CSX vs. FCX
Compare and contrast key facts about CSX Corporation (CSX) and Freeport-McMoRan Inc. (FCX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSX or FCX.
Performance
CSX vs. FCX - Performance Comparison
Returns By Period
In the year-to-date period, CSX achieves a 2.38% return, which is significantly higher than FCX's 1.57% return. Over the past 10 years, CSX has outperformed FCX with an annualized return of 12.74%, while FCX has yielded a comparatively lower 5.27% annualized return.
CSX
2.38%
2.96%
5.56%
12.64%
9.66%
12.74%
FCX
1.57%
-11.37%
-20.79%
20.11%
32.04%
5.27%
Fundamentals
| CSX | FCX | |
|---|---|---|
| Market Cap | $69.67B | $64.52B |
| EPS | $1.88 | $1.34 |
| PE Ratio | 19.22 | 32.54 |
| PEG Ratio | 2.27 | 0.20 |
| Total Revenue (TTM) | $14.68B | $25.42B |
| Gross Profit (TTM) | $5.45B | $7.88B |
| EBITDA (TTM) | $7.18B | $9.53B |
Key characteristics
| CSX | FCX | |
|---|---|---|
| Sharpe Ratio | 0.70 | 0.56 |
| Sortino Ratio | 1.11 | 1.03 |
| Omega Ratio | 1.14 | 1.12 |
| Calmar Ratio | 0.94 | 0.68 |
| Martin Ratio | 1.66 | 1.68 |
| Ulcer Index | 8.99% | 11.98% |
| Daily Std Dev | 21.23% | 36.16% |
| Max Drawdown | -69.19% | -92.46% |
| Current Drawdown | -7.81% | -21.70% |
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Correlation
The correlation between CSX and FCX is 0.36, 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. FCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Freeport-McMoRan Inc. (FCX). 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.
Dividends
CSX vs. FCX - Dividend Comparison
CSX's dividend yield for the trailing twelve months is around 1.34%, less than FCX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FCX Freeport-McMoRan Inc. | 1.41% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% | 6.80% |
Drawdowns
CSX vs. FCX - Drawdown Comparison
The maximum CSX drawdown since its inception was -69.19%, smaller than the maximum FCX drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for CSX and FCX. For additional features, visit the drawdowns tool.
Volatility
CSX vs. FCX - Volatility Comparison
CSX Corporation (CSX) has a higher volatility of 10.74% compared to Freeport-McMoRan Inc. (FCX) at 8.68%. This indicates that CSX's price experiences larger fluctuations and is considered to be riskier than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CSX vs. FCX - Financials Comparison
This section allows you to compare key financial metrics between CSX Corporation and Freeport-McMoRan Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities