PortfoliosLab logo
TFII vs. XPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TFII and XPO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TFII vs. XPO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

TFII:

-0.85

XPO:

0.21

Sortino Ratio

TFII:

-1.01

XPO:

0.75

Omega Ratio

TFII:

0.85

XPO:

1.09

Calmar Ratio

TFII:

-0.60

XPO:

0.31

Martin Ratio

TFII:

-1.34

XPO:

0.74

Ulcer Index

TFII:

24.22%

XPO:

17.46%

Daily Std Dev

TFII:

40.29%

XPO:

50.14%

Max Drawdown

TFII:

-73.66%

XPO:

-82.85%

Current Drawdown

TFII:

-43.88%

XPO:

-20.03%

Fundamentals

Market Cap

TFII:

$6.97B

XPO:

$13.08B

EPS

TFII:

$4.53

XPO:

$3.25

PE Ratio

TFII:

18.23

XPO:

34.16

PS Ratio

TFII:

0.82

XPO:

1.63

PB Ratio

TFII:

2.64

XPO:

7.97

Total Revenue (TTM)

TFII:

$8.49B

XPO:

$8.01B

Gross Profit (TTM)

TFII:

$1.22B

XPO:

$906.00M

EBITDA (TTM)

TFII:

$1.29B

XPO:

$1.18B

Returns By Period

In the year-to-date period, TFII achieves a -33.27% return, which is significantly lower than XPO's -3.54% return. Both investments have delivered pretty close results over the past 10 years, with TFII having a 21.59% annualized return and XPO not far ahead at 22.34%.


TFII

YTD

-33.27%

1M

10.13%

6M

-38.86%

1Y

-33.92%

5Y*

30.47%

10Y*

21.59%

XPO

YTD

-3.54%

1M

34.90%

6M

-18.48%

1Y

10.57%

5Y*

42.01%

10Y*

22.34%

*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

TFII vs. XPO — Risk-Adjusted Performance Rank

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

TFII
The Risk-Adjusted Performance Rank of TFII is 1010
Overall Rank
The Sharpe Ratio Rank of TFII is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of TFII is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TFII is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TFII is 1010
Calmar Ratio Rank
The Martin Ratio Rank of TFII is 1111
Martin Ratio Rank

XPO
The Risk-Adjusted Performance Rank of XPO is 6060
Overall Rank
The Sharpe Ratio Rank of XPO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of XPO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XPO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of XPO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XPO is 6060
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.

TFII vs. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TFI International Inc (TFII) 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.


The current TFII Sharpe Ratio is -0.85, which is lower than the XPO Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TFII 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.


Loading data...

Dividends

TFII vs. XPO - Dividend Comparison

TFII's dividend yield for the trailing twelve months is around 1.90%, while XPO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TFII
TFI International Inc
1.90%1.22%1.07%1.16%0.86%1.54%2.38%2.53%2.43%2.02%3.03%2.12%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TFII vs. XPO - Drawdown Comparison

The maximum TFII drawdown since its inception was -73.66%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for TFII and XPO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

TFII vs. XPO - Volatility Comparison

The current volatility for TFI International Inc (TFII) is 14.14%, while XPO Logistics, Inc. (XPO) has a volatility of 20.56%. This indicates that TFII experiences smaller price fluctuations and is considered to be less risky than XPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

TFII vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between TFI International 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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
1.96B
1.95B
(TFII) Total Revenue
(XPO) Total Revenue
Values in USD except per share items

TFII vs. XPO - Profitability Comparison

The chart below illustrates the profitability comparison between TFI International Inc and XPO 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

8.0%10.0%12.0%14.0%16.0%18.0%20212022202320242025
11.0%
10.6%
(TFII) Gross Margin
(XPO) Gross Margin
TFII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, TFI International Inc reported a gross profit of 216.65M and revenue of 1.96B. Therefore, the gross margin over that period was 11.0%.

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a gross profit of 207.00M and revenue of 1.95B. Therefore, the gross margin over that period was 10.6%.

TFII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, TFI International Inc reported an operating income of 114.64M and revenue of 1.96B, resulting in an operating margin of 5.8%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported an operating income of 151.00M and revenue of 1.95B, resulting in an operating margin of 7.7%.

TFII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, TFI International Inc reported a net income of 56.03M and revenue of 1.96B, resulting in a net margin of 2.9%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a net income of 69.00M and revenue of 1.95B, resulting in a net margin of 3.5%.