Expeditors International (EXPD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Expeditors International, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $197.15 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +23.89% |
| Total return over period | +89.51% |
| Annualized volatility | 26.08% |
| Period volatility | 45.05% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.71 |
| Sortino ratio | 2.45 |
| Max drawdown | -21.26% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.74% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $101.08 – $199.64 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Expeditors International (EXPD) has posted an annualized return of +23.89% with annual volatility of 26.08%, a Sharpe ratio of 1.71. Its worst stretch (max drawdown from a peak) was -21.26%. Its correlation with the S&P 500 is 0.36, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EXPD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with EXPD →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Expeditors International (EXPD) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio