adjusted Performance Rank of KHNGY is 77
Overall Rank
The Sharpe Ratio Rank of KHNGY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of KHNGY is 77
Sortino Ratio Rank
The Omega Ratio Rank of KHNGY is 66
Omega Ratio Rank
The Calmar Ratio Rank of KHNGY is 88
Calmar Ratio Rank
The Martin Ratio Rank of KHNGY is 1212
Martin Ratio Rank

EXPD
The Risk-Adjusted Performance Rank of EXPD is 2929
Overall Rank
The Sharpe Ratio Rank of EXPD is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 3232
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.

KHNGY vs. EXPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kuehne & Nagel International AG ADR (KHNGY) and Expeditors International of Washington, Inc. (EXPD). 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 KHNGY, currently valued at -0.99, compared to the broader market-2.000.002.004.00-0.99-0.25
The chart of Sortino ratio for KHNGY, currently valued at -1.20, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.20-0.20
The chart of Omega ratio for KHNGY, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.97
The chart of Calmar ratio for KHNGY, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69-0.30
The chart of Martin ratio for KHNGY, currently valued at -1.26, compared to the broader market0.0010.0020.0030.00-1.26-0.62
KHNGY
EXPD

The current KHNGY Sharpe Ratio is -0.99, which is lower than the EXPD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of KHNGY and EXPD, 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-1.50-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.99
-0.25
KHNGY
EXPD

Dividends

KHNGY vs. EXPD - Dividend Comparison

KHNGY's dividend yield for the trailing twelve months is around 4.74%, more than EXPD's 1.24% yield.


TTM20242023202220212020201920182017201620152014
KHNGY
Kuehne & Nagel International AG ADR
4.74%4.80%4.56%4.51%1.52%3.77%3.53%4.67%3.07%3.02%5.34%4.91%
EXPD
Expeditors International of Washington, Inc.
1.24%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%

Drawdowns

KHNGY vs. EXPD - Drawdown Comparison

The maximum KHNGY drawdown since its inception was -46.77%, smaller than the maximum EXPD drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for KHNGY and EXPD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-32.10%
-9.78%
KHNGY
EXPD

Volatility

KHNGY vs. EXPD - Volatility Comparison

Kuehne & Nagel International AG ADR (KHNGY) and Expeditors International of Washington, Inc. (EXPD) have volatilities of 7.24% and 6.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
7.24%
6.92%
KHNGY
EXPD

Financials

KHNGY vs. EXPD - Financials Comparison

This section allows you to compare key financial metrics between Kuehne & Nagel International AG ADR and Expeditors International of Washington, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab