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

Performance

RXO vs. GXO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RXO Inc. (RXO) and GXO Logistics, Inc. (GXO). 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 101.66% return, which is significantly higher than GXO's -7.24% return.


RXO

1D
-1.28%
1M
4.60%
YTD
101.66%
6M
99.92%
1Y
61.23%
3Y*
6.57%
5Y*
10Y*

GXO

1D
-1.81%
1M
2.86%
YTD
-7.24%
6M
-9.49%
1Y
-0.55%
3Y*
-6.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXO vs. GXO - Yearly Performance Comparison


2026 (YTD)2025202420232022
RXO
RXO Inc.
101.66%-46.98%2.49%35.23%-21.82%
GXO
GXO Logistics, Inc.
-7.24%21.01%-28.88%43.27%17.47%

Correlation

The correlation between RXO and GXO is 0.51, 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

0.51

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

0.52

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

0.49

The correlation between RXO and GXO has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

RXO:

$4.31B

GXO:

$5.66B

EPS

RXO:

-$0.41

GXO:

$1.11

PS Ratio

RXO:

1.00

GXO:

0.55

PB Ratio

RXO:

2.86K

GXO:

1.91K

Total Revenue (TTM)

RXO:

$4.31B

GXO:

$10.20B

Gross Profit (TTM)

RXO:

$753.00M

GXO:

$1.34B

EBITDA (TTM)

RXO:

$1.99M

GXO:

$655.10M

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Return for Risk

RXO vs. GXO — Risk / Return Rank

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

RXO
RXO Risk / Return Rank: 6969
Overall Rank
RXO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RXO Sortino Ratio Rank: 6666
Sortino Ratio Rank
RXO Omega Ratio Rank: 6868
Omega Ratio Rank
RXO Calmar Ratio Rank: 6969
Calmar Ratio Rank
RXO Martin Ratio Rank: 7171
Martin Ratio Rank

GXO
GXO Risk / Return Rank: 4040
Overall Rank
GXO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GXO Sortino Ratio Rank: 3838
Sortino Ratio Rank
GXO Omega Ratio Rank: 3838
Omega Ratio Rank
GXO Calmar Ratio Rank: 4242
Calmar Ratio Rank
GXO Martin Ratio Rank: 4141
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. GXO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RXO Inc. (RXO) and GXO Logistics, Inc. (GXO). 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.


RXOGXODifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratioReturn relative to maximum drawdown

1.43

-0.02

+1.45

Martin ratioReturn relative to average drawdown

3.53

-0.04

+3.57

RXO vs. GXO - Sharpe Ratio Comparison

The current RXO Sharpe Ratio is 0.85, which is higher than the GXO Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of RXO and GXO, 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. GXO - Drawdown Comparison

The maximum RXO drawdown since its inception was -67.15%, roughly equal to the maximum GXO drawdown of -69.56%. Use the drawdown chart below to compare losses from any high point for RXO and GXO.


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Drawdown Indicators


RXOGXODifference

Max Drawdown

Largest peak-to-trough decline

-67.15%

-69.56%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-43.07%

-30.60%

-12.47%

Max Drawdown (3Y)

Largest decline over 3 years

-67.15%

-52.99%

-14.16%

Current Drawdown

Current decline from peak

-20.09%

-52.85%

+32.76%

Average Drawdown

Average peak-to-trough decline

-26.08%

-45.11%

+19.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.41%

12.48%

+4.93%

Volatility

RXO vs. GXO - Volatility Comparison

RXO Inc. (RXO) has a higher volatility of 14.41% compared to GXO Logistics, Inc. (GXO) at 10.67%. This indicates that RXO's price experiences larger fluctuations and is considered to be riskier than GXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXOGXODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

10.67%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

54.35%

33.16%

+21.19%

Volatility (1Y)

Calculated over the trailing 1-year period

72.67%

38.37%

+34.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.67%

43.83%

+12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.67%

43.83%

+12.84%

Dividends

RXO vs. GXO - Dividend Comparison

Neither RXO nor GXO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RXO vs. GXO - Financials Comparison

This section allows you to compare key financial metrics between RXO Inc. and GXO 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


0.001.00B2.00B3.00B4.00B20222023202420252026
1.43M
3.30M
(RXO) Total Revenue
(GXO) Total Revenue
Values in USD except per share items

RXO vs. GXO - Profitability Comparison

The chart below illustrates the profitability comparison between RXO Inc. and GXO 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

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%.

GXO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported a gross profit of 0.00 and revenue of 3.30M. 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%.

GXO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported an operating income of 39.00K and revenue of 3.30M, resulting in an operating margin of 1.2%.

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%.

GXO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GXO Logistics, Inc. reported a net income of 29.00K and revenue of 3.30M, resulting in a net margin of 0.9%.


Frequently Asked Questions


RXO and GXO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXO has higher volatility (14.41%) compared to GXO (10.67%). In terms of maximum drawdown, RXO dropped -67.15% vs GXO's -69.56%.

RXO currently has the higher Sharpe Ratio (0.85 vs -0.01), 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

Find the right allocation for RXO and GXO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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