PII vs. FDX

In the year-to-date period, PII achieves a -39.47% return, which is significantly lower than FDX's -24.39% return. Over the past 10 years, PII has underperformed FDX with an annualized return of -11.06%, while FDX has yielded a comparatively higher 3.60% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Polaris Industries Inc. (PII) and FedEx Corporation (FDX). 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 PII Sharpe Ratio is -1.24, which is lower than the FDX Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of PII and FDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PII's dividend yield for the trailing twelve months is around 7.71%, more than FDX's 2.61% yield.

The maximum PII drawdown since its inception was -77.57%, which is greater than FDX's maximum drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for PII and FDX. For additional features, visit the drawdowns tool.

Polaris Industries Inc. (PII) has a higher volatility of 27.54% compared to FedEx Corporation (FDX) at 18.59%. This indicates that PII's price experiences larger fluctuations and is considered to be riskier than FDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Polaris Industries Inc. and FedEx Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.