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

Correlation

The correlation between CSX and WAB is 0.52, 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.


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.

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Key characteristics

Sharpe Ratio

CSX:

-0.25

WAB:

0.86

Sortino Ratio

CSX:

-0.18

WAB:

1.31

Omega Ratio

CSX:

0.98

WAB:

1.20

Calmar Ratio

CSX:

-0.22

WAB:

1.07

Martin Ratio

CSX:

-0.56

WAB:

3.21

Ulcer Index

CSX:

11.29%

WAB:

7.84%

Daily Std Dev

CSX:

25.80%

WAB:

28.02%

Max Drawdown

CSX:

-69.19%

WAB:

-71.84%

Current Drawdown

CSX:

-17.20%

WAB:

-1.86%

Fundamentals

Market Cap

CSX:

$58.84B

WAB:

$35.20B

EPS

CSX:

$1.68

WAB:

$6.44

PE Ratio

CSX:

18.64

WAB:

31.94

PEG Ratio

CSX:

2.11

WAB:

3.92

PS Ratio

CSX:

4.12

WAB:

3.35

PB Ratio

CSX:

4.83

WAB:

3.37

Total Revenue (TTM)

CSX:

$14.28B

WAB:

$10.50B

Gross Profit (TTM)

CSX:

$5.04B

WAB:

$3.31B

EBITDA (TTM)

CSX:

$6.73B

WAB:

$2.02B

Returns By Period

In the year-to-date period, CSX achieves a -2.55% return, which is significantly lower than WAB's 8.63% return. Over the past 10 years, CSX has outperformed WAB with an annualized return of 12.05%, while WAB has yielded a comparatively lower 7.97% annualized return.


CSX

YTD

-2.55%

1M

13.15%

6M

-10.19%

1Y

-5.20%

5Y*

8.63%

10Y*

12.05%

WAB

YTD

8.63%

1M

20.34%

6M

5.53%

1Y

22.79%

5Y*

30.27%

10Y*

7.97%

*Annualized

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Risk-Adjusted Performance

CSX vs. WAB — 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 3535
Overall Rank
The Sharpe Ratio Rank of CSX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CSX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CSX is 3939
Martin Ratio Rank

WAB
The Risk-Adjusted Performance Rank of WAB is 7979
Overall Rank
The Sharpe Ratio Rank of WAB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of WAB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of WAB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WAB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WAB is 8080
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. 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.


The current CSX Sharpe Ratio is -0.25, which is lower than the WAB Sharpe Ratio of 0.86. 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.


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Dividends

CSX vs. WAB - Dividend Comparison

CSX's dividend yield for the trailing twelve months is around 1.56%, more than WAB's 0.41% yield.


TTM20242023202220212020201920182017201620152014
CSX
CSX Corporation
1.56%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%
WAB
Westinghouse Air Brake Technologies Corporation
0.41%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%

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.


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Volatility

CSX vs. WAB - Volatility Comparison

The current volatility for CSX Corporation (CSX) is 6.90%, while Westinghouse Air Brake Technologies Corporation (WAB) has a volatility of 8.17%. This indicates that CSX experiences smaller price fluctuations and is considered to be less risky than WAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


2.00B2.50B3.00B3.50B4.00B20212022202320242025
3.42B
2.61B
(CSX) Total Revenue
(WAB) Total Revenue
Values in USD except per share items

CSX vs. WAB - Profitability Comparison

The chart below illustrates the profitability comparison between CSX Corporation and Westinghouse Air Brake Technologies Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20212022202320242025
30.4%
34.5%
(CSX) Gross Margin
(WAB) Gross Margin
CSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CSX Corporation reported a gross profit of 1.04B and revenue of 3.42B. Therefore, the gross margin over that period was 30.4%.

WAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported a gross profit of 900.00M and revenue of 2.61B. Therefore, the gross margin over that period was 34.5%.

CSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CSX Corporation reported an operating income of 1.04B and revenue of 3.42B, resulting in an operating margin of 30.4%.

WAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported an operating income of 474.00M and revenue of 2.61B, resulting in an operating margin of 18.2%.

CSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CSX Corporation reported a net income of 646.00M and revenue of 3.42B, resulting in a net margin of 18.9%.

WAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported a net income of 322.00M and revenue of 2.61B, resulting in a net margin of 12.3%.