PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSX Corporation (CSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS1264081035
CUSIP126408103
SectorIndustrials
IndustryRailroads

Highlights

Market Cap$73.17B
EPS$1.85
PE Ratio20.19
PEG Ratio3.24
Revenue (TTM)$14.66B
Gross Profit (TTM)$7.39B
EBITDA (TTM)$7.17B
Year Range$28.34 - $39.99
Target Price$38.98
Short %1.12%
Short Ratio1.77

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with CSX

CSX Corporation

Popular comparisons: CSX vs. NSC, CSX vs. UNP, CSX vs. XLI, CSX vs. SPY, CSX vs. FCX, CSX vs. WAB, CSX vs. VOO, CSX vs. SCCO, CSX vs. VTI, CSX vs. DE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CSX Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%OctoberNovemberDecember2024FebruaryMarch
18,831.14%
3,967.34%
CSX (CSX Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

CSX Corporation had a return of 6.60% year-to-date (YTD) and 28.31% in the last 12 months. Over the past 10 years, CSX Corporation had an annualized return of 16.36%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date6.60%10.04%
1 month-3.20%3.53%
6 months22.47%22.79%
1 year28.31%32.16%
5 years (annualized)9.54%13.15%
10 years (annualized)16.36%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.97%6.61%
2023-9.04%1.82%-2.93%8.58%7.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for CSX Corporation (CSX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CSX
CSX Corporation
1.67
^GSPC
S&P 500
2.76

Sharpe Ratio

The current CSX Corporation Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.67
2.76
CSX (CSX Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

CSX Corporation granted a 1.22% dividend yield in the last twelve months. The annual payout for that period amounted to $0.45 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.45$0.44$0.40$0.37$0.35$0.32$0.29$0.26$0.24$0.23$0.21$0.20

Dividend yield

1.22%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%

Monthly Dividends

The table displays the monthly dividend distributions for CSX Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.12
2023$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00
2022$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00
2021$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2020$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00
2019$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00
2018$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00
2017$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00
2016$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00
2015$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00
2014$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00
2013$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.2%
CSX Corporation has a dividend yield of 1.22%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%24.5%
CSX Corporation has a payout ratio of 24.46%, which is quite average when compared to the overall market. This suggests that CSX Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.01%
0
CSX (CSX Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CSX Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CSX Corporation was 69.20%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current CSX Corporation drawdown is 4.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.2%Jun 2, 2008194Mar 9, 2009460Jan 3, 2011654
-65.35%Aug 1, 1997729Jun 21, 20001401Jan 19, 20062130
-44.24%Aug 26, 198743Oct 26, 1987877Apr 16, 1991920
-40.71%Nov 28, 2014290Jan 25, 2016217Dec 1, 2016507
-40.55%Feb 21, 202022Mar 23, 2020122Sep 15, 2020144

Volatility

Volatility Chart

The current CSX Corporation volatility is 4.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.91%
2.82%
CSX (CSX Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of CSX Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items