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CSX vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CSX vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSX Corporation (CSX) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

15,000.00%16,000.00%17,000.00%18,000.00%19,000.00%JuneJulyAugustSeptemberOctoberNovember
18,073.82%
17,852.93%
CSX
DE

Returns By Period

In the year-to-date period, CSX achieves a 2.38% return, which is significantly higher than DE's 0.89% return. Over the past 10 years, CSX has underperformed DE with an annualized return of 12.74%, while DE has yielded a comparatively higher 18.90% annualized return.


CSX

YTD

2.38%

1M

2.96%

6M

5.56%

1Y

12.64%

5Y (annualized)

9.66%

10Y (annualized)

12.74%

DE

YTD

0.89%

1M

-2.39%

6M

1.24%

1Y

5.40%

5Y (annualized)

19.81%

10Y (annualized)

18.90%

Fundamentals


CSXDE
Market Cap$69.67B$107.73B
EPS$1.88$29.31
PE Ratio19.2213.43
PEG Ratio2.272.94
Total Revenue (TTM)$14.68B$40.58B
Gross Profit (TTM)$5.45B$16.33B
EBITDA (TTM)$7.18B$11.66B

Key characteristics


CSXDE
Sharpe Ratio0.700.28
Sortino Ratio1.110.54
Omega Ratio1.141.07
Calmar Ratio0.940.29
Martin Ratio1.660.93
Ulcer Index8.99%6.79%
Daily Std Dev21.23%22.60%
Max Drawdown-69.19%-73.27%
Current Drawdown-7.81%-8.96%

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Correlation

-0.50.00.51.00.4

The correlation between CSX and DE is 0.40, 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

CSX vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Deere & Company (DE). 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 CSX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.700.28
The chart of Sortino ratio for CSX, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.110.54
The chart of Omega ratio for CSX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.07
The chart of Calmar ratio for CSX, currently valued at 0.94, compared to the broader market0.002.004.006.000.940.29
The chart of Martin ratio for CSX, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.660.93
CSX
DE

The current CSX Sharpe Ratio is 0.70, which is higher than the DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CSX and DE, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.70
0.28
CSX
DE

Dividends

CSX vs. DE - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.34%, less than DE's 1.47% yield.


TTM20232022202120202019201820172016201520142013
CSX
CSX Corporation
1.34%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
DE
Deere & Company
1.47%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

CSX vs. DE - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for CSX and DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-7.81%
-8.96%
CSX
DE

Volatility

CSX vs. DE - Volatility Comparison

CSX Corporation (CSX) has a higher volatility of 10.74% compared to Deere & Company (DE) at 6.67%. This indicates that CSX's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.74%
6.67%
CSX
DE

Financials

CSX vs. DE - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and Deere & Company. 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