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TKR vs. FDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TKR vs. FDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Timken Company (TKR) and FedEx Corporation (FDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TKR achieves a 57.70% return, which is significantly lower than FDX's 73.81% return. Over the past 10 years, TKR has outperformed FDX with an annualized return of 16.99%, while FDX has yielded a comparatively lower 13.58% annualized return.


TKR

1D
-0.06%
1M
23.45%
YTD
57.70%
6M
60.78%
1Y
89.69%
3Y*
21.01%
5Y*
10.06%
10Y*
16.99%

FDX

1D
-1.38%
1M
39.75%
YTD
73.81%
6M
86.59%
1Y
132.57%
3Y*
33.92%
5Y*
12.78%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TKR vs. FDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TKR
The Timken Company
57.70%20.02%-9.48%15.36%3.91%-9.03%40.35%54.69%-22.18%26.77%
FDX
FedEx Corporation
73.81%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%

Correlation

The correlation between TKR and FDX is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1985

0.39

The correlation between TKR and FDX shifts across timeframes, from 0.39 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TKR:

$4.50

FDX:

$27.68

PE Ratio

TKR:

29.27

FDX:

11.72

PS Ratio

TKR:

1.98

FDX:

0.57

Total Revenue (TTM)

TKR:

$4.67B

FDX:

$91.93B

Gross Profit (TTM)

TKR:

$954.60M

FDX:

$22.44B

EBITDA (TTM)

TKR:

$705.00M

FDX:

$10.48B

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Return for Risk

TKR vs. FDX — Risk / Return Rank

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

TKR
TKR Risk / Return Rank: 9393
Overall Rank
TKR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TKR Sortino Ratio Rank: 9393
Sortino Ratio Rank
TKR Omega Ratio Rank: 9090
Omega Ratio Rank
TKR Calmar Ratio Rank: 9494
Calmar Ratio Rank
TKR Martin Ratio Rank: 9494
Martin Ratio Rank

FDX
FDX Risk / Return Rank: 9797
Overall Rank
FDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDX Omega Ratio Rank: 9797
Omega Ratio Rank
FDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

TKR vs. FDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Timken Company (TKR) and FedEx Corporation (FDX). 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.


TKRFDXDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.44

1.69

-0.25

Calmar ratioReturn relative to maximum drawdown

6.73

11.43

-4.70

Martin ratioReturn relative to average drawdown

17.97

30.81

-12.84

TKR vs. FDX - Sharpe Ratio Comparison

The current TKR Sharpe Ratio is 2.75, which is comparable to the FDX Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of TKR and FDX, 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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Sharpe Ratios by Period


TKRFDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

3.45

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.37

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.40

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.42

-0.17

Drawdowns

TKR vs. FDX - Drawdown Comparison

The maximum TKR drawdown since its inception was -72.45%, roughly equal to the maximum FDX drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for TKR and FDX.


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Drawdown Indicators


TKRFDXDifference

Max Drawdown

Largest peak-to-trough decline

-72.45%

-71.32%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-11.67%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-37.61%

-35.85%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-40.62%

-51.89%

+11.27%

Max Drawdown (10Y)

Largest decline over 10 years

-58.26%

-65.97%

+7.71%

Current Drawdown

Current decline from peak

-0.06%

-4.14%

+4.08%

Average Drawdown

Average peak-to-trough decline

-22.02%

-20.31%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

4.32%

+0.69%

Volatility

TKR vs. FDX - Volatility Comparison

The current volatility for The Timken Company (TKR) is 14.28%, while FedEx Corporation (FDX) has a volatility of 24.54%. This indicates that TKR experiences smaller price fluctuations and is considered to be less risky than FDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TKRFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.28%

24.54%

-10.26%

Volatility (6M)

Calculated over the trailing 6-month period

24.91%

31.36%

-6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

32.86%

38.64%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.81%

34.79%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.77%

33.91%

+1.86%

Dividends

TKR vs. FDX - Dividend Comparison

TKR's dividend yield for the trailing twelve months is around 1.07%, less than FDX's 26.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FDX
FedEx Corporation
26.15%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%
TKR
The Timken Company
1.07%1.65%1.89%1.62%1.74%1.72%1.46%1.99%2.97%2.18%2.62%3.60%

Financials

TKR vs. FDX - Financials Comparison

This section allows you to compare key financial metrics between The Timken Company and FedEx Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
1.23B
24.00B
(TKR) Total Revenue
(FDX) Total Revenue
Values in USD except per share items

TKR vs. FDX - Profitability Comparison

The chart below illustrates the profitability comparison between The Timken Company and FedEx Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%202220232024202520260
26.0%
Portfolio components
TKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Timken Company reported a gross profit of 0.00 and revenue of 1.23B. Therefore, the gross margin over that period was 0.0%.

FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a gross profit of 6.24B and revenue of 24.00B. Therefore, the gross margin over that period was 26.0%.

TKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Timken Company reported an operating income of 168.60M and revenue of 1.23B, resulting in an operating margin of 13.7%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported an operating income of 1.35B and revenue of 24.00B, resulting in an operating margin of 5.6%.

TKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Timken Company reported a net income of 105.90M and revenue of 1.23B, resulting in a net margin of 8.6%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FedEx Corporation reported a net income of 1.06B and revenue of 24.00B, resulting in a net margin of 4.4%.


Frequently Asked Questions


TKR and FDX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDX has higher volatility (24.54%) compared to TKR (14.28%). In terms of maximum drawdown, TKR dropped -72.45% vs FDX's -71.32%.

FDX currently has the higher Sharpe Ratio (3.45 vs 2.75), 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.

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