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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
38.88%
50.85%
XPO
ZIM

Returns By Period

In the year-to-date period, XPO achieves a 67.29% return, which is significantly lower than ZIM's 190.70% return.


XPO

YTD

67.29%

1M

33.54%

6M

38.88%

1Y

64.64%

5Y (annualized)

38.60%

10Y (annualized)

27.51%

ZIM

YTD

190.70%

1M

9.35%

6M

50.85%

1Y

313.43%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


XPOZIM
Market Cap$17.06B$3.25B
EPS$3.08-$16.30
Total Revenue (TTM)$8.09B$5.43B
Gross Profit (TTM)$926.00M$1.26B
EBITDA (TTM)$1.15B$1.91B

Key characteristics


XPOZIM
Sharpe Ratio1.533.78
Sortino Ratio2.433.36
Omega Ratio1.291.45
Calmar Ratio3.083.65
Martin Ratio5.9917.19
Ulcer Index10.99%17.96%
Daily Std Dev43.21%81.73%
Max Drawdown-82.85%-84.68%
Current Drawdown-5.57%-33.29%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between XPO and ZIM is 0.27, 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. 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 1.52, compared to the broader market-4.00-2.000.002.004.001.533.78
The chart of Sortino ratio for XPO, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.433.36
The chart of Omega ratio for XPO, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.45
The chart of Calmar ratio for XPO, currently valued at 3.08, compared to the broader market0.002.004.006.003.083.65
The chart of Martin ratio for XPO, currently valued at 5.99, compared to the broader market-10.000.0010.0020.0030.005.9917.19
XPO
ZIM

The current XPO Sharpe Ratio is 1.53, which is lower than the ZIM Sharpe Ratio of 3.78. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.53
3.78
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 4.29%.


TTM202320222021
XPO
XPO Logistics, Inc.
0.00%0.00%0.00%0.00%
ZIM
ZIM Integrated Shipping Services Ltd.
4.29%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%JuneJulyAugustSeptemberOctoberNovember
-5.57%
-33.29%
XPO
ZIM

Volatility

XPO vs. ZIM - Volatility Comparison

XPO Logistics, Inc. (XPO) and ZIM Integrated Shipping Services Ltd. (ZIM) have volatilities of 16.07% and 16.41%, 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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.07%
16.41%
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