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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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
0.83%
CSX
UNP

Key characteristics

Sharpe Ratio

CSX:

-0.35

UNP:

-0.25

Sortino Ratio

CSX:

-0.36

UNP:

-0.24

Omega Ratio

CSX:

0.96

UNP:

0.97

Calmar Ratio

CSX:

-0.44

UNP:

-0.31

Martin Ratio

CSX:

-0.79

UNP:

-0.76

Ulcer Index

CSX:

9.45%

UNP:

6.36%

Daily Std Dev

CSX:

21.34%

UNP:

19.13%

Max Drawdown

CSX:

-69.19%

UNP:

-67.49%

Current Drawdown

CSX:

-16.85%

UNP:

-13.45%

Fundamentals

Market Cap

CSX:

$63.50B

UNP:

$139.37B

EPS

CSX:

$1.88

UNP:

$10.88

PE Ratio

CSX:

17.52

UNP:

21.13

PEG Ratio

CSX:

2.08

UNP:

2.41

Total Revenue (TTM)

CSX:

$14.68B

UNP:

$24.29B

Gross Profit (TTM)

CSX:

$5.45B

UNP:

$10.99B

EBITDA (TTM)

CSX:

$7.17B

UNP:

$12.39B

Returns By Period

In the year-to-date period, CSX achieves a -7.66% return, which is significantly lower than UNP's -6.56% return. Over the past 10 years, CSX has outperformed UNP with an annualized return of 11.78%, while UNP has yielded a comparatively lower 9.03% annualized return.


CSX

YTD

-7.66%

1M

-8.43%

6M

-4.54%

1Y

-6.83%

5Y*

6.69%

10Y*

11.78%

UNP

YTD

-6.56%

1M

-3.66%

6M

2.00%

1Y

-5.42%

5Y*

6.81%

10Y*

9.03%

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Risk-Adjusted Performance

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 -0.35, compared to the broader market-4.00-2.000.002.00-0.35-0.28
The chart of Sortino ratio for CSX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.36-0.29
The chart of Omega ratio for CSX, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.97
The chart of Calmar ratio for CSX, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.35
The chart of Martin ratio for CSX, currently valued at -0.79, compared to the broader market0.0010.0020.00-0.79-0.85
CSX
UNP

The current CSX Sharpe Ratio is -0.35, which is lower than the UNP Sharpe Ratio of -0.25. 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
-0.28
CSX
UNP

Dividends

CSX vs. UNP - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.52%, less than UNP's 2.35% 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%
UNP
Union Pacific Corporation
2.35%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%

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%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
-13.45%
CSX
UNP

Volatility

CSX vs. UNP - Volatility Comparison

CSX Corporation (CSX) and Union Pacific Corporation (UNP) have volatilities of 6.00% and 6.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
6.14%
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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