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

Performance

CSX vs. NSC - Performance Comparison

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

10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%JuneJulyAugustSeptemberOctoberNovember
18,746.57%
12,607.20%
CSX
NSC

Returns By Period

In the year-to-date period, CSX achieves a 2.38% return, which is significantly lower than NSC's 13.04% return. Over the past 10 years, CSX has outperformed NSC with an annualized return of 12.74%, while NSC has yielded a comparatively lower 10.91% annualized return.


CSX

YTD

2.38%

1M

2.96%

6M

5.56%

1Y

12.64%

5Y (annualized)

9.66%

10Y (annualized)

12.74%

NSC

YTD

13.04%

1M

2.75%

6M

14.11%

1Y

28.26%

5Y (annualized)

8.67%

10Y (annualized)

10.91%

Fundamentals


CSXNSC
Market Cap$69.67B$60.51B
EPS$1.88$10.65
PE Ratio19.2225.11
PEG Ratio2.272.41
Total Revenue (TTM)$14.68B$12.17B
Gross Profit (TTM)$5.45B$4.67B
EBITDA (TTM)$7.18B$3.71B

Key characteristics


CSXNSC
Sharpe Ratio0.701.05
Sortino Ratio1.111.93
Omega Ratio1.141.22
Calmar Ratio0.941.08
Martin Ratio1.663.66
Ulcer Index8.99%7.95%
Daily Std Dev21.23%27.65%
Max Drawdown-69.19%-67.74%
Current Drawdown-7.81%-6.14%

Compare stocks, funds, or ETFs

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


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.

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.


Sharpe ratio
The chart of Sharpe ratio for CSX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.000.701.05
The chart of Sortino ratio for CSX, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.111.93
The chart of Omega ratio for CSX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.22
The chart of Calmar ratio for CSX, currently valued at 0.94, compared to the broader market0.002.004.006.000.941.08
The chart of Martin ratio for CSX, currently valued at 1.66, compared to the broader market0.0010.0020.0030.001.663.66
CSX
NSC

The current CSX Sharpe Ratio is 0.70, which is lower than the NSC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CSX and NSC, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.70
1.05
CSX
NSC

Dividends

CSX vs. NSC - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.34%, less than NSC's 2.07% 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%
NSC
Norfolk Southern Corporation
2.07%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 -69.19%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.81%
-6.14%
CSX
NSC

Volatility

CSX vs. NSC - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 10.74%, while Norfolk Southern Corporation (NSC) has a volatility of 12.10%. 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.74%
12.10%
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