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

Correlation

The correlation between XPO and ACMR is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XPO vs. ACMR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XPO:

0.29

ACMR:

-0.04

Sortino Ratio

XPO:

0.79

ACMR:

0.65

Omega Ratio

XPO:

1.10

ACMR:

1.07

Calmar Ratio

XPO:

0.33

ACMR:

0.04

Martin Ratio

XPO:

0.80

ACMR:

0.10

Ulcer Index

XPO:

17.62%

ACMR:

25.60%

Daily Std Dev

XPO:

49.84%

ACMR:

76.92%

Max Drawdown

XPO:

-82.85%

ACMR:

-87.23%

Current Drawdown

XPO:

-19.03%

ACMR:

-49.14%

Fundamentals

Market Cap

XPO:

$15.09B

ACMR:

$1.52B

EPS

XPO:

$3.26

ACMR:

$1.57

PE Ratio

XPO:

39.29

ACMR:

15.11

PS Ratio

XPO:

1.88

ACMR:

1.89

PB Ratio

XPO:

9.03

ACMR:

1.60

Total Revenue (TTM)

XPO:

$8.01B

ACMR:

$802.27M

Gross Profit (TTM)

XPO:

$906.00M

ACMR:

$394.98M

EBITDA (TTM)

XPO:

$1.18B

ACMR:

$170.19M

Returns By Period

In the year-to-date period, XPO achieves a -2.33% return, which is significantly lower than ACMR's 57.15% return.


XPO

YTD

-2.33%

1M

32.42%

6M

-12.13%

1Y

16.24%

5Y*

39.74%

10Y*

22.38%

ACMR

YTD

57.15%

1M

22.57%

6M

29.46%

1Y

-0.29%

5Y*

2.28%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XPO vs. ACMR — Risk-Adjusted Performance Rank

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

XPO
The Risk-Adjusted Performance Rank of XPO is 6161
Overall Rank
The Sharpe Ratio Rank of XPO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XPO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XPO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of XPO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of XPO is 6161
Martin Ratio Rank

ACMR
The Risk-Adjusted Performance Rank of ACMR is 5252
Overall Rank
The Sharpe Ratio Rank of ACMR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMR is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ACMR is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ACMR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ACMR is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XPO vs. ACMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and ACM Research, Inc. (ACMR). 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.


The current XPO Sharpe Ratio is 0.29, which is higher than the ACMR Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of XPO and ACMR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XPO vs. ACMR - Dividend Comparison

Neither XPO nor ACMR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XPO vs. ACMR - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, smaller than the maximum ACMR drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for XPO and ACMR. For additional features, visit the drawdowns tool.


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Volatility

XPO vs. ACMR - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 19.42%, while ACM Research, Inc. (ACMR) has a volatility of 24.95%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than ACMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

XPO vs. ACMR - Financials Comparison

This section allows you to compare key financial metrics between XPO Logistics, Inc. and ACM Research, 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
1.95B
172.35M
(XPO) Total Revenue
(ACMR) Total Revenue
Values in USD except per share items

XPO vs. ACMR - Profitability Comparison

The chart below illustrates the profitability comparison between XPO Logistics, Inc. and ACM Research, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
10.6%
47.9%
(XPO) Gross Margin
(ACMR) Gross Margin
XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a gross profit of 207.00M and revenue of 1.95B. Therefore, the gross margin over that period was 10.6%.

ACMR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ACM Research, Inc. reported a gross profit of 82.55M and revenue of 172.35M. Therefore, the gross margin over that period was 47.9%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported an operating income of 151.00M and revenue of 1.95B, resulting in an operating margin of 7.7%.

ACMR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ACM Research, Inc. reported an operating income of 25.78M and revenue of 172.35M, resulting in an operating margin of 15.0%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, XPO Logistics, Inc. reported a net income of 69.00M and revenue of 1.95B, resulting in a net margin of 3.5%.

ACMR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ACM Research, Inc. reported a net income of 20.38M and revenue of 172.35M, resulting in a net margin of 11.8%.