CSX vs. UNP

In the year-to-date period, CSX achieves a 2.38% return, which is significantly higher than UNP's -2.53% return. Over the past 10 years, CSX has outperformed UNP with an annualized return of 12.74%, while UNP has yielded a comparatively lower 9.34% annualized return.

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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.

The current CSX Sharpe Ratio is 0.70, which is comparable to the UNP Sharpe Ratio of 0.55. 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.

CSX's dividend yield for the trailing twelve months is around 1.34%, less than UNP's 2.22% yield.

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.

CSX Corporation (CSX) has a higher volatility of 10.74% compared to Union Pacific Corporation (UNP) at 9.01%. This indicates that CSX's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.