FCX vs. CSX
Compare and contrast key facts about Freeport-McMoRan Inc. (FCX) and CSX Corporation (CSX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCX or CSX.
Key characteristics
| FCX | CSX | |
|---|---|---|
| YTD Return | 21.52% | -1.74% |
| 1Y Return | 42.59% | 8.00% |
| 3Y Return (Ann) | 6.86% | 0.86% |
| 5Y Return (Ann) | 37.12% | 6.83% |
| 10Y Return (Ann) | 5.54% | 15.37% |
| Sharpe Ratio | 1.26 | 0.46 |
| Daily Std Dev | 34.08% | 17.38% |
| Max Drawdown | -92.46% | -69.20% |
| Current Drawdown | -1.95% | -11.52% |
Fundamentals
| FCX | CSX | |
|---|---|---|
| Market Cap | $72.65B | $66.17B |
| EPS | $1.14 | $1.83 |
| PE Ratio | 44.25 | 18.50 |
| PEG Ratio | 0.20 | 2.03 |
| Revenue (TTM) | $23.79B | $14.63B |
| Gross Profit (TTM) | $9.71B | $7.39B |
| EBITDA (TTM) | $8.69B | $7.13B |
Correlation
The correlation between FCX and CSX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FCX vs. CSX - Performance Comparison
In the year-to-date period, FCX achieves a 21.52% return, which is significantly higher than CSX's -1.74% return. Over the past 10 years, FCX has underperformed CSX with an annualized return of 5.54%, while CSX has yielded a comparatively higher 15.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FCX vs. CSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and CSX Corporation (CSX). 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.
Dividends
FCX vs. CSX - Dividend Comparison
FCX's dividend yield for the trailing twelve months is around 1.16%, less than CSX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCX Freeport-McMoRan Inc. | 1.16% | 1.40% | 1.37% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 7.57% | 5.21% | 6.75% |
CSX CSX Corporation | 1.33% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
Drawdowns
FCX vs. CSX - Drawdown Comparison
The maximum FCX drawdown since its inception was -92.46%, which is greater than CSX's maximum drawdown of -69.20%. Use the drawdown chart below to compare losses from any high point for FCX and CSX. For additional features, visit the drawdowns tool.
Volatility
FCX vs. CSX - Volatility Comparison
Freeport-McMoRan Inc. (FCX) has a higher volatility of 9.66% compared to CSX Corporation (CSX) at 5.13%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FCX vs. CSX - Financials Comparison
This section allows you to compare key financial metrics between Freeport-McMoRan Inc. and CSX 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.
Total Revenue: Total amount of money received from sales and other business activities