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

Correlation

The correlation between SNDR and RXO is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
4.21%
-34.95%
SNDR
RXO

Key characteristics

Sharpe Ratio

SNDR:

0.20

RXO:

-0.51

Sortino Ratio

SNDR:

0.50

RXO:

-0.46

Omega Ratio

SNDR:

1.06

RXO:

0.94

Calmar Ratio

SNDR:

0.16

RXO:

-0.48

Martin Ratio

SNDR:

0.41

RXO:

-1.23

Ulcer Index

SNDR:

14.00%

RXO:

23.76%

Daily Std Dev

SNDR:

29.14%

RXO:

57.17%

Max Drawdown

SNDR:

-44.03%

RXO:

-60.56%

Current Drawdown

SNDR:

-34.20%

RXO:

-57.18%

Fundamentals

Market Cap

SNDR:

$4.02B

RXO:

$2.31B

EPS

SNDR:

$0.66

RXO:

-$2.17

PEG Ratio

SNDR:

4.35

RXO:

5.29

PS Ratio

SNDR:

0.76

RXO:

0.51

PB Ratio

SNDR:

1.29

RXO:

1.37

Total Revenue (TTM)

SNDR:

$3.97B

RXO:

$1.97B

Gross Profit (TTM)

SNDR:

$316.80M

RXO:

$375.67M

EBITDA (TTM)

SNDR:

$451.00M

RXO:

$34.57M

Returns By Period

In the year-to-date period, SNDR achieves a -24.69% return, which is significantly higher than RXO's -42.70% return.


SNDR

YTD

-24.69%

1M

-3.05%

6M

-22.02%

1Y

4.39%

5Y*

2.84%

10Y*

N/A

RXO

YTD

-42.70%

1M

-27.57%

6M

-52.54%

1Y

-29.44%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SNDR vs. RXO — Risk-Adjusted Performance Rank

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

SNDR
The Risk-Adjusted Performance Rank of SNDR is 5656
Overall Rank
The Sharpe Ratio Rank of SNDR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SNDR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SNDR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SNDR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SNDR is 5858
Martin Ratio Rank

RXO
The Risk-Adjusted Performance Rank of RXO is 2222
Overall Rank
The Sharpe Ratio Rank of RXO is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of RXO is 2424
Sortino Ratio Rank
The Omega Ratio Rank of RXO is 2424
Omega Ratio Rank
The Calmar Ratio Rank of RXO is 2121
Calmar Ratio Rank
The Martin Ratio Rank of RXO is 1818
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.

SNDR vs. RXO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SNDR, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
SNDR: 0.20
RXO: -0.51
The chart of Sortino ratio for SNDR, currently valued at 0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
SNDR: 0.50
RXO: -0.46
The chart of Omega ratio for SNDR, currently valued at 1.06, compared to the broader market0.501.001.502.00
SNDR: 1.06
RXO: 0.94
The chart of Calmar ratio for SNDR, currently valued at 0.16, compared to the broader market0.001.002.003.004.005.00
SNDR: 0.16
RXO: -0.48
The chart of Martin ratio for SNDR, currently valued at 0.41, compared to the broader market-5.000.005.0010.0015.0020.00
SNDR: 0.41
RXO: -1.23

The current SNDR Sharpe Ratio is 0.20, which is higher than the RXO Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SNDR and RXO, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.20
-0.51
SNDR
RXO

Dividends

SNDR vs. RXO - Dividend Comparison

SNDR's dividend yield for the trailing twelve months is around 1.73%, while RXO has not paid dividends to shareholders.


TTM20242023202220212020201920182017
SNDR
Schneider National, Inc.
1.73%1.30%1.41%1.37%1.04%10.92%1.10%1.29%0.53%
RXO
RXO Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNDR vs. RXO - Drawdown Comparison

The maximum SNDR drawdown since its inception was -44.03%, smaller than the maximum RXO drawdown of -60.56%. Use the drawdown chart below to compare losses from any high point for SNDR and RXO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.20%
-57.18%
SNDR
RXO

Volatility

SNDR vs. RXO - Volatility Comparison

The current volatility for Schneider National, Inc. (SNDR) is 15.58%, while RXO Inc. (RXO) has a volatility of 32.08%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.58%
32.08%
SNDR
RXO

Financials

SNDR vs. RXO - Financials Comparison

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