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RXO vs. XPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RXO and XPO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

RXO vs. XPO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
-4.10%
324.30%
RXO
XPO

Key characteristics

Sharpe Ratio

RXO:

-0.08

XPO:

0.13

Sortino Ratio

RXO:

0.25

XPO:

0.48

Omega Ratio

RXO:

1.03

XPO:

1.06

Calmar Ratio

RXO:

-0.10

XPO:

0.25

Martin Ratio

RXO:

-0.28

XPO:

0.44

Ulcer Index

RXO:

13.78%

XPO:

12.06%

Daily Std Dev

RXO:

49.33%

XPO:

39.97%

Max Drawdown

RXO:

-37.74%

XPO:

-82.85%

Current Drawdown

RXO:

-36.87%

XPO:

-21.25%

Fundamentals

Market Cap

RXO:

$3.27B

XPO:

$14.61B

EPS

RXO:

-$2.14

XPO:

$3.23

PEG Ratio

RXO:

4.36

XPO:

1.36

Total Revenue (TTM)

RXO:

$2.88B

XPO:

$8.07B

Gross Profit (TTM)

RXO:

$573.67M

XPO:

$913.00M

EBITDA (TTM)

RXO:

$29.58M

XPO:

$1.20B

Returns By Period

In the year-to-date period, RXO achieves a -15.52% return, which is significantly lower than XPO's -5.01% return.


RXO

YTD

-15.52%

1M

-23.10%

6M

-31.87%

1Y

-6.15%

5Y*

N/A

10Y*

N/A

XPO

YTD

-5.01%

1M

-10.38%

6M

-0.42%

1Y

2.21%

5Y*

31.57%

10Y*

23.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RXO vs. XPO — Risk-Adjusted Performance Rank

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

RXO
The Risk-Adjusted Performance Rank of RXO is 4040
Overall Rank
The Sharpe Ratio Rank of RXO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of RXO is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RXO is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RXO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of RXO is 4141
Martin Ratio Rank

XPO
The Risk-Adjusted Performance Rank of XPO is 5050
Overall Rank
The Sharpe Ratio Rank of XPO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of XPO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of XPO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XPO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of XPO is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RXO vs. XPO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for RXO, currently valued at -0.08, compared to the broader market-2.000.002.00-0.080.13
The chart of Sortino ratio for RXO, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.006.000.250.48
The chart of Omega ratio for RXO, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.06
The chart of Calmar ratio for RXO, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.25
The chart of Martin ratio for RXO, currently valued at -0.28, compared to the broader market-10.000.0010.0020.0030.00-0.280.44
RXO
XPO

The current RXO Sharpe Ratio is -0.08, which is lower than the XPO Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of RXO and XPO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.08
0.13
RXO
XPO

Dividends

RXO vs. XPO - Dividend Comparison

Neither RXO nor XPO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RXO vs. XPO - Drawdown Comparison

The maximum RXO drawdown since its inception was -37.74%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.87%
-21.25%
RXO
XPO

Volatility

RXO vs. XPO - Volatility Comparison

RXO Inc. (RXO) has a higher volatility of 21.25% compared to XPO Logistics, Inc. (XPO) at 14.11%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
21.25%
14.11%
RXO
XPO

Financials

RXO vs. XPO - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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