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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.

20,000.00%25,000.00%30,000.00%35,000.00%40,000.00%JulyAugustSeptemberOctoberNovemberDecember
32,828.47%
19,227.32%
ODFL
EXPD

Key characteristics

Sharpe Ratio

ODFL:

-0.28

EXPD:

-0.51

Sortino Ratio

ODFL:

-0.17

EXPD:

-0.57

Omega Ratio

ODFL:

0.98

EXPD:

0.93

Calmar Ratio

ODFL:

-0.37

EXPD:

-0.63

Martin Ratio

ODFL:

-0.74

EXPD:

-1.38

Ulcer Index

ODFL:

12.63%

EXPD:

7.27%

Daily Std Dev

ODFL:

33.43%

EXPD:

19.72%

Max Drawdown

ODFL:

-66.30%

EXPD:

-58.07%

Current Drawdown

ODFL:

-21.68%

EXPD:

-14.79%

Fundamentals

Market Cap

ODFL:

$42.48B

EXPD:

$16.23B

EPS

ODFL:

$5.73

EXPD:

$5.14

PE Ratio

ODFL:

34.73

EXPD:

22.55

PEG Ratio

ODFL:

2.97

EXPD:

3.46

Total Revenue (TTM)

ODFL:

$5.92B

EXPD:

$9.92B

Gross Profit (TTM)

ODFL:

$2.09B

EXPD:

$1.42B

EBITDA (TTM)

ODFL:

$1.98B

EXPD:

$1.02B

Returns By Period

In the year-to-date period, ODFL achieves a -10.04% return, which is significantly higher than EXPD's -11.29% return. Over the past 10 years, ODFL has outperformed EXPD with an annualized return of 21.81%, while EXPD has yielded a comparatively lower 11.04% annualized return.


ODFL

YTD

-10.04%

1M

-15.28%

6M

3.97%

1Y

-10.89%

5Y*

24.20%

10Y*

21.81%

EXPD

YTD

-11.29%

1M

-5.70%

6M

-11.29%

1Y

-10.92%

5Y*

9.11%

10Y*

11.04%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 -0.28, compared to the broader market-4.00-2.000.002.00-0.28-0.51
The chart of Sortino ratio for ODFL, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.17-0.57
The chart of Omega ratio for ODFL, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.93
The chart of Calmar ratio for ODFL, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.63
The chart of Martin ratio for ODFL, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.74-1.38
ODFL
EXPD

The current ODFL Sharpe Ratio is -0.28, which is higher than the EXPD Sharpe Ratio of -0.51. 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-0.60-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
-0.28
-0.51
ODFL
EXPD

Dividends

ODFL vs. EXPD - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.57%, less than EXPD's 1.31% yield.


TTM20232022202120202019201820172016201520142013
ODFL
Old Dominion Freight Line, Inc.
0.57%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%
EXPD
Expeditors International of Washington, Inc.
1.31%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%1.36%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.68%
-14.79%
ODFL
EXPD

Volatility

ODFL vs. EXPD - Volatility Comparison

Old Dominion Freight Line, Inc. (ODFL) has a higher volatility of 8.27% compared to Expeditors International of Washington, Inc. (EXPD) at 3.97%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.27%
3.97%
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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