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

Performance

XPO vs. DELL - Performance Comparison

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

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Returns By Period

In the year-to-date period, XPO achieves a 68.00% return, which is significantly lower than DELL's 216.60% return.


XPO

1D
0.30%
1M
15.16%
YTD
68.00%
6M
53.18%
1Y
86.79%
3Y*
66.73%
5Y*
34.58%
10Y*
37.55%

DELL

1D
1.05%
1M
62.21%
YTD
216.60%
6M
206.61%
1Y
254.13%
3Y*
104.49%
5Y*
52.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPO vs. DELL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XPO
XPO Logistics, Inc.
68.00%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%7.99%
DELL
Dell Technologies Inc.
216.60%11.22%52.97%95.85%-26.63%51.21%42.62%5.16%14.50%

Correlation

The correlation between XPO and DELL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2018

0.40

The correlation between XPO and DELL shifts across timeframes, from 0.24 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XPO:

$27.17B

DELL:

$259.49B

EPS

XPO:

$2.92

DELL:

$12.42

PE Ratio

XPO:

78.24

DELL:

31.85

PEG Ratio

XPO:

2.94

DELL:

2.03

PS Ratio

XPO:

3.28

DELL:

2.00

Total Revenue (TTM)

XPO:

$8.30B

DELL:

$134.00B

Gross Profit (TTM)

XPO:

$772.00M

DELL:

$25.67B

EBITDA (TTM)

XPO:

$1.20B

DELL:

$10.64B

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Return for Risk

XPO vs. DELL — Risk / Return Rank

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

XPO
XPO Risk / Return Rank: 8989
Overall Rank
XPO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8585
Sortino Ratio Rank
XPO Omega Ratio Rank: 8484
Omega Ratio Rank
XPO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XPO Martin Ratio Rank: 9292
Martin Ratio Rank

DELL
DELL Risk / Return Rank: 9696
Overall Rank
DELL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DELL Sortino Ratio Rank: 9797
Sortino Ratio Rank
DELL Omega Ratio Rank: 9696
Omega Ratio Rank
DELL Calmar Ratio Rank: 9797
Calmar Ratio Rank
DELL Martin Ratio Rank: 9595
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.

XPO vs. DELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Dell Technologies Inc. (DELL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XPODELLDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.32

1.56

-0.24

Calmar ratioReturn relative to maximum drawdown

5.58

7.91

-2.33

Martin ratioReturn relative to average drawdown

13.27

17.63

-4.37

XPO vs. DELL - Sharpe Ratio Comparison

The current XPO Sharpe Ratio is 1.99, which is lower than the DELL Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of XPO and DELL, 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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Drawdowns

XPO vs. DELL - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than DELL's maximum drawdown of -59.59%. Use the drawdown chart below to compare losses from any high point for XPO and DELL.


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Drawdown Indicators


XPODELLDifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-59.59%

-23.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-32.34%

+16.71%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-59.59%

+17.40%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-59.59%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

Current Drawdown

Current decline from peak

-0.02%

-15.11%

+15.09%

Average Drawdown

Average peak-to-trough decline

-30.26%

-18.48%

-11.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

14.49%

-7.92%

Volatility

XPO vs. DELL - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 11.60%, while Dell Technologies Inc. (DELL) has a volatility of 36.55%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than DELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPODELLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

36.55%

-24.95%

Volatility (6M)

Calculated over the trailing 6-month period

32.18%

54.73%

-22.55%

Volatility (1Y)

Calculated over the trailing 1-year period

43.80%

65.88%

-22.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.98%

50.86%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.82%

47.99%

-0.17%

Dividends

XPO vs. DELL - Dividend Comparison

XPO has not paid dividends to shareholders, while DELL's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM2025202420232022
DELL
Dell Technologies Inc.
0.56%1.60%1.48%1.88%2.46%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%

Financials

XPO vs. DELL - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
2.10B
43.84B
(XPO) Total Revenue
(DELL) Total Revenue
Values in USD except per share items

XPO vs. DELL - Profitability Comparison

The chart below illustrates the profitability comparison between XPO Logistics, Inc. and Dell Technologies 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%-5.0%0.0%5.0%10.0%15.0%20.0%25.0%202220232024202520260
17.8%
Portfolio components
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%.

DELL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported a gross profit of 7.78B and revenue of 43.84B. Therefore, the gross margin over that period was 17.8%.

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%.

DELL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported an operating income of 3.66B and revenue of 43.84B, resulting in an operating margin of 8.3%.

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%.

DELL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dell Technologies Inc. reported a net income of 3.44B and revenue of 43.84B, resulting in a net margin of 7.8%.


Frequently Asked Questions


XPO and DELL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DELL has higher volatility (36.55%) compared to XPO (11.60%). In terms of maximum drawdown, XPO dropped -82.85% vs DELL's -59.59%.

DELL currently has the higher Sharpe Ratio (3.89 vs 1.99), 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.

Portfolio Optimizer

Find the right allocation for XPO and DELL

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