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

Performance

XPO vs. TNET - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.88%
-11.31%
XPO
TNET

Returns By Period

In the year-to-date period, XPO achieves a 67.29% return, which is significantly higher than TNET's -20.24% return. Over the past 10 years, XPO has outperformed TNET with an annualized return of 27.51%, while TNET has yielded a comparatively lower 11.80% annualized return.


XPO

YTD

67.29%

1M

33.54%

6M

38.88%

1Y

64.64%

5Y (annualized)

38.60%

10Y (annualized)

27.51%

TNET

YTD

-20.24%

1M

3.22%

6M

-11.31%

1Y

-14.56%

5Y (annualized)

11.84%

10Y (annualized)

11.80%

Fundamentals


XPOTNET
Market Cap$17.06B$4.41B
EPS$3.08$5.23
PE Ratio47.5717.02
PEG Ratio1.507.22
Total Revenue (TTM)$8.09B$4.97B
Gross Profit (TTM)$926.00M$921.00M
EBITDA (TTM)$1.15B$501.00M

Key characteristics


XPOTNET
Sharpe Ratio1.53-0.41
Sortino Ratio2.43-0.33
Omega Ratio1.290.95
Calmar Ratio3.08-0.37
Martin Ratio5.99-0.74
Ulcer Index10.99%19.95%
Daily Std Dev43.21%36.12%
Max Drawdown-82.85%-67.58%
Current Drawdown-5.57%-29.11%

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Correlation

-0.50.00.51.00.4

The correlation between XPO and TNET is 0.38, 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.

Risk-Adjusted Performance

XPO vs. TNET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and TriNet Group, Inc. (TNET). 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 1.52, compared to the broader market-4.00-2.000.002.004.001.53-0.41
The chart of Sortino ratio for XPO, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.43-0.33
The chart of Omega ratio for XPO, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.95
The chart of Calmar ratio for XPO, currently valued at 3.08, compared to the broader market0.002.004.006.003.08-0.37
The chart of Martin ratio for XPO, currently valued at 5.99, compared to the broader market-10.000.0010.0020.0030.005.99-0.74
XPO
TNET

The current XPO Sharpe Ratio is 1.53, which is higher than the TNET Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of XPO and TNET, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.53
-0.41
XPO
TNET

Dividends

XPO vs. TNET - Dividend Comparison

XPO has not paid dividends to shareholders, while TNET's dividend yield for the trailing twelve months is around 0.80%.


TTM
XPO
XPO Logistics, Inc.
0.00%
TNET
TriNet Group, Inc.
0.80%

Drawdowns

XPO vs. TNET - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, which is greater than TNET's maximum drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for XPO and TNET. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.57%
-29.11%
XPO
TNET

Volatility

XPO vs. TNET - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 16.07%, while TriNet Group, Inc. (TNET) has a volatility of 21.22%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than TNET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.07%
21.22%
XPO
TNET

Financials

XPO vs. TNET - Financials Comparison

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