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WTBDY vs. XPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WTBDY vs. XPO - Performance Comparison

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

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Returns By Period

In the year-to-date period, WTBDY achieves a -7.14% return, which is significantly lower than XPO's 60.91% return.


WTBDY

1D
1.70%
1M
3.20%
YTD
-7.14%
6M
1.11%
1Y
-17.95%
3Y*
-6.39%
5Y*
-5.26%
10Y*

XPO

1D
0.81%
1M
9.37%
YTD
60.91%
6M
56.48%
1Y
90.20%
3Y*
64.01%
5Y*
34.84%
10Y*
36.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTBDY vs. XPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTBDY
Whitbread PLC ADR
-7.14%-4.60%-17.27%55.66%-23.38%-5.99%-19.34%14.09%9.26%5.34%
XPO
XPO Logistics, Inc.
60.91%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%33.83%

Correlation

The correlation between WTBDY and XPO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.13

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2017

0.26

The correlation between WTBDY and XPO shifts across timeframes, from 0.13 (3 years) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WTBDY:

$5.21B

XPO:

$26.02B

EPS

WTBDY:

$0.67

XPO:

$2.92

PE Ratio

WTBDY:

11.56

XPO:

74.94

PEG Ratio

WTBDY:

0.08

XPO:

2.81

PS Ratio

WTBDY:

0.92

XPO:

3.14

PB Ratio

WTBDY:

1.66

XPO:

14.06

Total Revenue (TTM)

WTBDY:

$5.82B

XPO:

$8.30B

Gross Profit (TTM)

WTBDY:

$3.00B

XPO:

$772.00M

EBITDA (TTM)

WTBDY:

$1.89B

XPO:

$1.20B

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Whitbread PLC ADR

XPO Logistics, Inc.

Return for Risk

WTBDY vs. XPO — Risk / Return Rank

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

WTBDY
WTBDY Risk / Return Rank: 1919
Overall Rank
WTBDY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WTBDY Sortino Ratio Rank: 1919
Sortino Ratio Rank
WTBDY Omega Ratio Rank: 1919
Omega Ratio Rank
WTBDY Calmar Ratio Rank: 2121
Calmar Ratio Rank
WTBDY Martin Ratio Rank: 2121
Martin Ratio Rank

XPO
XPO Risk / Return Rank: 8888
Overall Rank
XPO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8484
Sortino Ratio Rank
XPO Omega Ratio Rank: 8282
Omega Ratio Rank
XPO Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPO Martin Ratio Rank: 9191
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.

WTBDY vs. XPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Whitbread PLC ADR (WTBDY) 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.


WTBDYXPODifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

0.93

1.33

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.56

5.80

-6.37

Martin ratioReturn relative to average drawdown

-1.02

13.81

-14.83

WTBDY vs. XPO - Sharpe Ratio Comparison

The current WTBDY Sharpe Ratio is -0.54, which is lower than the XPO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WTBDY and XPO, 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


WTBDYXPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

2.09

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.75

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.44

-0.47

Drawdowns

WTBDY vs. XPO - Drawdown Comparison

The maximum WTBDY drawdown since its inception was -76.51%, smaller than the maximum XPO drawdown of -82.85%. Use the drawdown chart below to compare losses from any high point for WTBDY and XPO.


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Drawdown Indicators


WTBDYXPODifference

Max Drawdown

Largest peak-to-trough decline

-76.51%

-82.85%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-31.96%

-15.63%

-16.33%

Max Drawdown (3Y)

Largest decline over 3 years

-32.02%

-42.19%

+10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-46.08%

-53.17%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

Current Drawdown

Current decline from peak

-59.20%

-4.24%

-54.96%

Average Drawdown

Average peak-to-trough decline

-52.39%

-30.30%

-22.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.57%

6.55%

+11.02%

Volatility

WTBDY vs. XPO - Volatility Comparison

Whitbread PLC ADR (WTBDY) has a higher volatility of 12.25% compared to XPO Logistics, Inc. (XPO) at 10.66%. This indicates that WTBDY'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.


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Volatility by Period


WTBDYXPODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.25%

10.66%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

22.63%

32.45%

-9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

43.38%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.73%

46.92%

-14.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.07%

47.80%

+5.27%

Dividends

WTBDY vs. XPO - Dividend Comparison

WTBDY's dividend yield for the trailing twelve months is around 4.20%, while XPO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
WTBDY
Whitbread PLC ADR
4.20%3.77%3.34%2.23%2.32%0.00%15.02%1.87%2.16%0.65%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

WTBDY vs. XPO - Financials Comparison

This section allows you to compare key financial metrics between Whitbread PLC ADR 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


-2.00B-1.00B0.001.00B2.00B3.00B20222023202420252026
1.38B
2.10B
(WTBDY) Total Revenue
(XPO) Total Revenue
Values in USD except per share items

WTBDY vs. XPO - Profitability Comparison

The chart below illustrates the profitability comparison between Whitbread PLC ADR 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

-80.0%-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
48.1%
0
Portfolio components
WTBDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Whitbread PLC ADR reported a gross profit of 662.84M and revenue of 1.38B. Therefore, the gross margin over that period was 48.1%.

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a gross profit of 0.00 and revenue of 2.10B. Therefore, the gross margin over that period was 0.0%.

WTBDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Whitbread PLC ADR reported an operating income of 231.63M and revenue of 1.38B, resulting in an operating margin of 16.8%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported an operating income of 174.00M and revenue of 2.10B, resulting in an operating margin of 8.3%.

WTBDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Whitbread PLC ADR reported a net income of -3.99M and revenue of 1.38B, resulting in a net margin of -0.3%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPO Logistics, Inc. reported a net income of 101.00M and revenue of 2.10B, resulting in a net margin of 4.8%.


Frequently Asked Questions


WTBDY and XPO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTBDY has higher volatility (12.25%) compared to XPO (10.66%). In terms of maximum drawdown, WTBDY dropped -76.51% vs XPO's -82.85%.

XPO currently has the higher Sharpe Ratio (2.09 vs -0.54), 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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