SNDR vs. RXO

Last updated Jun 4, 2026

SNDR (Schneider National, Inc.) and RXO (RXO Inc.) are both stocks. Both operate in the Trucking industry within the Industrials sector. Over the past 3 years, SNDR returned 12.77%/yr vs 6.84%/yr for RXO. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

SNDR vs. RXO - Performance Comparison

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

Returns By Period

In the year-to-date period, SNDR achieves a 38.31% return, which is significantly lower than RXO's 112.26% return.

SNDR

• 1D: 0.41%
• 1M: 21.96%
• YTD: 38.31%
• 6M: 46.30%
• 1Y: 55.21%
• 3Y*: 12.77%
• 5Y*: 10.61%
• 10Y*: —

RXO

• 1D: -0.45%
• 1M: 51.58%
• YTD: 112.26%
• 6M: 87.89%
• 1Y: 68.85%
• 3Y*: 6.84%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNDR vs. RXO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNDR Schneider National, Inc.	38.31%	-7.99%	16.78%	10.24%	7.49%
RXO RXO Inc.	112.26%	-46.98%	2.49%	35.23%	-18.10%

Correlation

The correlation between SNDR and RXO is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022	0.57

The correlation between SNDR and RXO has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

Fundamentals

Market Cap SNDR : $6.43B RXO : $4.54B
EPS SNDR : $0.56 RXO : -$0.41
PS Ratio SNDR : 1.13 RXO : 1.05
PB Ratio SNDR : 1.31 RXO : 3.01K
Total Revenue (TTM) SNDR : $5.67B RXO : $4.31B
Gross Profit (TTM) SNDR : $1.30B RXO : $753.00M
EBITDA (TTM) SNDR : $610.70M RXO : $1.99M

Return for Risk

SNDR vs. RXO — Risk / Return Rank

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

SNDR

SNDR Risk / Return Rank: 77
SNDR Sharpe Ratio Rank: 80
SNDR Sortino Ratio Rank: 75
SNDR Omega Ratio Rank: 76
SNDR Calmar Ratio Rank: 76
SNDR Martin Ratio Rank: 76

RXO

RXO Risk / Return Rank: 69
RXO Sharpe Ratio Rank: 70
RXO Sortino Ratio Rank: 67
RXO Omega Ratio Rank: 69
RXO Calmar Ratio Rank: 70
RXO Martin Ratio Rank: 71

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.

SNDR vs. RXO - Risk-Adjusted Trends Comparison

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

	SNDR	RXO	Difference
Sharpe ratio Return per unit of total volatility	1.41	0.96	+0.45
Sortino ratio Return per unit of downside risk	2.01	1.56	+0.45
Omega ratio Gain probability vs. loss probability	1.27	1.22	+0.05
Calmar ratio Return relative to maximum drawdown	2.27	1.61	+0.66
Martin ratio Return relative to average drawdown	5.19	3.98	+1.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNDR vs. RXO - Sharpe Ratio Comparison

The current SNDR Sharpe Ratio is 1.41, which is higher than the RXO Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SNDR and RXO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNDR	RXO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	0.96	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.13	+0.19

Drawdowns

SNDR vs. RXO - Drawdown Comparison

The maximum SNDR drawdown since its inception was -44.03%, smaller than the maximum RXO drawdown of -67.15%. Use the drawdown chart below to compare losses from any high point for SNDR and RXO.

Drawdown Indicators

	SNDR	RXO	Difference
Max Drawdown Largest peak-to-trough decline	-44.03%	-67.15%	+23.12%
Max Drawdown (1Y) Largest decline over 1 year	-24.48%	-43.07%	+18.59%
Max Drawdown (3Y) Largest decline over 3 years	-38.85%	-67.15%	+28.30%
Max Drawdown (5Y) Largest decline over 5 years	-38.85%	—	—
Current Drawdown Current decline from peak	0.00%	-15.89%	+15.89%
Average Drawdown Average peak-to-trough decline	-16.84%	-26.12%	+9.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.68%	17.37%	-6.69%

Volatility

SNDR vs. RXO - Volatility Comparison

The current volatility for Schneider National, Inc. (SNDR) is 15.85%, while RXO Inc. (RXO) has a volatility of 29.34%. This indicates that SNDR experiences smaller price fluctuations and is considered to be less risky than RXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNDR	RXO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.85%	29.34%	-13.49%
Volatility (6M) Calculated over the trailing 6-month period	30.35%	53.93%	-23.58%
Volatility (1Y) Calculated over the trailing 1-year period	39.40%	72.13%	-32.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.13%	56.69%	-25.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.17%	56.69%	-25.52%

Dividends

SNDR vs. RXO - Dividend Comparison

SNDR's dividend yield for the trailing twelve months is around 1.05%, while RXO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RXO RXO Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SNDR Schneider National, Inc.	1.05%	1.43%	1.30%	1.41%	1.37%	1.04%	10.92%	1.10%	1.29%	0.53%

Financials

SNDR vs. RXO - Profitability Comparison

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

SNDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schneider National, Inc. reported a gross profit of 525.60M and revenue of 1.40B. Therefore, the gross margin over that period was 37.6%.

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%.

SNDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schneider National, Inc. reported an operating income of 33.40M and revenue of 1.40B, resulting in an operating margin of 2.4%.

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%.

SNDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schneider National, Inc. reported a net income of 20.40M and revenue of 1.40B, resulting in a net margin of 1.5%.

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%.

Frequently Asked Questions

Can I hold both SNDR and RXO in my portfolio?

SNDR and RXO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNDR or RXO?

RXO has higher volatility (29.34%) compared to SNDR (15.85%). In terms of maximum drawdown, SNDR dropped -44.03% vs RXO's -67.15%.

Which has better risk-adjusted returns?

SNDR currently has the higher Sharpe Ratio (1.41 vs 0.96), 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.