XPO vs. GRBK
XPO (XPO Logistics, Inc.) and GRBK (Green Brick Partners, Inc.) are both stocks. XPO operates in Integrated Freight & Logistics (Industrials), while GRBK operates in Residential Construction (Consumer Cyclical). Over the past 10 years, XPO returned 36.48%/yr vs 25.01%/yr for GRBK. At a 0.23 correlation, their price movements are largely independent.
Performance
XPO vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, XPO achieves a 65.30% return, which is significantly higher than GRBK's 8.43% return. Over the past 10 years, XPO has outperformed GRBK with an annualized return of 36.48%, while GRBK has yielded a comparatively lower 25.01% 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%
GRBK
- 1D
- -1.26%
- 1M
- 2.80%
- YTD
- 8.43%
- 6M
- 5.38%
- 1Y
- 15.45%
- 3Y*
- 6.85%
- 5Y*
- 23.47%
- 10Y*
- 25.01%
XPO vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XPO XPO Logistics, Inc. | 65.30% | 3.63% | 49.73% | 163.11% | -27.64% | 11.60% | 49.56% | 39.73% | -37.72% | 112.21% |
GRBK Green Brick Partners, Inc. | 8.43% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between XPO and GRBK is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2007 | 0.23 |
Over the past year, XPO and GRBK have become more correlated (0.48) than their long-term average of 0.23, meaning their price movements have been converging.
Fundamentals
XPO:
$26.73B
GRBK:
$2.96B
XPO:
$2.92
GRBK:
$6.86
XPO:
76.98
GRBK:
9.91
XPO:
2.89
GRBK:
0.47
XPO:
3.23
GRBK:
1.44
XPO:
14.44
GRBK:
1.58
XPO:
$8.30B
GRBK:
$2.06B
XPO:
$772.00M
GRBK:
$615.58M
XPO:
$1.20B
GRBK:
$397.80M
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Return for Risk
XPO vs. GRBK — Risk / Return Rank
XPO
GRBK
XPO vs. GRBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Green Brick Partners, Inc. (GRBK). 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.
| XPO | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.10 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.77 | 0.65 | +5.12 |
| Martin ratioReturn relative to average drawdown | 13.70 | 1.23 | +12.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XPO | GRBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 0.44 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.58 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.06 | +0.51 |
Drawdowns
XPO vs. GRBK - Drawdown Comparison
The maximum XPO drawdown since its inception was -82.85%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for XPO and GRBK.
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Drawdown Indicators
| XPO | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.85% | -99.29% | +16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -15.63% | -23.99% | +8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -42.19% | -36.15% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -53.17% | -45.12% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -64.48% | -54.29% | -10.19% |
Current DrawdownCurrent decline from peak | -1.62% | -70.02% | +68.40% |
Average DrawdownAverage peak-to-trough decline | -30.28% | -87.60% | +57.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 12.63% | -6.07% |
Volatility
XPO vs. GRBK - Volatility Comparison
XPO Logistics, Inc. (XPO) has a higher volatility of 9.87% compared to Green Brick Partners, Inc. (GRBK) at 7.04%. This indicates that XPO's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPO | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.87% | 7.04% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 31.81% | 23.54% | +8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.47% | 35.10% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.90% | 42.81% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.80% | 43.64% | +4.16% |
Dividends
XPO vs. GRBK - Dividend Comparison
Neither XPO nor GRBK has paid dividends to shareholders.
Financials
XPO vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between XPO Logistics, Inc. and Green Brick Partners, 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.
Total Revenue: Total amount of money received from sales and other business activities
XPO vs. GRBK - Profitability Comparison
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%.
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
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%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
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%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
Frequently Asked Questions
XPO and GRBK have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPO has higher volatility (9.87%) compared to GRBK (7.04%). In terms of maximum drawdown, XPO dropped -82.85% vs GRBK's -99.29%.
XPO currently has the higher Sharpe Ratio (2.08 vs 0.44), 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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