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

Performance

ODFL vs. XPEL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
19.91%
30.59%
ODFL
XPEL

Returns By Period

In the year-to-date period, ODFL achieves a 6.01% return, which is significantly higher than XPEL's -16.84% return. Over the past 10 years, ODFL has underperformed XPEL with an annualized return of 23.90%, while XPEL has yielded a comparatively higher 31.60% annualized return.


ODFL

YTD

6.01%

1M

7.24%

6M

19.91%

1Y

7.56%

5Y (annualized)

28.03%

10Y (annualized)

23.90%

XPEL

YTD

-16.84%

1M

4.68%

6M

33.08%

1Y

-3.57%

5Y (annualized)

24.83%

10Y (annualized)

31.60%

Fundamentals


ODFLXPEL
Market Cap$48.32B$1.24B
EPS$5.73$1.75
PE Ratio39.5025.67
Total Revenue (TTM)$5.92B$418.41M
Gross Profit (TTM)$2.07B$174.59M
EBITDA (TTM)$1.90B$66.67M

Key characteristics


ODFLXPEL
Sharpe Ratio0.24-0.07
Sortino Ratio0.550.46
Omega Ratio1.071.08
Calmar Ratio0.33-0.07
Martin Ratio0.66-0.19
Ulcer Index12.23%25.53%
Daily Std Dev33.64%73.12%
Max Drawdown-66.28%-99.77%
Current Drawdown-7.70%-55.84%

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Correlation

-0.50.00.51.00.1

The correlation between ODFL and XPEL is 0.13, 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

ODFL vs. XPEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) and XPEL, Inc. (XPEL). 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 0.24, compared to the broader market-4.00-2.000.002.004.000.24-0.05
The chart of Sortino ratio for ODFL, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.550.48
The chart of Omega ratio for ODFL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.08
The chart of Calmar ratio for ODFL, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.05
The chart of Martin ratio for ODFL, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.66-0.14
ODFL
XPEL

The current ODFL Sharpe Ratio is 0.24, which is higher than the XPEL Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of ODFL and XPEL, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.24
-0.05
ODFL
XPEL

Dividends

ODFL vs. XPEL - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.46%, while XPEL has not paid dividends to shareholders.


TTM2023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.46%0.39%0.42%0.22%0.31%0.36%0.74%0.30%
XPEL
XPEL, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ODFL vs. XPEL - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.28%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for ODFL and XPEL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.70%
-55.84%
ODFL
XPEL

Volatility

ODFL vs. XPEL - Volatility Comparison

Old Dominion Freight Line, Inc. (ODFL) has a higher volatility of 14.62% compared to XPEL, Inc. (XPEL) at 10.87%. This indicates that ODFL's price experiences larger fluctuations and is considered to be riskier than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
14.62%
10.87%
ODFL
XPEL

Financials

ODFL vs. XPEL - Financials Comparison

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