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

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.

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Returns By Period

In the year-to-date period, CSX achieves a 39.92% return, which is significantly higher than UNP's 27.61% return. Over the past 10 years, CSX has outperformed UNP with an annualized return of 20.19%, while UNP has yielded a comparatively lower 14.84% annualized return.


CSX

1D
0.42%
1M
3.09%
6M
34.32%
YTD
39.92%
1Y
45.99%
3Y*
16.45%
5Y*
10.79%
10Y*
20.19%
ALL TIME*
13.21%

UNP

1D
0.92%
1M
3.50%
6M
25.56%
YTD
27.61%
1Y
36.17%
3Y*
10.51%
5Y*
8.38%
10Y*
14.84%
ALL TIME*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$844.52M$695.06M$623.95M
$1.15B$928.45M$827.36M

CSX vs. UNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSX
CSX Corporation
39.92%14.13%-5.65%13.51%-16.58%25.70%27.09%18.06%14.47%55.48%
UNP
Union Pacific Corporation
27.61%3.86%-5.10%21.61%-15.93%23.31%17.64%33.70%5.26%32.30%

Correlation

The correlation between CSX and UNP is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 3, 1980

0.59

The correlation between CSX and UNP shifts across timeframes, from 0.59 (all time) to 0.74 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CSX:

$93.36B

UNP:

$173.55B

EPS

CSX:

$1.73

UNP:

$8.99

PE Ratio

CSX:

29.13

UNP:

32.48

PS Ratio

CSX:

6.47

UNP:

9.35

PB Ratio

CSX:

6.65

UNP:

8.39K

Total Revenue (TTM)

CSX:

$14.51B

UNP:

$18.55B

Gross Profit (TTM)

CSX:

$4.03B

UNP:

$8.44B

EBITDA (TTM)

CSX:

$5.64B

UNP:

$9.81B

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Return for Risk

CSX vs. UNP — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 8989
Sortino Ratio Rank
CSX Omega Ratio Rank: 8989
Omega Ratio Rank
CSX Calmar Ratio Rank: 9191
Calmar Ratio Rank
CSX Martin Ratio Rank: 9090
Martin Ratio Rank

UNP
UNP Risk / Return Rank: 8585
Overall Rank
UNP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UNP Sortino Ratio Rank: 8585
Sortino Ratio Rank
UNP Omega Ratio Rank: 8484
Omega Ratio Rank
UNP Calmar Ratio Rank: 8686
Calmar Ratio Rank
UNP Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSX vs. UNP - Risk-Adjusted Trends 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.

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.


CSXUNPDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratioReturn relative to maximum drawdown

3.70

2.83

+0.87

Martin ratioReturn relative to average drawdown

9.75

7.61

+2.14

CSX vs. UNP - Sharpe Ratio Comparison

The current CSX Sharpe Ratio is 1.91, which is comparable to the UNP Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CSX and UNP, 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. 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.


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Drawdown Indicators


CSXUNPDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-67.49%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-12.28%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-29.44%

-17.75%

-11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-31.83%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-38.72%

-1.83%

Current Drawdown

Current decline from peak

-5.32%

-4.94%

-0.38%

Average Drawdown

Average peak-to-trough decline

-15.87%

-17.03%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

4.56%

-0.05%

Volatility

CSX vs. UNP - Volatility Comparison

CSX Corporation (CSX) has a higher volatility of 7.88% compared to Union Pacific Corporation (UNP) at 7.46%. 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.


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Volatility by Period


CSXUNPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

7.46%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

17.76%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

22.24%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.47%

22.99%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.76%

25.35%

+2.41%

Dividends

CSX vs. UNP - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.07%, less than UNP's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
CSX
CSX Corporation
1.07%1.43%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%
UNP
Union Pacific Corporation
1.89%2.35%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%

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

Frequently Asked Questions


CSX and UNP have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSX has higher volatility (7.88%) compared to UNP (7.46%). In terms of maximum drawdown, CSX dropped -69.19% vs UNP's -67.49%.

CSX currently has the higher Sharpe Ratio (1.91 vs 1.57), 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

Find the right allocation for CSX and UNP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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