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

Performance

TNET vs. XPO - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-11.31%
38.88%
TNET
XPO

Returns By Period

In the year-to-date period, TNET achieves a -20.24% return, which is significantly lower than XPO's 67.29% return. Over the past 10 years, TNET has underperformed XPO with an annualized return of 11.80%, while XPO has yielded a comparatively higher 27.51% annualized return.


TNET

YTD

-20.24%

1M

3.22%

6M

-11.31%

1Y

-14.56%

5Y (annualized)

11.84%

10Y (annualized)

11.80%

XPO

YTD

67.29%

1M

33.54%

6M

38.88%

1Y

64.64%

5Y (annualized)

38.60%

10Y (annualized)

27.51%

Fundamentals


TNETXPO
Market Cap$4.41B$17.06B
EPS$5.23$3.08
PE Ratio17.0247.57
PEG Ratio7.221.50
Total Revenue (TTM)$4.97B$8.09B
Gross Profit (TTM)$921.00M$926.00M
EBITDA (TTM)$501.00M$1.15B

Key characteristics


TNETXPO
Sharpe Ratio-0.411.53
Sortino Ratio-0.332.43
Omega Ratio0.951.29
Calmar Ratio-0.373.08
Martin Ratio-0.745.99
Ulcer Index19.95%10.99%
Daily Std Dev36.12%43.21%
Max Drawdown-67.58%-82.85%
Current Drawdown-29.11%-5.57%

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Correlation

-0.50.00.51.00.4

The correlation between TNET and XPO is 0.38, 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.

Risk-Adjusted Performance

TNET vs. XPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TriNet Group, Inc. (TNET) 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 TNET, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.411.53
The chart of Sortino ratio for TNET, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.332.43
The chart of Omega ratio for TNET, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.29
The chart of Calmar ratio for TNET, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.373.08
The chart of Martin ratio for TNET, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.745.99
TNET
XPO

The current TNET Sharpe Ratio is -0.41, which is lower than the XPO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TNET 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.41
1.53
TNET
XPO

Dividends

TNET vs. XPO - Dividend Comparison

TNET's dividend yield for the trailing twelve months is around 0.80%, while XPO has not paid dividends to shareholders.


TTM
TNET
TriNet Group, Inc.
0.80%
XPO
XPO Logistics, Inc.
0.00%

Drawdowns

TNET vs. XPO - Drawdown Comparison

The maximum TNET drawdown since its inception was -67.58%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for TNET and XPO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.11%
-5.57%
TNET
XPO

Volatility

TNET vs. XPO - Volatility Comparison

TriNet Group, Inc. (TNET) has a higher volatility of 21.22% compared to XPO Logistics, Inc. (XPO) at 16.07%. This indicates that TNET'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%JuneJulyAugustSeptemberOctoberNovember
21.22%
16.07%
TNET
XPO

Financials

TNET vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between TriNet Group, 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