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

Correlation

The correlation between CSX and UNP is 0.60, 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.


-0.50.00.51.00.6

Performance

CSX vs. UNP - Performance Comparison

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

8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%AugustSeptemberOctoberNovemberDecember2025
16,893.77%
8,456.82%
CSX
UNP

Key characteristics

Sharpe Ratio

CSX:

-0.16

UNP:

0.08

Sortino Ratio

CSX:

-0.08

UNP:

0.26

Omega Ratio

CSX:

0.99

UNP:

1.03

Calmar Ratio

CSX:

-0.21

UNP:

0.10

Martin Ratio

CSX:

-0.34

UNP:

0.22

Ulcer Index

CSX:

10.27%

UNP:

6.89%

Daily Std Dev

CSX:

21.52%

UNP:

19.29%

Max Drawdown

CSX:

-69.19%

UNP:

-67.49%

Current Drawdown

CSX:

-13.83%

UNP:

-9.70%

Fundamentals

Market Cap

CSX:

$63.58B

UNP:

$142.40B

EPS

CSX:

$1.87

UNP:

$10.85

PE Ratio

CSX:

17.50

UNP:

21.59

PEG Ratio

CSX:

2.11

UNP:

2.46

Total Revenue (TTM)

CSX:

$11.00B

UNP:

$18.13B

Gross Profit (TTM)

CSX:

$4.14B

UNP:

$8.22B

EBITDA (TTM)

CSX:

$5.43B

UNP:

$9.28B

Returns By Period

In the year-to-date period, CSX achieves a 1.43% return, which is significantly lower than UNP's 2.73% return. Over the past 10 years, CSX has outperformed UNP with an annualized return of 12.73%, while UNP has yielded a comparatively lower 9.92% annualized return.


CSX

YTD

1.43%

1M

3.64%

6M

-5.00%

1Y

-3.97%

5Y*

6.53%

10Y*

12.73%

UNP

YTD

2.73%

1M

4.33%

6M

-2.25%

1Y

0.61%

5Y*

7.14%

10Y*

9.92%

*Annualized

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Risk-Adjusted Performance

CSX vs. UNP — Risk-Adjusted Performance Rank

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

CSX
The Risk-Adjusted Performance Rank of CSX is 3434
Overall Rank
The Sharpe Ratio Rank of CSX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CSX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CSX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CSX is 3939
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 4545
Overall Rank
The Sharpe Ratio Rank of UNP is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3939
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3838
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSX vs. UNP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Union Pacific Corporation (UNP). 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 -0.16, compared to the broader market-2.000.002.004.00-0.160.08
The chart of Sortino ratio for CSX, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.080.26
The chart of Omega ratio for CSX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.03
The chart of Calmar ratio for CSX, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.210.10
The chart of Martin ratio for CSX, currently valued at -0.34, compared to the broader market-10.000.0010.0020.00-0.340.22
CSX
UNP

The current CSX Sharpe Ratio is -0.16, which is lower than the UNP Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CSX and UNP, 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.16
0.08
CSX
UNP

Dividends

CSX vs. UNP - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.47%, less than UNP's 2.25% yield.


TTM20242023202220212020201920182017201620152014
CSX
CSX Corporation
1.47%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%
UNP
Union Pacific Corporation
2.25%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%

Drawdowns

CSX vs. UNP - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, roughly equal to the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for CSX and UNP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.83%
-9.70%
CSX
UNP

Volatility

CSX vs. UNP - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 4.80%, while Union Pacific Corporation (UNP) has a volatility of 5.39%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than UNP 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%AugustSeptemberOctoberNovemberDecember2025
4.80%
5.39%
CSX
UNP

Financials

CSX vs. UNP - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and Union Pacific 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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