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 sector. Data as of 2026-09-13.
| Last close price | $192.60 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +19.17% |
| Total return over period | +68.65% |
| Annualized volatility | 26.12% |
| Period volatility | 45.09% |
| Sharpe ratio | 0.58 |
| Sortino ratio | 0.83 |
| Max drawdown | -21.26% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.75% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $101.08 – $192.60 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Expeditors International (EXPD) has posted an annualized return of +19.17% with annual volatility of 26.12%, a Sharpe ratio of 0.58. Its worst stretch (max drawdown from a peak) was -21.26%. Its correlation with the S&P 500 is 0.37, 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