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

Correlation

The correlation between XPO and GXO is 0.57, 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.


-0.50.00.51.00.6

Performance

XPO vs. GXO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
178.85%
-23.01%
XPO
GXO

Key characteristics

Sharpe Ratio

XPO:

1.28

GXO:

-0.86

Sortino Ratio

XPO:

2.09

GXO:

-1.19

Omega Ratio

XPO:

1.25

GXO:

0.86

Calmar Ratio

XPO:

2.62

GXO:

-0.52

Martin Ratio

XPO:

5.12

GXO:

-1.82

Ulcer Index

XPO:

10.94%

GXO:

17.09%

Daily Std Dev

XPO:

43.70%

GXO:

36.15%

Max Drawdown

XPO:

-82.85%

GXO:

-67.94%

Current Drawdown

XPO:

-14.51%

GXO:

-59.49%

Fundamentals

Market Cap

XPO:

$18.38B

GXO:

$5.61B

EPS

XPO:

$3.08

GXO:

$0.89

PE Ratio

XPO:

51.28

GXO:

52.75

PEG Ratio

XPO:

1.61

GXO:

1.14

Total Revenue (TTM)

XPO:

$8.09B

GXO:

$11.05B

Gross Profit (TTM)

XPO:

$926.00M

GXO:

$1.38B

EBITDA (TTM)

XPO:

$1.15B

GXO:

$655.00M

Returns By Period

In the year-to-date period, XPO achieves a 54.41% return, which is significantly higher than GXO's -31.39% return.


XPO

YTD

54.41%

1M

-9.65%

6M

28.56%

1Y

51.10%

5Y*

38.12%

10Y*

25.08%

GXO

YTD

-31.39%

1M

-28.27%

6M

-12.31%

1Y

-31.77%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

XPO vs. GXO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and GXO Logistics, Inc. (GXO). 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 XPO, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.28-0.86
The chart of Sortino ratio for XPO, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.09-1.19
The chart of Omega ratio for XPO, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.86
The chart of Calmar ratio for XPO, currently valued at 2.62, compared to the broader market0.002.004.006.002.62-0.52
The chart of Martin ratio for XPO, currently valued at 5.12, compared to the broader market-5.000.005.0010.0015.0020.0025.005.12-1.82
XPO
GXO

The current XPO Sharpe Ratio is 1.28, which is higher than the GXO Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of XPO and GXO, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.28
-0.86
XPO
GXO

Dividends

XPO vs. GXO - Dividend Comparison

Neither XPO nor GXO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XPO vs. GXO - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than GXO's maximum drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for XPO and GXO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.51%
-59.49%
XPO
GXO

Volatility

XPO vs. GXO - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 11.84%, while GXO Logistics, Inc. (GXO) has a volatility of 16.15%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than GXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.84%
16.15%
XPO
GXO

Financials

XPO vs. GXO - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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