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CSX vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSX and SCCO 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.


-0.50.00.51.00.4

Performance

CSX vs. SCCO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-13.87%
CSX
SCCO

Key characteristics

Sharpe Ratio

CSX:

-0.35

SCCO:

0.43

Sortino Ratio

CSX:

-0.36

SCCO:

0.89

Omega Ratio

CSX:

0.96

SCCO:

1.10

Calmar Ratio

CSX:

-0.44

SCCO:

0.61

Martin Ratio

CSX:

-0.79

SCCO:

1.20

Ulcer Index

CSX:

9.45%

SCCO:

13.44%

Daily Std Dev

CSX:

21.34%

SCCO:

37.40%

Max Drawdown

CSX:

-69.19%

SCCO:

-78.57%

Current Drawdown

CSX:

-16.85%

SCCO:

-26.34%

Fundamentals

Market Cap

CSX:

$63.50B

SCCO:

$76.46B

EPS

CSX:

$1.88

SCCO:

$3.83

PE Ratio

CSX:

17.52

SCCO:

25.26

PEG Ratio

CSX:

2.08

SCCO:

1.20

Total Revenue (TTM)

CSX:

$14.68B

SCCO:

$10.94B

Gross Profit (TTM)

CSX:

$5.45B

SCCO:

$5.25B

EBITDA (TTM)

CSX:

$7.17B

SCCO:

$6.01B

Returns By Period

In the year-to-date period, CSX achieves a -7.66% return, which is significantly lower than SCCO's 11.74% return. Over the past 10 years, CSX has underperformed SCCO with an annualized return of 11.78%, while SCCO has yielded a comparatively higher 16.95% annualized return.


CSX

YTD

-7.66%

1M

-8.43%

6M

-4.54%

1Y

-6.83%

5Y*

6.69%

10Y*

11.78%

SCCO

YTD

11.74%

1M

-8.71%

6M

-11.85%

1Y

13.20%

5Y*

22.72%

10Y*

16.95%

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Risk-Adjusted Performance

CSX vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Southern Copper Corporation (SCCO). 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 -0.35, compared to the broader market-4.00-2.000.002.00-0.350.35
The chart of Sortino ratio for CSX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.360.79
The chart of Omega ratio for CSX, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.09
The chart of Calmar ratio for CSX, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.440.50
The chart of Martin ratio for CSX, currently valued at -0.79, compared to the broader market0.0010.0020.00-0.790.97
CSX
SCCO

The current CSX Sharpe Ratio is -0.35, which is lower than the SCCO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CSX and SCCO, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
0.35
CSX
SCCO

Dividends

CSX vs. SCCO - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.52%, less than SCCO's 2.25% yield.


TTM20232022202120202019201820172016201520142013
CSX
CSX Corporation
1.52%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
SCCO
Southern Copper Corporation
2.25%4.67%5.82%5.19%2.31%4.83%4.57%1.25%0.56%1.31%1.64%2.38%

Drawdowns

CSX vs. SCCO - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, smaller than the maximum SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for CSX and SCCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
-26.34%
CSX
SCCO

Volatility

CSX vs. SCCO - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 6.00%, while Southern Copper Corporation (SCCO) has a volatility of 9.75%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than SCCO 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
9.75%
CSX
SCCO

Financials

CSX vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and Southern Copper 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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