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

Correlation

The correlation between XPO and MUSA is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

XPO vs. MUSA - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,675.31%
1,269.63%
XPO
MUSA

Key characteristics

Sharpe Ratio

XPO:

1.28

MUSA:

1.91

Sortino Ratio

XPO:

2.09

MUSA:

2.82

Omega Ratio

XPO:

1.25

MUSA:

1.33

Calmar Ratio

XPO:

2.62

MUSA:

3.93

Martin Ratio

XPO:

5.12

MUSA:

10.74

Ulcer Index

XPO:

10.94%

MUSA:

4.38%

Daily Std Dev

XPO:

43.70%

MUSA:

24.59%

Max Drawdown

XPO:

-82.85%

MUSA:

-33.72%

Current Drawdown

XPO:

-14.51%

MUSA:

-6.39%

Fundamentals

Market Cap

XPO:

$18.38B

MUSA:

$10.93B

EPS

XPO:

$3.08

MUSA:

$24.20

PE Ratio

XPO:

51.28

MUSA:

22.30

PEG Ratio

XPO:

1.61

MUSA:

2.40

Total Revenue (TTM)

XPO:

$8.09B

MUSA:

$20.60B

Gross Profit (TTM)

XPO:

$926.00M

MUSA:

$5.88B

EBITDA (TTM)

XPO:

$1.15B

MUSA:

$1.00B

Returns By Period

In the year-to-date period, XPO achieves a 54.41% return, which is significantly higher than MUSA's 46.41% return. Over the past 10 years, XPO has outperformed MUSA with an annualized return of 25.08%, while MUSA has yielded a comparatively lower 23.33% annualized return.


XPO

YTD

54.41%

1M

-9.65%

6M

28.56%

1Y

51.10%

5Y*

38.12%

10Y*

25.08%

MUSA

YTD

46.41%

1M

-0.96%

6M

8.64%

1Y

44.49%

5Y*

34.70%

10Y*

23.33%

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Risk-Adjusted Performance

XPO vs. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Murphy USA Inc. (MUSA). 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-4.00-2.000.002.001.281.91
The chart of Sortino ratio for XPO, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.092.82
The chart of Omega ratio for XPO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.33
The chart of Calmar ratio for XPO, currently valued at 2.62, compared to the broader market0.002.004.006.002.623.93
The chart of Martin ratio for XPO, currently valued at 5.12, compared to the broader market-5.000.005.0010.0015.0020.0025.005.1210.74
XPO
MUSA

The current XPO Sharpe Ratio is 1.28, which is lower than the MUSA Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XPO and MUSA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.91
XPO
MUSA

Dividends

XPO vs. MUSA - Dividend Comparison

XPO has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.34%.


TTM2023202220212020
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%

Drawdowns

XPO vs. MUSA - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for XPO and MUSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.51%
-6.39%
XPO
MUSA

Volatility

XPO vs. MUSA - Volatility Comparison

XPO Logistics, Inc. (XPO) has a higher volatility of 11.84% compared to Murphy USA Inc. (MUSA) at 6.28%. This indicates that XPO's price experiences larger fluctuations and is considered to be riskier than MUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.84%
6.28%
XPO
MUSA

Financials

XPO vs. MUSA - Financials Comparison

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