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

Performance

ODFL vs. XPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Dominion Freight Line, Inc. (ODFL) and XPO Logistics, Inc. (XPO). 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%
30.72%
ODFL
XPO

Returns By Period

In the year-to-date period, ODFL achieves a 6.01% return, which is significantly lower than XPO's 64.94% return. Over the past 10 years, ODFL has underperformed XPO with an annualized return of 23.90%, while XPO has yielded a comparatively higher 27.35% annualized return.


ODFL

YTD

6.01%

1M

7.24%

6M

19.91%

1Y

7.56%

5Y (annualized)

28.03%

10Y (annualized)

23.90%

XPO

YTD

64.94%

1M

27.96%

6M

30.72%

1Y

64.56%

5Y (annualized)

38.56%

10Y (annualized)

27.35%

Fundamentals


ODFLXPO
Market Cap$48.32B$17.64B
EPS$5.73$3.07
PE Ratio39.5049.36
PEG Ratio3.171.59
Total Revenue (TTM)$5.92B$8.09B
Gross Profit (TTM)$2.07B$926.00M
EBITDA (TTM)$1.90B$1.19B

Key characteristics


ODFLXPO
Sharpe Ratio0.241.55
Sortino Ratio0.552.46
Omega Ratio1.071.29
Calmar Ratio0.333.14
Martin Ratio0.666.10
Ulcer Index12.23%10.98%
Daily Std Dev33.64%43.29%
Max Drawdown-66.28%-82.85%
Current Drawdown-7.70%-6.90%

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Correlation

-0.50.00.51.00.4

The correlation between ODFL and XPO is 0.35, 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. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) 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 ODFL, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.55
The chart of Sortino ratio for ODFL, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.552.46
The chart of Omega ratio for ODFL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.29
The chart of Calmar ratio for ODFL, currently valued at 0.33, compared to the broader market0.002.004.006.000.333.14
The chart of Martin ratio for ODFL, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.666.10
ODFL
XPO

The current ODFL Sharpe Ratio is 0.24, which is lower than the XPO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ODFL 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.24
1.55
ODFL
XPO

Dividends

ODFL vs. XPO - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.46%, while XPO 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%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ODFL vs. XPO - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.28%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for ODFL and XPO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.70%
-6.90%
ODFL
XPO

Volatility

ODFL vs. XPO - Volatility Comparison

The current volatility for Old Dominion Freight Line, Inc. (ODFL) is 14.62%, while XPO Logistics, Inc. (XPO) has a volatility of 16.59%. This indicates that ODFL 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
14.62%
16.59%
ODFL
XPO

Financials

ODFL vs. XPO - Financials Comparison

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