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

Correlation

The correlation between ODFL and XPO is 0.37, 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.


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.

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Key characteristics

Sharpe Ratio

ODFL:

-0.14

XPO:

0.22

Sortino Ratio

ODFL:

-0.01

XPO:

0.65

Omega Ratio

ODFL:

1.00

XPO:

1.08

Calmar Ratio

ODFL:

-0.20

XPO:

0.22

Martin Ratio

ODFL:

-0.42

XPO:

0.53

Ulcer Index

ODFL:

17.48%

XPO:

17.75%

Daily Std Dev

ODFL:

39.01%

XPO:

49.85%

Max Drawdown

ODFL:

-66.29%

XPO:

-82.85%

Current Drawdown

ODFL:

-30.12%

XPO:

-26.04%

Fundamentals

Market Cap

ODFL:

$34.14B

XPO:

$13.78B

EPS

ODFL:

$5.33

XPO:

$3.25

PE Ratio

ODFL:

30.31

XPO:

36.00

PEG Ratio

ODFL:

3.05

XPO:

2.37

PS Ratio

ODFL:

5.96

XPO:

1.72

PB Ratio

ODFL:

8.06

XPO:

8.40

Total Revenue (TTM)

ODFL:

$5.73B

XPO:

$8.01B

Gross Profit (TTM)

ODFL:

$1.93B

XPO:

$906.00M

EBITDA (TTM)

ODFL:

$1.85B

XPO:

$1.18B

Returns By Period

In the year-to-date period, ODFL achieves a -8.27% return, which is significantly higher than XPO's -10.79% return. Both investments have delivered pretty close results over the past 10 years, with ODFL having a 21.76% annualized return and XPO not far behind at 21.10%.


ODFL

YTD

-8.27%

1M

10.10%

6M

-26.44%

1Y

-6.12%

3Y*

9.97%

5Y*

15.75%

10Y*

21.76%

XPO

YTD

-10.79%

1M

21.34%

6M

-21.46%

1Y

7.96%

3Y*

60.47%

5Y*

34.96%

10Y*

21.10%

*Annualized

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Old Dominion Freight Line, Inc.

XPO Logistics, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ODFL vs. XPO — 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 4040
Overall Rank
The Sharpe Ratio Rank of ODFL is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 4343
Martin Ratio Rank

XPO
The Risk-Adjusted Performance Rank of XPO is 5959
Overall Rank
The Sharpe Ratio Rank of XPO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of XPO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of XPO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of XPO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of XPO is 6060
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. 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.


The current ODFL Sharpe Ratio is -0.14, which is lower than the XPO Sharpe Ratio of 0.22. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ODFL vs. XPO - Dividend Comparison

ODFL's dividend yield for the trailing twelve months is around 0.66%, while XPO has not paid dividends to shareholders.


TTM20242023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.66%0.59%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%0.00%

Drawdowns

ODFL vs. XPO - Drawdown Comparison

The maximum ODFL drawdown since its inception was -66.29%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ODFL vs. XPO - Volatility Comparison

The current volatility for Old Dominion Freight Line, Inc. (ODFL) is 16.22%, while XPO Logistics, Inc. (XPO) has a volatility of 19.54%. 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.


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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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
1.37B
1.95B
(ODFL) Total Revenue
(XPO) Total Revenue
Values in USD except per share items

ODFL vs. XPO - Profitability Comparison

The chart below illustrates the profitability comparison between Old Dominion Freight Line, Inc. and XPO Logistics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20212022202320242025
32.7%
10.6%
(ODFL) Gross Margin
(XPO) Gross Margin
ODFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Old Dominion Freight Line, Inc. reported a gross profit of 450.09M and revenue of 1.37B. Therefore, the gross margin over that period was 32.7%.

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a gross profit of 207.00M and revenue of 1.95B. Therefore, the gross margin over that period was 10.6%.

ODFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Old Dominion Freight Line, Inc. reported an operating income of 338.06M and revenue of 1.37B, resulting in an operating margin of 24.6%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported an operating income of 151.00M and revenue of 1.95B, resulting in an operating margin of 7.7%.

ODFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Old Dominion Freight Line, Inc. reported a net income of 254.66M and revenue of 1.37B, resulting in a net margin of 18.5%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a net income of 69.00M and revenue of 1.95B, resulting in a net margin of 3.5%.