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

Correlation

The correlation between CSX and WAB is 0.45, 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.


-0.50.00.51.00.4

Performance

CSX vs. WAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSX Corporation (CSX) and Westinghouse Air Brake Technologies Corporation (WAB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
18.01%
CSX
WAB

Key characteristics

Sharpe Ratio

CSX:

-0.35

WAB:

2.73

Sortino Ratio

CSX:

-0.36

WAB:

3.78

Omega Ratio

CSX:

0.96

WAB:

1.53

Calmar Ratio

CSX:

-0.44

WAB:

4.66

Martin Ratio

CSX:

-0.79

WAB:

16.68

Ulcer Index

CSX:

9.45%

WAB:

3.35%

Daily Std Dev

CSX:

21.34%

WAB:

20.48%

Max Drawdown

CSX:

-69.19%

WAB:

-71.84%

Current Drawdown

CSX:

-16.85%

WAB:

-7.37%

Fundamentals

Market Cap

CSX:

$63.50B

WAB:

$34.07B

EPS

CSX:

$1.88

WAB:

$6.01

PE Ratio

CSX:

17.52

WAB:

32.98

PEG Ratio

CSX:

2.08

WAB:

3.92

Total Revenue (TTM)

CSX:

$14.68B

WAB:

$10.33B

Gross Profit (TTM)

CSX:

$5.45B

WAB:

$3.04B

EBITDA (TTM)

CSX:

$7.17B

WAB:

$2.13B

Returns By Period

In the year-to-date period, CSX achieves a -7.66% return, which is significantly lower than WAB's 50.68% return. Over the past 10 years, CSX has outperformed WAB with an annualized return of 11.78%, while WAB has yielded a comparatively lower 8.72% annualized return.


CSX

YTD

-7.66%

1M

-8.43%

6M

-4.54%

1Y

-6.83%

5Y*

6.69%

10Y*

11.78%

WAB

YTD

50.68%

1M

-2.66%

6M

16.96%

1Y

51.91%

5Y*

20.83%

10Y*

8.72%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CSX vs. WAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSX Corporation (CSX) and Westinghouse Air Brake Technologies Corporation (WAB). 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-4.00-2.000.002.00-0.352.55
The chart of Sortino ratio for CSX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.363.57
The chart of Omega ratio for CSX, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.50
The chart of Calmar ratio for CSX, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.444.33
The chart of Martin ratio for CSX, currently valued at -0.79, compared to the broader market0.0010.0020.00-0.7915.35
CSX
WAB

The current CSX Sharpe Ratio is -0.35, which is lower than the WAB Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of CSX and WAB, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.35
2.55
CSX
WAB

Dividends

CSX vs. WAB - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.52%, more than WAB's 0.42% 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%
WAB
Westinghouse Air Brake Technologies Corporation
0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%0.18%

Drawdowns

CSX vs. WAB - Drawdown Comparison

The maximum CSX drawdown since its inception was -69.19%, roughly equal to the maximum WAB drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for CSX and WAB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
-7.37%
CSX
WAB

Volatility

CSX vs. WAB - Volatility Comparison

CSX Corporation (CSX) and Westinghouse Air Brake Technologies Corporation (WAB) have volatilities of 6.00% and 6.15%, 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%
6.15%
CSX
WAB

Financials

CSX vs. WAB - Financials Comparison

This section allows you to compare key financial metrics between CSX Corporation and Westinghouse Air Brake Technologies 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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