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CSX vs. UL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSX vs. UL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSX Corporation (CSX) and The Unilever Group (UL). 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 32.06% return, which is significantly higher than UL's -8.35% return. Over the past 10 years, CSX has outperformed UL with an annualized return of 20.06%, while UL has yielded a comparatively lower 5.33% annualized return.


CSX

1D
0.43%
1M
4.50%
YTD
32.06%
6M
28.04%
1Y
50.19%
3Y*
14.99%
5Y*
9.45%
10Y*
20.06%

UL

1D
1.03%
1M
4.77%
YTD
-8.35%
6M
-7.70%
1Y
-13.60%
3Y*
5.05%
5Y*
0.66%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSX vs. UL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSX
CSX Corporation
32.06%14.13%-5.65%13.51%-16.58%25.70%27.09%18.06%14.47%55.48%
UL
The Unilever Group
-8.35%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%

Correlation

The correlation between CSX and UL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.22

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1988

0.27

Fundamentals

Market Cap

CSX:

$88.58B

UL:

$129.35B

EPS

CSX:

$1.63

UL:

€5.06

PE Ratio

CSX:

29.10

UL:

10.06

PS Ratio

CSX:

6.27

UL:

1.09

PB Ratio

CSX:

6.52

UL:

7.20

Total Revenue (TTM)

CSX:

$14.15B

UL:

€109.27B

Gross Profit (TTM)

CSX:

$3.64B

UL:

€90.89B

EBITDA (TTM)

CSX:

$5.55B

UL:

€24.12B

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Return for Risk

CSX vs. UL — Risk / Return Rank

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

CSX
CSX Risk / Return Rank: 9090
Overall Rank
CSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CSX Omega Ratio Rank: 8989
Omega Ratio Rank
CSX Calmar Ratio Rank: 9090
Calmar Ratio Rank
CSX Martin Ratio Rank: 9090
Martin Ratio Rank

UL
UL Risk / Return Rank: 1616
Overall Rank
UL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1414
Sortino Ratio Rank
UL Omega Ratio Rank: 1515
Omega Ratio Rank
UL Calmar Ratio Rank: 2121
Calmar Ratio Rank
UL Martin Ratio Rank: 1515
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. UL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and The Unilever Group (UL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSXULDifference
Sharpe ratioReturn per unit of total volatility

+2.91

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.39

0.90

+0.49

Calmar ratioReturn relative to maximum drawdown

4.14

-0.60

+4.73

Martin ratioReturn relative to average drawdown

11.06

-1.23

+12.29

CSX vs. UL - Sharpe Ratio Comparison

The current CSX Sharpe Ratio is 2.21, which is higher than the UL Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of CSX and UL, 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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Drawdowns

CSX vs. UL - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, which is greater than UL's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for CSX and UL.


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Drawdown Indicators


CSXULDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-53.55%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-25.09%

+13.20%

Max Drawdown (3Y)

Largest decline over 3 years

-29.44%

-25.09%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-26.53%

-2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-30.13%

-10.42%

Current Drawdown

Current decline from peak

0.00%

-19.64%

+19.64%

Average Drawdown

Average peak-to-trough decline

-15.91%

-10.61%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

12.20%

-7.76%

Volatility

CSX vs. UL - Volatility Comparison

CSX Corporation (CSX) has a higher volatility of 6.54% compared to The Unilever Group (UL) at 6.11%. This indicates that CSX's price experiences larger fluctuations and is considered to be riskier than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSXULDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

6.11%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

16.78%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

21.50%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

20.87%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.82%

21.61%

+6.21%

Dividends

CSX vs. UL - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.14%, less than UL's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
CSX
CSX Corporation
1.14%1.43%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%
UL
The Unilever Group
3.87%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

CSX vs. UL - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and The Unilever Group. 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


5.00B10.00B15.00B20.00B25.00B30.00B20222023202420252026
3.48B
18.38B
(CSX) Total Revenue
(UL) Total Revenue
Please note, different currencies. CSX values in USD, UL values in EUR

CSX vs. UL - Profitability Comparison

The chart below illustrates the profitability comparison between CSX Corporation and The Unilever Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
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%.

UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. 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%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

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%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.


Frequently Asked Questions


CSX and UL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSX has higher volatility (6.54%) compared to UL (6.11%). In terms of maximum drawdown, CSX dropped -69.19% vs UL's -53.55%.

CSX currently has the higher Sharpe Ratio (2.21 vs -0.70), 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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