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CSX vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSX vs. SLV - Performance Comparison

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

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Returns By Period

In the year-to-date period, CSX achieves a 28.34% return, which is significantly higher than SLV's 3.97% return. Over the past 10 years, CSX has outperformed SLV with an annualized return of 19.67%, while SLV has yielded a comparatively lower 15.63% annualized return.


CSX

1D
-0.45%
1M
2.98%
YTD
28.34%
6M
28.59%
1Y
46.83%
3Y*
14.52%
5Y*
8.30%
10Y*
19.67%

SLV

1D
1.16%
1M
1.62%
YTD
3.97%
6M
29.40%
1Y
113.72%
3Y*
45.73%
5Y*
21.04%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSX vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSX
CSX Corporation
28.34%14.13%-5.65%13.51%-16.58%25.70%27.09%18.06%14.47%55.48%
SLV
iShares Silver Trust
3.97%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between CSX and SLV is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 1, 2006

0.15

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Return for Risk

CSX vs. SLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSX
CSX Risk / Return Rank: 8888
Overall Rank
CSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CSX Omega Ratio Rank: 8686
Omega Ratio Rank
CSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSX Martin Ratio Rank: 8888
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 5151
Overall Rank
SLV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4242
Sortino Ratio Rank
SLV Omega Ratio Rank: 6060
Omega Ratio Rank
SLV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SLV Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSX vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and iShares Silver Trust (SLV). 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.


CSXSLVDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.96

2.69

+1.26

Martin ratioReturn relative to average drawdown

10.58

5.76

+4.82

CSX vs. SLV - Sharpe Ratio Comparison

The current CSX Sharpe Ratio is 2.12, which is comparable to the SLV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of CSX and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSXSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.94

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.58

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.49

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.25

+0.18

Drawdowns

CSX vs. SLV - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for CSX and SLV.


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Drawdown Indicators


CSXSLVDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-76.28%

+7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-42.45%

+30.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.44%

-42.45%

+13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-42.45%

+13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-42.81%

+2.26%

Current Drawdown

Current decline from peak

-1.63%

-36.57%

+34.94%

Average Drawdown

Average peak-to-trough decline

-15.92%

-44.67%

+28.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

19.81%

-15.37%

Volatility

CSX vs. SLV - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 6.57%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSXSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

16.34%

-9.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

58.31%

-42.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

58.90%

-36.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.47%

36.15%

-12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.81%

31.83%

-4.02%

Dividends

CSX vs. SLV - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.17%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSX
CSX Corporation
1.17%1.43%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSX and SLV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to CSX (6.57%). In terms of maximum drawdown, CSX dropped -69.19% vs SLV's -76.28%.

CSX currently has the higher Sharpe Ratio (2.12 vs 1.94), 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.

Portfolio Optimizer

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