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

Performance

RXO vs. XPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RXO Inc. (RXO) and XPO, Inc. (XPO). 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 64.08% return, which is significantly higher than XPO's 44.96% return.


RXO

1D
2.42%
1M
-22.06%
6M
33.89%
YTD
64.08%
1Y
38.27%
3Y*
0.90%
5Y*
10Y*
ALL TIME*
-1.55%

XPO

1D
-1.97%
1M
-4.52%
6M
20.82%
YTD
44.96%
1Y
65.85%
3Y*
40.31%
5Y*
31.56%
10Y*
31.52%
ALL TIME*
22.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.43M$48.10M$58.93M
$244.46M$205.99M$301.42M

RXO vs. XPO - Yearly Performance Comparison


2026 (YTD)2025202420232022
RXO
RXO Inc.
64.08%-46.98%2.49%35.23%-21.82%
XPO
XPO, Inc.
44.96%3.63%49.73%163.11%11.28%

Correlation

The correlation between RXO and XPO is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.59

Correlation (3Y)
Balances recent behavior with more history.

0.55

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

0.52

The correlation between RXO and XPO has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

Fundamentals

Market Cap

RXO:

$3.42B

XPO:

$23.07B

EPS

RXO:

-$0.41

XPO:

$3.39

PS Ratio

RXO:

0.81

XPO:

2.74

PB Ratio

RXO:

2.32K

XPO:

11.95

Total Revenue (TTM)

RXO:

$4.31B

XPO:

$8.57B

Gross Profit (TTM)

RXO:

$753.00M

XPO:

$504.00M

EBITDA (TTM)

RXO:

$1.99M

XPO:

$1.29B

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Return for Risk

RXO vs. XPO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RXO
RXO Risk / Return Rank: 6464
Overall Rank
RXO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RXO Sortino Ratio Rank: 6262
Sortino Ratio Rank
RXO Omega Ratio Rank: 6363
Omega Ratio Rank
RXO Calmar Ratio Rank: 6464
Calmar Ratio Rank
RXO Martin Ratio Rank: 6767
Martin Ratio Rank

XPO
XPO Risk / Return Rank: 8686
Overall Rank
XPO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8282
Sortino Ratio Rank
XPO Omega Ratio Rank: 8080
Omega Ratio Rank
XPO Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RXO vs. XPO - Risk-Adjusted Trends Comparison

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

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.


RXOXPODifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratioReturn relative to maximum drawdown

0.89

4.23

-3.34

Martin ratioReturn relative to average drawdown

2.22

9.56

-7.34

RXO vs. XPO - Sharpe Ratio Comparison

The current RXO Sharpe Ratio is 0.52, which is lower than the XPO Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of RXO and XPO, 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. XPO - Drawdown Comparison

The maximum RXO drawdown since its inception was -67.15%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for RXO and XPO.


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Drawdown Indicators


RXOXPODifference

Max Drawdown

Largest peak-to-trough decline

-67.15%

-82.85%

+15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-43.07%

-15.63%

-27.44%

Max Drawdown (3Y)

Largest decline over 3 years

-67.15%

-42.19%

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

Current Drawdown

Current decline from peak

-34.98%

-13.73%

-21.25%

Average Drawdown

Average peak-to-trough decline

-25.84%

-30.14%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.29%

6.91%

+10.38%

Volatility

RXO vs. XPO - Volatility Comparison

RXO Inc. (RXO) has a higher volatility of 17.19% compared to XPO, Inc. (XPO) at 9.83%. This indicates that RXO's price experiences larger fluctuations and is considered to be riskier than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXOXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.19%

9.83%

+7.36%

Volatility (6M)

Calculated over the trailing 6-month period

55.28%

32.79%

+22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

73.52%

43.81%

+29.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.68%

46.96%

+9.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.68%

47.25%

+9.43%

Dividends

RXO vs. XPO - Dividend Comparison

Neither RXO nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RXO vs. XPO - Financials Comparison

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


Values in USD except per share items

RXO vs. XPO - Profitability Comparison

The chart below illustrates the profitability comparison between RXO Inc. and XPO, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

RXO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a gross profit of -239.00M and revenue of 2.36B. Therefore, the gross margin over that period was -10.2%.

RXO - Operating Margin

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

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported an operating income of 271.00M and revenue of 2.36B, resulting in an operating margin of 11.5%.

RXO - Net Margin

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

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a net income of 162.00M and revenue of 2.36B, resulting in a net margin of 6.9%.


Frequently Asked Questions


RXO and XPO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXO has higher volatility (17.19%) compared to XPO (9.83%). In terms of maximum drawdown, RXO dropped -67.15% vs XPO's -82.85%.

XPO currently has the higher Sharpe Ratio (1.51 vs 0.52), 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 XPO

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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