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XPEL vs. ODFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

XPEL vs. ODFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPEL, Inc. (XPEL) and Old Dominion Freight Line, Inc. (ODFL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.25%
24.61%
XPEL
ODFL

Returns By Period

In the year-to-date period, XPEL achieves a -19.68% return, which is significantly lower than ODFL's 6.18% return. Over the past 10 years, XPEL has outperformed ODFL with an annualized return of 31.63%, while ODFL has yielded a comparatively lower 23.90% annualized return.


XPEL

YTD

-19.68%

1M

5.54%

6M

24.25%

1Y

-6.14%

5Y (annualized)

22.13%

10Y (annualized)

31.63%

ODFL

YTD

6.18%

1M

8.22%

6M

24.61%

1Y

6.40%

5Y (annualized)

28.28%

10Y (annualized)

23.90%

Fundamentals


XPELODFL
Market Cap$1.20B$45.76B
EPS$1.75$5.72
PE Ratio24.7137.47
Total Revenue (TTM)$418.41M$5.92B
Gross Profit (TTM)$174.59M$2.29B
EBITDA (TTM)$72.41M$1.89B

Key characteristics


XPELODFL
Sharpe Ratio-0.100.21
Sortino Ratio0.410.51
Omega Ratio1.071.07
Calmar Ratio-0.100.29
Martin Ratio-0.270.58
Ulcer Index25.70%12.26%
Daily Std Dev73.21%33.61%
Max Drawdown-99.77%-66.28%
Current Drawdown-57.35%-7.55%

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Correlation

-0.50.00.51.00.1

The correlation between XPEL and ODFL is 0.13, 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

XPEL vs. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) and Old Dominion Freight Line, Inc. (ODFL). 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 XPEL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.100.21
The chart of Sortino ratio for XPEL, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.410.51
The chart of Omega ratio for XPEL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.07
The chart of Calmar ratio for XPEL, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.29
The chart of Martin ratio for XPEL, currently valued at -0.27, compared to the broader market-10.000.0010.0020.0030.00-0.270.58
XPEL
ODFL

The current XPEL Sharpe Ratio is -0.10, which is lower than the ODFL Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of XPEL and ODFL, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.10
0.21
XPEL
ODFL

Dividends

XPEL vs. ODFL - Dividend Comparison

XPEL has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.46%.


TTM2023202220212020201920182017
XPEL
XPEL, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.46%0.39%0.42%0.22%0.31%0.36%0.74%0.30%

Drawdowns

XPEL vs. ODFL - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.77%, which is greater than ODFL's maximum drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for XPEL and ODFL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-57.35%
-7.55%
XPEL
ODFL

Volatility

XPEL vs. ODFL - Volatility Comparison

The current volatility for XPEL, Inc. (XPEL) is 10.76%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 14.67%. This indicates that XPEL experiences smaller price fluctuations and is considered to be less risky than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
10.76%
14.67%
XPEL
ODFL

Financials

XPEL vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between XPEL, Inc. and Old Dominion Freight Line, 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