PortfoliosLab logoPortfoliosLab logo
XPO vs. ODFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XPO vs. ODFL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XPO achieves a 47.87% return, which is significantly higher than ODFL's 35.65% return. Over the past 10 years, XPO has outperformed ODFL with an annualized return of 35.10%, while ODFL has yielded a comparatively lower 25.47% annualized return.


XPO

1D
0.86%
1M
-2.60%
6M
35.69%
YTD
47.87%
1Y
69.18%
3Y*
42.66%
5Y*
33.18%
10Y*
35.10%
ALL TIME*
22.80%

ODFL

1D
-0.16%
1M
-2.53%
6M
22.81%
YTD
35.65%
1Y
50.53%
3Y*
1.50%
5Y*
10.08%
10Y*
25.47%
ALL TIME*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$417.48M$372.69M$412.56M
$243.59M$210.49M$304.83M

XPO vs. ODFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPO
XPO, Inc.
47.87%3.63%49.73%163.11%-27.64%11.60%49.56%39.73%-37.72%112.21%
ODFL
Old Dominion Freight Line, Inc.
35.65%-10.47%-12.51%43.46%-20.48%84.15%54.81%54.36%-5.79%54.11%

Correlation

The correlation between XPO and ODFL is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2003

0.38

Over the past year, XPO and ODFL have become more correlated (0.73) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

Market Cap

XPO:

$23.60B

ODFL:

$44.12B

EPS

XPO:

$3.39

ODFL:

$5.19

PE Ratio

XPO:

59.32

ODFL:

40.84

PEG Ratio

XPO:

2.23

ODFL:

11.01

PS Ratio

XPO:

2.80

ODFL:

7.94

PB Ratio

XPO:

12.19

ODFL:

9.74

Total Revenue (TTM)

XPO:

$8.57B

ODFL:

$5.60B

Gross Profit (TTM)

XPO:

$504.00M

ODFL:

$2.79B

EBITDA (TTM)

XPO:

$1.29B

ODFL:

$1.73B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XPO vs. ODFL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XPO
XPO Risk / Return Rank: 8686
Overall Rank
XPO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XPO Sortino Ratio Rank: 8383
Sortino Ratio Rank
XPO Omega Ratio Rank: 8080
Omega Ratio Rank
XPO Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPO Martin Ratio Rank: 9191
Martin Ratio Rank

ODFL
ODFL Risk / Return Rank: 7777
Overall Rank
ODFL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ODFL Sortino Ratio Rank: 7474
Sortino Ratio Rank
ODFL Omega Ratio Rank: 7373
Omega Ratio Rank
ODFL Calmar Ratio Rank: 8080
Calmar Ratio Rank
ODFL Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XPO vs. ODFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO, Inc. (XPO) and Old Dominion Freight Line, Inc. (ODFL). 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.


XPOODFLDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

4.31

2.11

+2.20

Martin ratioReturn relative to average drawdown

9.82

4.79

+5.03

XPO vs. ODFL - Sharpe Ratio Comparison

The current XPO Sharpe Ratio is 1.54, which is higher than the ODFL Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XPO and ODFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XPO vs. ODFL - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than ODFL's maximum drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for XPO and ODFL.


Loading charts...

Drawdown Indicators


XPOODFLDifference

Max Drawdown

Largest peak-to-trough decline

-82.85%

-66.29%

-16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-20.49%

+4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-42.19%

-45.18%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-53.17%

-45.18%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-64.48%

-45.18%

-19.30%

Current Drawdown

Current decline from peak

-12.00%

-14.71%

+2.71%

Average Drawdown

Average peak-to-trough decline

-30.14%

-19.05%

-11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

9.02%

-2.17%

Volatility

XPO vs. ODFL - Volatility Comparison

XPO, Inc. (XPO) and Old Dominion Freight Line, Inc. (ODFL) have volatilities of 9.66% and 9.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XPOODFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

9.77%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

32.79%

30.35%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

44.67%

38.61%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.97%

36.74%

+10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.44%

33.20%

+14.24%

Dividends

XPO vs. ODFL - Dividend Comparison

XPO has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.54%.


PositionTTM202520242023202220212020201920182017
ODFL
Old Dominion Freight Line, Inc.
0.54%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%
XPO
XPO, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

XPO vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between XPO, Inc. and Old Dominion Freight Line, 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

XPO vs. ODFL - Profitability Comparison

The chart below illustrates the profitability comparison between XPO, Inc. and Old Dominion Freight Line, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

XPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a gross profit of -239.00M and revenue of 2.36B. Therefore, the gross margin over that period was -10.2%.

ODFL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Old Dominion Freight Line, Inc. reported a gross profit of 1.55B and revenue of 1.55B. Therefore, the gross margin over that period was 100.0%.

XPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported an operating income of 271.00M and revenue of 2.36B, resulting in an operating margin of 11.5%.

ODFL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Old Dominion Freight Line, Inc. reported an operating income of 474.61M and revenue of 1.55B, resulting in an operating margin of 30.5%.

XPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, XPO, Inc. reported a net income of 162.00M and revenue of 2.36B, resulting in a net margin of 6.9%.

ODFL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Old Dominion Freight Line, Inc. reported a net income of 350.60M and revenue of 1.55B, resulting in a net margin of 22.6%.


Frequently Asked Questions


XPO and ODFL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ODFL has higher volatility (9.77%) compared to XPO (9.66%). In terms of maximum drawdown, XPO dropped -82.85% vs ODFL's -66.29%.

XPO currently has the higher Sharpe Ratio (1.54 vs 1.12), 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 ODFL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer