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ODFL vs. EXPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ODFL and EXPD is 0.34, 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.


-0.50.00.51.00.3

Performance

ODFL vs. EXPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Dominion Freight Line, Inc. (ODFL) and Expeditors International of Washington, Inc. (EXPD). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-1.97%
-10.38%
ODFL
EXPD

Key characteristics

Sharpe Ratio

ODFL:

0.03

EXPD:

-0.60

Sortino Ratio

ODFL:

0.26

EXPD:

-0.69

Omega Ratio

ODFL:

1.03

EXPD:

0.91

Calmar Ratio

ODFL:

0.03

EXPD:

-0.71

Martin Ratio

ODFL:

0.06

EXPD:

-1.43

Ulcer Index

ODFL:

13.71%

EXPD:

8.24%

Daily Std Dev

ODFL:

33.41%

EXPD:

19.68%

Max Drawdown

ODFL:

-66.30%

EXPD:

-58.07%

Current Drawdown

ODFL:

-18.14%

EXPD:

-15.65%

Fundamentals

Market Cap

ODFL:

$40.55B

EXPD:

$15.57B

EPS

ODFL:

$5.71

EXPD:

$5.09

PE Ratio

ODFL:

33.20

EXPD:

21.68

PEG Ratio

ODFL:

2.84

EXPD:

3.30

Total Revenue (TTM)

ODFL:

$4.43B

EXPD:

$7.65B

Gross Profit (TTM)

ODFL:

$1.56B

EXPD:

$1.08B

EBITDA (TTM)

ODFL:

$1.47B

EXPD:

$786.13M

Returns By Period

In the year-to-date period, ODFL achieves a 7.45% return, which is significantly higher than EXPD's -0.38% return. Over the past 10 years, ODFL has outperformed EXPD with an annualized return of 22.98%, while EXPD has yielded a comparatively lower 11.02% annualized return.


ODFL

YTD

7.45%

1M

4.51%

6M

-2.70%

1Y

-1.59%

5Y*

23.50%

10Y*

22.98%

EXPD

YTD

-0.38%

1M

-1.01%

6M

-9.72%

1Y

-12.35%

5Y*

9.72%

10Y*

11.02%

*Annualized

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Risk-Adjusted Performance

ODFL vs. EXPD — Risk-Adjusted Performance Rank

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

ODFL
The Risk-Adjusted Performance Rank of ODFL is 4343
Overall Rank
The Sharpe Ratio Rank of ODFL is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 4646
Martin Ratio Rank

EXPD
The Risk-Adjusted Performance Rank of EXPD is 1212
Overall Rank
The Sharpe Ratio Rank of EXPD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 88
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 77
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.

ODFL vs. EXPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) 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 ODFL, currently valued at 0.03, compared to the broader market-2.000.002.004.000.03-0.60
The chart of Sortino ratio for ODFL, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.006.000.26-0.69
The chart of Omega ratio for ODFL, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.91
The chart of Calmar ratio for ODFL, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.71
The chart of Martin ratio for ODFL, currently valued at 0.06, compared to the broader market-10.000.0010.0020.0030.000.06-1.43
ODFL
EXPD

The current ODFL Sharpe Ratio is 0.03, which is higher than the EXPD Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of ODFL 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-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.03
-0.60
ODFL
EXPD

Dividends

ODFL vs. EXPD - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.55%, less than EXPD's 1.32% yield.


TTM20242023202220212020201920182017201620152014
ODFL
Old Dominion Freight Line, Inc.
0.55%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%
EXPD
Expeditors International of Washington, Inc.
1.32%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%

Drawdowns

ODFL vs. EXPD - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.30%, which is greater than EXPD's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for ODFL and EXPD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.14%
-15.65%
ODFL
EXPD

Volatility

ODFL vs. EXPD - Volatility Comparison

Old Dominion Freight Line, Inc. (ODFL) has a higher volatility of 8.05% compared to Expeditors International of Washington, Inc. (EXPD) at 5.16%. This indicates that ODFL's price experiences larger fluctuations and is considered to be riskier than EXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
8.05%
5.16%
ODFL
EXPD

Financials

ODFL vs. EXPD - Financials Comparison

This section allows you to compare key financial metrics between Old Dominion Freight Line, Inc. 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
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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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