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

Performance

MUSA vs. XPO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
19.27%
38.88%
MUSA
XPO

Returns By Period

In the year-to-date period, MUSA achieves a 47.82% return, which is significantly lower than XPO's 67.29% return. Over the past 10 years, MUSA has underperformed XPO with an annualized return of 23.97%, while XPO has yielded a comparatively higher 27.51% annualized return.


MUSA

YTD

47.82%

1M

9.50%

6M

19.27%

1Y

43.12%

5Y (annualized)

35.10%

10Y (annualized)

23.97%

XPO

YTD

67.29%

1M

33.54%

6M

38.88%

1Y

64.64%

5Y (annualized)

38.60%

10Y (annualized)

27.51%

Fundamentals


MUSAXPO
Market Cap$10.63B$17.06B
EPS$24.17$3.08
PE Ratio21.7247.57
PEG Ratio2.311.50
Total Revenue (TTM)$20.60B$8.09B
Gross Profit (TTM)$19.55B$926.00M
EBITDA (TTM)$1.00B$1.15B

Key characteristics


MUSAXPO
Sharpe Ratio1.831.53
Sortino Ratio2.752.43
Omega Ratio1.321.29
Calmar Ratio3.713.08
Martin Ratio10.115.99
Ulcer Index4.39%10.99%
Daily Std Dev24.23%43.21%
Max Drawdown-33.72%-82.85%
Current Drawdown-1.92%-5.57%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between MUSA and XPO is 0.25, 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.

Risk-Adjusted Performance

MUSA vs. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) 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 MUSA, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.831.53
The chart of Sortino ratio for MUSA, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.002.752.43
The chart of Omega ratio for MUSA, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.29
The chart of Calmar ratio for MUSA, currently valued at 3.71, compared to the broader market0.002.004.006.003.713.08
The chart of Martin ratio for MUSA, currently valued at 10.11, compared to the broader market-10.000.0010.0020.0030.0010.115.99
MUSA
XPO

The current MUSA Sharpe Ratio is 1.83, which is comparable to the XPO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MUSA 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.83
1.53
MUSA
XPO

Dividends

MUSA vs. XPO - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.34%, while XPO has not paid dividends to shareholders.


TTM2023202220212020
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUSA vs. XPO - Drawdown Comparison

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for MUSA and XPO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.92%
-5.57%
MUSA
XPO

Volatility

MUSA vs. XPO - Volatility Comparison

The current volatility for Murphy USA Inc. (MUSA) is 6.73%, while XPO Logistics, Inc. (XPO) has a volatility of 16.07%. This indicates that MUSA 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.73%
16.07%
MUSA
XPO

Financials

MUSA vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA 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