UVV vs. EXPD
Compare and contrast key facts about Universal Corporation (UVV) and Expeditors International of Washington, Inc. (EXPD).
Performance
UVV vs. EXPD - Performance Comparison
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UVV vs. EXPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 1.43% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
EXPD Expeditors International of Washington, Inc. | -3.88% | 36.16% | -11.86% | 23.86% | -21.68% | 42.50% | 23.47% | 16.17% | 6.52% | 23.93% |
Fundamentals
UVV:
$1.33B
EXPD:
$19.28B
UVV:
$3.39
EXPD:
$5.94
UVV:
15.56
EXPD:
24.10
UVV:
0.65
EXPD:
1.76
UVV:
0.90
EXPD:
8.19
UVV:
$2.05B
EXPD:
$11.07B
UVV:
$370.43M
EXPD:
$1.23B
UVV:
$271.50M
EXPD:
$1.14B
Returns By Period
In the year-to-date period, UVV achieves a 1.43% return, which is significantly higher than EXPD's -3.88% return. Over the past 10 years, UVV has underperformed EXPD with an annualized return of 4.70%, while EXPD has yielded a comparatively higher 12.77% annualized return.
UVV
- 1D
- -0.68%
- 1M
- -1.92%
- YTD
- 1.43%
- 6M
- -2.74%
- 1Y
- -0.14%
- 3Y*
- 6.27%
- 5Y*
- 3.84%
- 10Y*
- 4.70%
EXPD
- 1D
- 1.24%
- 1M
- -1.24%
- YTD
- -3.88%
- 6M
- 17.45%
- 1Y
- 20.56%
- 3Y*
- 10.48%
- 5Y*
- 6.88%
- 10Y*
- 12.77%
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Return for Risk
UVV vs. EXPD — Risk / Return Rank
UVV
EXPD
UVV vs. EXPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) and Expeditors International of Washington, Inc. (EXPD). 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.
| UVV | EXPD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.63 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.18 | 1.02 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.15 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.33 | -1.33 |
Martin ratioReturn relative to average drawdown | -0.01 | 3.13 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UVV | EXPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.63 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.26 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.51 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.47 | -0.19 |
Correlation
The correlation between UVV and EXPD is 0.23, 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.
Dividends
UVV vs. EXPD - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.20%, more than EXPD's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 6.20% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
EXPD Expeditors International of Washington, Inc. | 1.08% | 1.03% | 1.32% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% |
Drawdowns
UVV vs. EXPD - Drawdown Comparison
The maximum UVV drawdown since its inception was -69.75%, which is greater than EXPD's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for UVV and EXPD.
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Drawdown Indicators
| UVV | EXPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -58.07% | -11.68% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -15.88% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -35.62% | +5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -45.68% | -35.62% | -10.06% |
Current DrawdownCurrent decline from peak | -15.72% | -13.21% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -13.66% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.45% | 6.74% | +6.71% |
Volatility
UVV vs. EXPD - Volatility Comparison
The current volatility for Universal Corporation (UVV) is 4.90%, while Expeditors International of Washington, Inc. (EXPD) has a volatility of 6.36%. This indicates that UVV experiences smaller price fluctuations and is considered to be less risky than EXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVV | EXPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.36% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 17.02% | 25.17% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 32.80% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 26.40% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.84% | 24.89% | +3.95% |
Financials
UVV vs. EXPD - Financials Comparison
This section allows you to compare key financial metrics between Universal Corporation and Expeditors International of Washington, 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