XPO vs. PSN
XPO (XPO Logistics, Inc.) and PSN (Parsons Corporation) are both stocks. Both are in the Industrials sector — XPO in Integrated Freight & Logistics, PSN in Specialty Industrial Machinery. Over the past 5 years, XPO returned 34.58%/yr vs 7.45%/yr for PSN. At a 0.33 correlation, their price movements are largely independent.
Performance
XPO vs. PSN - Performance Comparison
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Returns By Period
In the year-to-date period, XPO achieves a 68.00% return, which is significantly higher than PSN's -8.25% return.
XPO
- 1D
- 0.30%
- 1M
- 15.16%
- YTD
- 68.00%
- 6M
- 53.18%
- 1Y
- 86.79%
- 3Y*
- 66.73%
- 5Y*
- 34.58%
- 10Y*
- 37.55%
PSN
- 1D
- -1.01%
- 1M
- 12.63%
- YTD
- -8.25%
- 6M
- -10.47%
- 1Y
- -19.44%
- 3Y*
- 5.86%
- 5Y*
- 7.45%
- 10Y*
- —
XPO vs. PSN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XPO XPO Logistics, Inc. | 68.00% | 3.63% | 49.73% | 163.11% | -27.64% | 11.60% | 49.56% | 27.50% |
PSN Parsons Corporation | -8.25% | -33.01% | 47.11% | 35.59% | 37.44% | -7.58% | -11.80% | 34.68% |
Correlation
The correlation between XPO and PSN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.33 |
Fundamentals
XPO:
$2.92
PSN:
$2.78
XPO:
78.24
PSN:
20.37
XPO:
2.94
PSN:
0.50
XPO:
3.28
PSN:
0.74
XPO:
$8.30B
PSN:
$6.30B
XPO:
$772.00M
PSN:
$1.08B
XPO:
$1.20B
PSN:
$507.45M
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Return for Risk
XPO vs. PSN — Risk / Return Rank
XPO
PSN
XPO vs. PSN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Parsons Corporation (PSN). 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.
| XPO | PSN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.95 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | -0.43 | +6.01 |
| Martin ratioReturn relative to average drawdown | 13.27 | -0.80 | +14.06 |
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Drawdowns
XPO vs. PSN - Drawdown Comparison
The maximum XPO drawdown since its inception was -82.85%, which is greater than PSN's maximum drawdown of -56.99%. Use the drawdown chart below to compare losses from any high point for XPO and PSN.
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Drawdown Indicators
| XPO | PSN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.85% | -56.99% | -25.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.63% | -45.41% | +29.78% |
Max Drawdown (3Y)Largest decline over 3 years | -42.19% | -56.99% | +14.80% |
Max Drawdown (5Y)Largest decline over 5 years | -53.17% | -56.99% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -64.48% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -49.96% | +49.94% |
Average DrawdownAverage peak-to-trough decline | -30.26% | -16.74% | -13.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 24.34% | -17.77% |
Volatility
XPO vs. PSN - Volatility Comparison
XPO Logistics, Inc. (XPO) has a higher volatility of 11.60% compared to Parsons Corporation (PSN) at 9.96%. This indicates that XPO's price experiences larger fluctuations and is considered to be riskier than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPO | PSN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 9.96% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 32.18% | 31.10% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.80% | 43.12% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.98% | 33.39% | +13.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.82% | 34.96% | +12.86% |
Dividends
XPO vs. PSN - Dividend Comparison
Neither XPO nor PSN has paid dividends to shareholders.
Financials
XPO vs. PSN - Financials Comparison
This section allows you to compare key financial metrics between XPO Logistics, Inc. and Parsons 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.
Total Revenue: Total amount of money received from sales and other business activities
XPO vs. PSN - 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%.
PSN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. Therefore, the gross margin over that period was 0.0%.
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%.
PSN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.
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%.
PSN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.
Frequently Asked Questions
XPO and PSN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPO has higher volatility (11.60%) compared to PSN (9.96%). In terms of maximum drawdown, XPO dropped -82.85% vs PSN's -56.99%.
XPO currently has the higher Sharpe Ratio (1.99 vs -0.45), 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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