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RXO vs. CHRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RXO vs. CHRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RXO Inc. (RXO) and C.H. Robinson Worldwide, Inc. (CHRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RXO achieves a 104.27% return, which is significantly higher than CHRW's 17.16% return.


RXO

1D
1.69%
1M
5.95%
YTD
104.27%
6M
96.80%
1Y
70.20%
3Y*
7.03%
5Y*
10Y*

CHRW

1D
1.10%
1M
7.74%
YTD
17.16%
6M
14.16%
1Y
105.15%
3Y*
30.40%
5Y*
17.34%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXO vs. CHRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
RXO
RXO Inc.
104.27%-46.98%2.49%35.23%-21.82%
CHRW
C.H. Robinson Worldwide, Inc.
17.16%59.01%22.89%-3.10%-4.54%

Correlation

The correlation between RXO and CHRW is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.49

The correlation between RXO and CHRW has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

RXO:

$4.37B

CHRW:

$22.64B

EPS

RXO:

-$0.41

CHRW:

$4.93

PS Ratio

RXO:

1.01

CHRW:

1.40

PB Ratio

RXO:

2.89K

CHRW:

13.28

Total Revenue (TTM)

RXO:

$4.31B

CHRW:

$16.20B

Gross Profit (TTM)

RXO:

$753.00M

CHRW:

$1.03B

EBITDA (TTM)

RXO:

$1.99M

CHRW:

$948.77M

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Return for Risk

RXO vs. CHRW — Risk / Return Rank

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

RXO
RXO Risk / Return Rank: 7171
Overall Rank
RXO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RXO Sortino Ratio Rank: 6868
Sortino Ratio Rank
RXO Omega Ratio Rank: 7171
Omega Ratio Rank
RXO Calmar Ratio Rank: 7272
Calmar Ratio Rank
RXO Martin Ratio Rank: 7373
Martin Ratio Rank

CHRW
CHRW Risk / Return Rank: 9393
Overall Rank
CHRW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CHRW Sortino Ratio Rank: 9292
Sortino Ratio Rank
CHRW Omega Ratio Rank: 9494
Omega Ratio Rank
CHRW Calmar Ratio Rank: 9393
Calmar Ratio Rank
CHRW Martin Ratio Rank: 9292
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.

RXO vs. CHRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RXO Inc. (RXO) and C.H. Robinson Worldwide, Inc. (CHRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RXOCHRWDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.22

1.51

-0.29

Calmar ratioReturn relative to maximum drawdown

1.64

5.27

-3.63

Martin ratioReturn relative to average drawdown

4.05

13.75

-9.70

RXO vs. CHRW - Sharpe Ratio Comparison

The current RXO Sharpe Ratio is 0.97, which is lower than the CHRW Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RXO and CHRW, 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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Drawdowns

RXO vs. CHRW - Drawdown Comparison

The maximum RXO drawdown since its inception was -67.15%, which is greater than CHRW's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for RXO and CHRW.


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Drawdown Indicators


RXOCHRWDifference

Max Drawdown

Largest peak-to-trough decline

-67.15%

-44.54%

-22.61%

Max Drawdown (1Y)

Largest decline over 1 year

-43.07%

-20.07%

-23.00%

Max Drawdown (3Y)

Largest decline over 3 years

-67.15%

-30.86%

-36.29%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

Current Drawdown

Current decline from peak

-19.06%

-6.10%

-12.96%

Average Drawdown

Average peak-to-trough decline

-26.09%

-12.08%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.39%

7.67%

+9.72%

Volatility

RXO vs. CHRW - Volatility Comparison

RXO Inc. (RXO) has a higher volatility of 14.43% compared to C.H. Robinson Worldwide, Inc. (CHRW) at 8.25%. This indicates that RXO's price experiences larger fluctuations and is considered to be riskier than CHRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXOCHRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.43%

8.25%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

54.35%

30.09%

+24.26%

Volatility (1Y)

Calculated over the trailing 1-year period

72.79%

42.44%

+30.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.70%

32.41%

+24.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.70%

28.92%

+27.78%

Dividends

RXO vs. CHRW - Dividend Comparison

RXO has not paid dividends to shareholders, while CHRW's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM20252024202320222021202020192018201720162015
CHRW
C.H. Robinson Worldwide, Inc.
1.34%1.55%2.38%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%
RXO
RXO Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

RXO vs. CHRW - Financials Comparison

This section allows you to compare key financial metrics between RXO Inc. and C.H. Robinson Worldwide, 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.43M
4.01B
(RXO) Total Revenue
(CHRW) Total Revenue
Values in USD except per share items

RXO vs. CHRW - Profitability Comparison

The chart below illustrates the profitability comparison between RXO Inc. and C.H. Robinson Worldwide, 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%5.0%10.0%15.0%20.0%2022202320242025202600
Portfolio components
RXO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported a gross profit of 0.00 and revenue of 1.43M. Therefore, the gross margin over that period was 0.0%.

CHRW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of 0.00 and revenue of 4.01B. Therefore, the gross margin over that period was 0.0%.

RXO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported an operating income of -49.00K and revenue of 1.43M, resulting in an operating margin of -3.4%.

CHRW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 175.69M and revenue of 4.01B, resulting in an operating margin of 4.4%.

RXO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RXO Inc. reported a net income of -36.00K and revenue of 1.43M, resulting in a net margin of -2.5%.

CHRW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, C.H. Robinson Worldwide, Inc. reported a net income of 147.23M and revenue of 4.01B, resulting in a net margin of 3.7%.


Frequently Asked Questions


RXO and CHRW have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXO has higher volatility (14.43%) compared to CHRW (8.25%). In terms of maximum drawdown, RXO dropped -67.15% vs CHRW's -44.54%.

CHRW currently has the higher Sharpe Ratio (2.50 vs 0.97), 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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