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

Performance

XPO vs. GFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPO Logistics, Inc. (XPO) and Griffon Corporation (GFF). 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 65.30% return, which is significantly higher than GFF's 18.36% return. Over the past 10 years, XPO has outperformed GFF with an annualized return of 36.48%, while GFF has yielded a comparatively lower 21.64% annualized return.


XPO

1D
2.61%
1M
9.86%
YTD
65.30%
6M
59.53%
1Y
89.63%
3Y*
66.70%
5Y*
35.18%
10Y*
36.48%

GFF

1D
1.44%
1M
-1.22%
YTD
18.36%
6M
19.35%
1Y
24.46%
3Y*
34.72%
5Y*
32.40%
10Y*
21.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPO vs. GFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPO
XPO Logistics, Inc.
65.30%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%112.21%
GFF
Griffon Corporation
18.36%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%

Correlation

The correlation between XPO and GFF is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.50

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

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2003

0.30

Over the past year, XPO and GFF have become more correlated (0.53) than their long-term average of 0.30, meaning their price movements have been converging.

Fundamentals

Market Cap

XPO:

$26.73B

GFF:

$3.96B

EPS

XPO:

$2.92

GFF:

$0.76

PE Ratio

XPO:

76.98

GFF:

114.80

PEG Ratio

XPO:

2.89

GFF:

1.49

PS Ratio

XPO:

3.23

GFF:

1.70

PB Ratio

XPO:

14.44

GFF:

41.96

Total Revenue (TTM)

XPO:

$8.30B

GFF:

$2.35B

Gross Profit (TTM)

XPO:

$772.00M

GFF:

$1.00B

EBITDA (TTM)

XPO:

$1.20B

GFF:

$245.38M

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Return for Risk

XPO vs. GFF — 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: 9090
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8686
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

GFF
GFF Risk / Return Rank: 6161
Overall Rank
GFF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 5959
Sortino Ratio Rank
GFF Omega Ratio Rank: 5858
Omega Ratio Rank
GFF Calmar Ratio Rank: 6161
Calmar Ratio Rank
GFF Martin Ratio Rank: 6464
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. GFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Griffon Corporation (GFF). 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.


XPOGFFDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

5.77

0.88

+4.88

Martin ratioReturn relative to average drawdown

13.70

2.31

+11.40

XPO vs. GFF - Sharpe Ratio Comparison

The current XPO Sharpe Ratio is 2.08, which is higher than the GFF Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XPO and GFF, 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


XPOGFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.69

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.79

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.48

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.04

+0.40

Drawdowns

XPO vs. GFF - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, smaller than the maximum GFF drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for XPO and GFF.


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Drawdown Indicators


XPOGFFDifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-96.84%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-27.85%

+12.22%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-27.85%

-14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-39.02%

-14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

-61.32%

-3.16%

Current Drawdown

Current decline from peak

-1.62%

-8.09%

+6.47%

Average Drawdown

Average peak-to-trough decline

-30.28%

-55.49%

+25.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

10.63%

-4.07%

Volatility

XPO vs. GFF - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 9.87%, while Griffon Corporation (GFF) has a volatility of 11.15%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPOGFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

11.15%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

24.79%

+7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

43.47%

35.45%

+8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.90%

41.11%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.80%

45.32%

+2.48%

Dividends

XPO vs. GFF - Dividend Comparison

XPO has not paid dividends to shareholders, while GFF's dividend yield for the trailing twelve months is around 0.97%.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.97%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

XPO vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between XPO Logistics, Inc. and Griffon Corporation. 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
2.10B
421.86M
(XPO) Total Revenue
(GFF) Total Revenue
Values in USD except per share items

XPO vs. GFF - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
45.5%
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%.

GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

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%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

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%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.


Frequently Asked Questions


XPO and GFF have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFF has higher volatility (11.15%) compared to XPO (9.87%). In terms of maximum drawdown, XPO dropped -82.85% vs GFF's -96.84%.

XPO currently has the higher Sharpe Ratio (2.08 vs 0.69), 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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