TNET vs. XPO
Compare and contrast key facts about TriNet Group, Inc. (TNET) and XPO Logistics, Inc. (XPO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TNET or XPO.
Performance
TNET vs. XPO - Performance Comparison
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
-20.24%
3.22%
-11.31%
-14.56%
11.84%
11.80%
XPO
67.29%
33.54%
38.88%
64.64%
38.60%
27.51%
Fundamentals
TNET | XPO | |
---|---|---|
Market Cap | $4.41B | $17.06B |
EPS | $5.23 | $3.08 |
PE Ratio | 17.02 | 47.57 |
PEG Ratio | 7.22 | 1.50 |
Total Revenue (TTM) | $4.97B | $8.09B |
Gross Profit (TTM) | $921.00M | $926.00M |
EBITDA (TTM) | $501.00M | $1.15B |
Key characteristics
TNET | XPO | |
---|---|---|
Sharpe Ratio | -0.41 | 1.53 |
Sortino Ratio | -0.33 | 2.43 |
Omega Ratio | 0.95 | 1.29 |
Calmar Ratio | -0.37 | 3.08 |
Martin Ratio | -0.74 | 5.99 |
Ulcer Index | 19.95% | 10.99% |
Daily Std Dev | 36.12% | 43.21% |
Max Drawdown | -67.58% | -82.85% |
Current Drawdown | -29.11% | -5.57% |
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Correlation
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.
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 | |
---|---|
TriNet Group, Inc. | 0.80% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities