XPO vs. VOO
Compare and contrast key facts about XPO Logistics, Inc. (XPO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPO or VOO.
Key characteristics
| XPO | VOO | |
|---|---|---|
| YTD Return | 24.35% | 6.62% |
| 1Y Return | 145.32% | 25.71% |
| 3Y Return (Ann) | 30.79% | 8.15% |
| 5Y Return (Ann) | 37.43% | 13.32% |
| 10Y Return (Ann) | 28.39% | 12.46% |
| Sharpe Ratio | 3.51 | 2.13 |
| Daily Std Dev | 41.97% | 11.67% |
| Max Drawdown | -82.85% | -33.99% |
| Current Drawdown | -15.33% | -3.56% |
Correlation
The correlation between XPO and VOO is 0.52, 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.
Performance
XPO vs. VOO - Performance Comparison
In the year-to-date period, XPO achieves a 24.35% return, which is significantly higher than VOO's 6.62% return. Over the past 10 years, XPO has outperformed VOO with an annualized return of 28.39%, while VOO has yielded a comparatively lower 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XPO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
XPO vs. VOO - Dividend Comparison
XPO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPO XPO Logistics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XPO vs. VOO - Drawdown Comparison
The maximum XPO drawdown since its inception was -82.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XPO and VOO. For additional features, visit the drawdowns tool.
Volatility
XPO vs. VOO - Volatility Comparison
XPO Logistics, Inc. (XPO) has a higher volatility of 11.45% compared to Vanguard S&P 500 ETF (VOO) at 4.04%. This indicates that XPO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.