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

Correlation

The correlation between KODK and GXO is 0.40, 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.


-0.50.00.51.00.4

Performance

KODK vs. GXO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.30%
-10.64%
KODK
GXO

Key characteristics

Sharpe Ratio

KODK:

0.92

GXO:

-0.88

Sortino Ratio

KODK:

2.07

GXO:

-1.22

Omega Ratio

KODK:

1.27

GXO:

0.85

Calmar Ratio

KODK:

0.77

GXO:

-0.54

Martin Ratio

KODK:

4.69

GXO:

-1.87

Ulcer Index

KODK:

15.00%

GXO:

16.96%

Daily Std Dev

KODK:

76.83%

GXO:

36.21%

Max Drawdown

KODK:

-95.83%

GXO:

-67.94%

Current Drawdown

KODK:

-81.51%

GXO:

-58.71%

Fundamentals

Market Cap

KODK:

$441.40M

GXO:

$5.61B

EPS

KODK:

$0.70

GXO:

$0.89

PE Ratio

KODK:

7.84

GXO:

52.75

PEG Ratio

KODK:

0.00

GXO:

1.14

Total Revenue (TTM)

KODK:

$1.05B

GXO:

$11.05B

Gross Profit (TTM)

KODK:

$199.00M

GXO:

$1.38B

EBITDA (TTM)

KODK:

$185.00M

GXO:

$655.00M

Returns By Period

In the year-to-date period, KODK achieves a 76.41% return, which is significantly higher than GXO's -30.09% return.


KODK

YTD

76.41%

1M

30.80%

6M

20.91%

1Y

74.62%

5Y*

15.45%

10Y*

-10.45%

GXO

YTD

-30.09%

1M

-27.18%

6M

-10.45%

1Y

-29.76%

5Y*

N/A

10Y*

N/A

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

KODK vs. GXO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eastman Kodak Company (KODK) and GXO Logistics, Inc. (GXO). 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 KODK, currently valued at 0.92, compared to the broader market-4.00-2.000.002.000.92-0.88
The chart of Sortino ratio for KODK, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.07-1.22
The chart of Omega ratio for KODK, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.85
The chart of Calmar ratio for KODK, currently valued at 1.25, compared to the broader market0.002.004.006.001.25-0.54
The chart of Martin ratio for KODK, currently valued at 4.69, compared to the broader market0.0010.0020.004.69-1.87
KODK
GXO

The current KODK Sharpe Ratio is 0.92, which is higher than the GXO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of KODK and GXO, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.92
-0.88
KODK
GXO

Dividends

KODK vs. GXO - Dividend Comparison

Neither KODK nor GXO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KODK vs. GXO - Drawdown Comparison

The maximum KODK drawdown since its inception was -95.83%, which is greater than GXO's maximum drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for KODK and GXO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.11%
-58.71%
KODK
GXO

Volatility

KODK vs. GXO - Volatility Comparison

Eastman Kodak Company (KODK) has a higher volatility of 27.40% compared to GXO Logistics, Inc. (GXO) at 16.19%. This indicates that KODK's price experiences larger fluctuations and is considered to be riskier than GXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
27.40%
16.19%
KODK
GXO

Financials

KODK vs. GXO - Financials Comparison

This section allows you to compare key financial metrics between Eastman Kodak Company and GXO 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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