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QXO vs. CPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QXO vs. CPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QXO, Inc (QXO) and Cooper-Standard Holdings Inc. (CPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QXO achieves a -14.77% return, which is significantly lower than CPS's -8.38% return. Over the past 10 years, QXO has outperformed CPS with an annualized return of 7.71%, while CPS has yielded a comparatively lower -9.80% annualized return.


QXO

1D
0.74%
1M
-14.02%
YTD
-14.77%
6M
-17.80%
1Y
-1.20%
3Y*
-6.04%
5Y*
-18.47%
10Y*
7.71%

CPS

1D
-3.03%
1M
3.83%
YTD
-8.38%
6M
-0.95%
1Y
43.17%
3Y*
37.42%
5Y*
-0.56%
10Y*
-9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QXO vs. CPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QXO
QXO, Inc
-14.77%21.32%-86.06%508.46%-33.78%63.72%-17.22%92.05%-45.15%43.66%
CPS
Cooper-Standard Holdings Inc.
-8.38%142.11%-30.60%115.67%-59.57%-35.36%4.55%-46.62%-49.29%18.49%

Correlation

The correlation between QXO and CPS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2012

0.08

Over the past year, QXO and CPS have become more correlated (0.31) than their long-term average of 0.08, meaning their price movements have been converging.

Fundamentals

Market Cap

QXO:

$122.38M

CPS:

$540.54M

EPS

QXO:

-$1.03

CPS:

-$1.84K

PS Ratio

QXO:

0.96

CPS:

0.00

Total Revenue (TTM)

QXO:

$8.56B

CPS:

$688.43B

Gross Profit (TTM)

QXO:

$1.98B

CPS:

$82.66B

EBITDA (TTM)

QXO:

-$152.95M

CPS:

$202.33M

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QXO, Inc

Cooper-Standard Holdings Inc.

Return for Risk

QXO vs. CPS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QXO
QXO Risk / Return Rank: 3939
Overall Rank
QXO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QXO Sortino Ratio Rank: 4141
Sortino Ratio Rank
QXO Omega Ratio Rank: 3939
Omega Ratio Rank
QXO Calmar Ratio Rank: 3939
Calmar Ratio Rank
QXO Martin Ratio Rank: 3939
Martin Ratio Rank

CPS
CPS Risk / Return Rank: 6363
Overall Rank
CPS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CPS Sortino Ratio Rank: 6565
Sortino Ratio Rank
CPS Omega Ratio Rank: 6363
Omega Ratio Rank
CPS Calmar Ratio Rank: 6262
Calmar Ratio Rank
CPS Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QXO vs. CPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QXO, Inc (QXO) and Cooper-Standard Holdings Inc. (CPS). 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.


QXOCPSDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.67

-0.69

Sortino ratio

Return per unit of downside risk

0.45

1.50

-1.05

Omega ratio

Gain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.03

1.02

-1.05

Martin ratio

Return relative to average drawdown

-0.06

2.09

-2.16

QXO vs. CPS - Sharpe Ratio Comparison

The current QXO Sharpe Ratio is -0.02, which is lower than the CPS Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of QXO and CPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QXOCPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.67

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.01

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

-0.13

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.01

+0.06

Drawdowns

QXO vs. CPS - Drawdown Comparison

The maximum QXO drawdown since its inception was -95.44%, roughly equal to the maximum CPS drawdown of -97.44%. Use the drawdown chart below to compare losses from any high point for QXO and CPS.


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Drawdown Indicators


QXOCPSDifference

Max Drawdown

Largest peak-to-trough decline

-95.44%

-97.44%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-41.08%

-42.46%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-95.44%

-49.93%

-45.51%

Max Drawdown (5Y)

Largest decline over 5 years

-95.44%

-88.34%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-95.44%

-97.44%

+2.00%

Current Drawdown

Current decline from peak

-93.02%

-79.23%

-13.79%

Average Drawdown

Average peak-to-trough decline

-56.34%

-45.78%

-10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.82%

20.67%

-0.85%

Volatility

QXO vs. CPS - Volatility Comparison

QXO, Inc (QXO) has a higher volatility of 16.10% compared to Cooper-Standard Holdings Inc. (CPS) at 13.92%. This indicates that QXO's price experiences larger fluctuations and is considered to be riskier than CPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QXOCPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.10%

13.92%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

46.44%

45.71%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

60.14%

64.69%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

145.36%

86.71%

+58.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

123.57%

77.79%

+45.78%

Dividends

QXO vs. CPS - Dividend Comparison

Neither QXO nor CPS has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CPS
Cooper-Standard Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QXO
QXO, Inc
0.00%0.00%164.53%1.17%0.00%13.42%31.47%1.15%0.00%1.89%2.00%

Financials

QXO vs. CPS - Financials Comparison

This section allows you to compare key financial metrics between QXO, Inc and Cooper-Standard Holdings 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


0.00100.00B200.00B300.00B400.00B500.00B600.00B700.00B20222023202420252026
1.73B
686.36B
(QXO) Total Revenue
(CPS) Total Revenue
Values in USD except per share items

QXO vs. CPS - Profitability Comparison

The chart below illustrates the profitability comparison between QXO, Inc and Cooper-Standard Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
23.7%
12.0%
Portfolio components
QXO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QXO, Inc reported a gross profit of 409.30M and revenue of 1.73B. Therefore, the gross margin over that period was 23.7%.

CPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cooper-Standard Holdings Inc. reported a gross profit of 82.42B and revenue of 686.36B. Therefore, the gross margin over that period was 12.0%.

QXO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QXO, Inc reported an operating income of -251.90M and revenue of 1.73B, resulting in an operating margin of -14.6%.

CPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cooper-Standard Holdings Inc. reported an operating income of 28.69M and revenue of 686.36B, resulting in an operating margin of 0.0%.

QXO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QXO, Inc reported a net income of -227.10M and revenue of 1.73B, resulting in a net margin of -13.1%.

CPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cooper-Standard Holdings Inc. reported a net income of -33.30B and revenue of 686.36B, resulting in a net margin of -4.9%.


Frequently Asked Questions


QXO and CPS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QXO has higher volatility (16.10%) compared to CPS (13.92%). In terms of maximum drawdown, QXO dropped -95.44% vs CPS's -97.44%.

CPS currently has the higher Sharpe Ratio (0.67 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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