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.
Key characteristics
| CSX | FCX | |
|---|---|---|
| YTD Return | -1.65% | 19.41% |
| 1Y Return | 13.39% | 36.72% |
| 3Y Return (Ann) | 1.29% | 10.86% |
| 5Y Return (Ann) | 6.56% | 33.79% |
| 10Y Return (Ann) | 15.59% | 5.19% |
| Sharpe Ratio | 0.82 | 1.11 |
| Daily Std Dev | 17.47% | 33.76% |
| Max Drawdown | -69.20% | -92.46% |
| Current Drawdown | -11.44% | -1.27% |
Fundamentals
| CSX | FCX | |
|---|---|---|
| Market Cap | $67.13B | $71.16B |
| EPS | $1.83 | $1.28 |
| PE Ratio | 18.77 | 38.76 |
| PEG Ratio | 2.10 | 0.20 |
| Revenue (TTM) | $14.63B | $22.86B |
| Gross Profit (TTM) | $7.39B | $9.71B |
| EBITDA (TTM) | $7.13B | $8.46B |
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.
Performance
CSX vs. FCX - Performance Comparison
In the year-to-date period, CSX achieves a -1.65% return, which is significantly lower than FCX's 19.41% return. Over the past 10 years, CSX has outperformed FCX with an annualized return of 15.59%, while FCX has yielded a comparatively lower 5.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 1.32%, more than FCX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.32% | 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. | 1.19% | 1.40% | 1.56% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 8.27% | 5.21% | 6.75% |
Drawdowns
CSX vs. FCX - Drawdown Comparison
The maximum CSX drawdown since its inception was -69.20%, 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
The current volatility for CSX Corporation (CSX) is 4.48%, while Freeport-McMoRan Inc. (FCX) has a volatility of 7.17%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky 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