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

Correlation

The correlation between XPO and ZIM 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. ZIM - Performance Comparison

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

200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
241.22%
396.05%
XPO
ZIM

Key characteristics

Sharpe Ratio

XPO:

1.28

ZIM:

1.65

Sortino Ratio

XPO:

2.09

ZIM:

2.19

Omega Ratio

XPO:

1.25

ZIM:

1.29

Calmar Ratio

XPO:

2.62

ZIM:

1.69

Martin Ratio

XPO:

5.12

ZIM:

7.21

Ulcer Index

XPO:

10.94%

ZIM:

18.40%

Daily Std Dev

XPO:

43.70%

ZIM:

80.16%

Max Drawdown

XPO:

-82.85%

ZIM:

-84.68%

Current Drawdown

XPO:

-14.51%

ZIM:

-45.86%

Fundamentals

Market Cap

XPO:

$18.38B

ZIM:

$2.22B

EPS

XPO:

$3.08

ZIM:

$11.94

PE Ratio

XPO:

51.28

ZIM:

1.54

Total Revenue (TTM)

XPO:

$8.09B

ZIM:

$8.19B

Gross Profit (TTM)

XPO:

$926.00M

ZIM:

$2.57B

EBITDA (TTM)

XPO:

$1.15B

ZIM:

$3.46B

Returns By Period

In the year-to-date period, XPO achieves a 54.41% return, which is significantly lower than ZIM's 135.92% return.


XPO

YTD

54.41%

1M

-9.65%

6M

28.56%

1Y

51.10%

5Y*

38.12%

10Y*

25.08%

ZIM

YTD

135.92%

1M

-9.53%

6M

17.23%

1Y

101.08%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

XPO vs. ZIM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPO Logistics, Inc. (XPO) and ZIM Integrated Shipping Services Ltd. (ZIM). 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-4.00-2.000.002.001.281.65
The chart of Sortino ratio for XPO, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.092.19
The chart of Omega ratio for XPO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.29
The chart of Calmar ratio for XPO, currently valued at 2.62, compared to the broader market0.002.004.006.002.621.69
The chart of Martin ratio for XPO, currently valued at 5.12, compared to the broader market-5.000.005.0010.0015.0020.0025.005.127.21
XPO
ZIM

The current XPO Sharpe Ratio is 1.28, which is comparable to the ZIM Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XPO and ZIM, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.65
XPO
ZIM

Dividends

XPO vs. ZIM - Dividend Comparison

XPO has not paid dividends to shareholders, while ZIM's dividend yield for the trailing twelve months is around 26.30%.


TTM202320222021
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%
ZIM
ZIM Integrated Shipping Services Ltd.
26.30%64.84%160.27%7.65%

Drawdowns

XPO vs. ZIM - Drawdown Comparison

The maximum XPO drawdown since its inception was -82.85%, roughly equal to the maximum ZIM drawdown of -84.68%. Use the drawdown chart below to compare losses from any high point for XPO and ZIM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.51%
-45.86%
XPO
ZIM

Volatility

XPO vs. ZIM - Volatility Comparison

The current volatility for XPO Logistics, Inc. (XPO) is 11.84%, while ZIM Integrated Shipping Services Ltd. (ZIM) has a volatility of 19.96%. This indicates that XPO experiences smaller price fluctuations and is considered to be less risky than ZIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.84%
19.96%
XPO
ZIM

Financials

XPO vs. ZIM - Financials Comparison

This section allows you to compare key financial metrics between XPO Logistics, Inc. and ZIM Integrated Shipping Services Ltd.. 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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