PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSX vs. NSC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CSXNSC
YTD Return-1.65%2.09%
1Y Return13.39%22.53%
3Y Return (Ann)1.29%-3.25%
5Y Return (Ann)6.56%5.37%
10Y Return (Ann)15.59%12.15%
Sharpe Ratio0.820.99
Daily Std Dev17.47%22.72%
Max Drawdown-69.20%-67.74%
Current Drawdown-11.44%-15.23%

Fundamentals


CSXNSC
Market Cap$67.13B$54.50B
EPS$1.83$8.01
PE Ratio18.7730.12
PEG Ratio2.101.21
Revenue (TTM)$14.63B$12.16B
Gross Profit (TTM)$7.39B$6.16B
EBITDA (TTM)$7.13B$5.38B

Correlation

-0.50.00.51.00.7

The correlation between CSX and NSC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CSX vs. NSC - Performance Comparison

In the year-to-date period, CSX achieves a -1.65% return, which is significantly lower than NSC's 2.09% return. Over the past 10 years, CSX has outperformed NSC with an annualized return of 15.59%, while NSC has yielded a comparatively lower 12.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
17.02%
31.71%
CSX
NSC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSX Corporation

Norfolk Southern Corporation

Risk-Adjusted Performance

CSX vs. NSC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Norfolk Southern Corporation (NSC). 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.


CSX
Sharpe ratio
The chart of Sharpe ratio for CSX, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.004.000.82
Sortino ratio
The chart of Sortino ratio for CSX, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.006.001.23
Omega ratio
The chart of Omega ratio for CSX, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for CSX, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Martin ratio
The chart of Martin ratio for CSX, currently valued at 2.18, compared to the broader market0.0010.0020.0030.002.18
NSC
Sharpe ratio
The chart of Sharpe ratio for NSC, currently valued at 0.99, compared to the broader market-2.00-1.000.001.002.003.004.000.99
Sortino ratio
The chart of Sortino ratio for NSC, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.006.001.57
Omega ratio
The chart of Omega ratio for NSC, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for NSC, currently valued at 0.63, compared to the broader market0.002.004.006.000.63
Martin ratio
The chart of Martin ratio for NSC, currently valued at 2.61, compared to the broader market0.0010.0020.0030.002.61

CSX vs. NSC - Sharpe Ratio Comparison

The current CSX Sharpe Ratio is 0.82, which roughly equals the NSC Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of CSX and NSC.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.82
0.99
CSX
NSC

Dividends

CSX vs. NSC - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.32%, less than NSC's 2.25% yield.


TTM20232022202120202019201820172016201520142013
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%
NSC
Norfolk Southern Corporation
2.25%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%

Drawdowns

CSX vs. NSC - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.20%, roughly equal to the maximum NSC drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for CSX and NSC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.44%
-15.23%
CSX
NSC

Volatility

CSX vs. NSC - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 4.48%, while Norfolk Southern Corporation (NSC) has a volatility of 5.94%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than NSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.48%
5.94%
CSX
NSC

Financials

CSX vs. NSC - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and Norfolk Southern Corporation. 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