CSX vs. RPRX
CSX (CSX Corporation) and RPRX (Royalty Pharma plc) are both stocks. CSX operates in Railroads (Industrials), while RPRX operates in Biotechnology (Healthcare). Over the past 5 years, CSX returned 9.11%/yr vs 6.05%/yr for RPRX. At a 0.24 correlation, their price movements are largely independent.
Performance
CSX vs. RPRX - Performance Comparison
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Returns By Period
In the year-to-date period, CSX achieves a 30.79% return, which is significantly lower than RPRX's 43.35% return.
CSX
- 1D
- 0.26%
- 1M
- 5.41%
- YTD
- 30.79%
- 6M
- 30.43%
- 1Y
- 48.23%
- 3Y*
- 15.03%
- 5Y*
- 9.11%
- 10Y*
- 19.77%
RPRX
- 1D
- -1.81%
- 1M
- 8.49%
- YTD
- 43.35%
- 6M
- 43.24%
- 1Y
- 65.89%
- 3Y*
- 21.75%
- 5Y*
- 6.05%
- 10Y*
- —
CSX vs. RPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 30.79% | 14.13% | -5.65% | 13.51% | -16.58% | 25.70% | 29.79% |
RPRX Royalty Pharma plc | 43.35% | 55.29% | -6.36% | -27.08% | 0.99% | -19.09% | 13.33% |
Correlation
The correlation between CSX and RPRX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.24 |
Fundamentals
CSX:
$1.63
RPRX:
$1.97
CSX:
28.81
RPRX:
27.87
CSX:
6.21
RPRX:
9.45
CSX:
$14.15B
RPRX:
$2.44B
CSX:
$3.64B
RPRX:
$1.81B
CSX:
$5.55B
RPRX:
$1.70B
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Return for Risk
CSX vs. RPRX — Risk / Return Rank
CSX
RPRX
CSX vs. RPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Royalty Pharma plc (RPRX). 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 | RPRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 8.97 | -4.90 |
| Martin ratioReturn relative to average drawdown | 10.90 | 22.53 | -11.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSX | RPRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 3.03 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.25 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.22 | +0.21 |
Drawdowns
CSX vs. RPRX - Drawdown Comparison
The maximum CSX drawdown since its inception was -69.19%, which is greater than RPRX's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for CSX and RPRX.
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Drawdown Indicators
| CSX | RPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.19% | -49.68% | -19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -7.38% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -29.44% | -22.84% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -43.44% | +14.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.81% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -26.39% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.93% | +1.51% |
Volatility
CSX vs. RPRX - Volatility Comparison
The current volatility for CSX Corporation (CSX) is 6.02%, while Royalty Pharma plc (RPRX) has a volatility of 6.44%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than RPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSX | RPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 6.44% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 14.13% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 21.92% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 23.86% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.82% | 26.86% | +0.96% |
Dividends
CSX vs. RPRX - Dividend Comparison
CSX's dividend yield for the trailing twelve months is around 1.15%, less than RPRX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.15% | 1.43% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% |
RPRX Royalty Pharma plc | 1.66% | 2.28% | 3.29% | 2.85% | 1.92% | 1.71% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CSX vs. RPRX - Financials Comparison
This section allows you to compare key financial metrics between CSX Corporation and Royalty Pharma plc. 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
CSX vs. RPRX - Profitability Comparison
CSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CSX Corporation reported a gross profit of 0.00 and revenue of 3.48B. Therefore, the gross margin over that period was 0.0%.
RPRX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported a gross profit of 0.00 and revenue of 631.00M. Therefore, the gross margin over that period was 0.0%.
CSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CSX Corporation reported an operating income of 1.25B and revenue of 3.48B, resulting in an operating margin of 36.0%.
RPRX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported an operating income of 563.00M and revenue of 631.00M, resulting in an operating margin of 89.2%.
CSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CSX Corporation reported a net income of 807.00M and revenue of 3.48B, resulting in a net margin of 23.2%.
RPRX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported a net income of 295.00M and revenue of 631.00M, resulting in a net margin of 46.8%.
Frequently Asked Questions
CSX and RPRX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPRX has higher volatility (6.44%) compared to CSX (6.02%). In terms of maximum drawdown, CSX dropped -69.19% vs RPRX's -49.68%.
RPRX currently has the higher Sharpe Ratio (3.03 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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