ODFL vs. XPO
Compare and contrast key facts about Old Dominion Freight Line, Inc. (ODFL) and XPO Logistics, Inc. (XPO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ODFL or XPO.
Performance
ODFL vs. XPO - Performance Comparison
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
6.01%
7.24%
19.91%
7.56%
28.03%
23.90%
XPO
64.94%
27.96%
30.72%
64.56%
38.56%
27.35%
Fundamentals
ODFL | XPO | |
---|---|---|
Market Cap | $48.32B | $17.64B |
EPS | $5.73 | $3.07 |
PE Ratio | 39.50 | 49.36 |
PEG Ratio | 3.17 | 1.59 |
Total Revenue (TTM) | $5.92B | $8.09B |
Gross Profit (TTM) | $2.07B | $926.00M |
EBITDA (TTM) | $1.90B | $1.19B |
Key characteristics
ODFL | XPO | |
---|---|---|
Sharpe Ratio | 0.24 | 1.55 |
Sortino Ratio | 0.55 | 2.46 |
Omega Ratio | 1.07 | 1.29 |
Calmar Ratio | 0.33 | 3.14 |
Martin Ratio | 0.66 | 6.10 |
Ulcer Index | 12.23% | 10.98% |
Daily Std Dev | 33.64% | 43.29% |
Max Drawdown | -66.28% | -82.85% |
Current Drawdown | -7.70% | -6.90% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Old Dominion Freight Line, Inc. | 0.46% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities