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

Correlation

The correlation between GBX 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.


-0.50.00.51.00.4

Performance

GBX vs. CSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Greenbrier Companies, Inc. (GBX) and CSX Corporation (CSX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
661.80%
2,612.25%
GBX
CSX

Key characteristics

Sharpe Ratio

GBX:

1.40

CSX:

-0.28

Sortino Ratio

GBX:

2.15

CSX:

-0.26

Omega Ratio

GBX:

1.27

CSX:

0.97

Calmar Ratio

GBX:

1.75

CSX:

-0.36

Martin Ratio

GBX:

6.05

CSX:

-0.63

Ulcer Index

GBX:

8.17%

CSX:

9.51%

Daily Std Dev

GBX:

35.20%

CSX:

21.34%

Max Drawdown

GBX:

-95.61%

CSX:

-69.19%

Current Drawdown

GBX:

-8.86%

CSX:

-16.14%

Fundamentals

Market Cap

GBX:

$2.06B

CSX:

$63.50B

EPS

GBX:

$4.96

CSX:

$1.88

PE Ratio

GBX:

13.25

CSX:

17.52

PEG Ratio

GBX:

1.93

CSX:

2.08

Total Revenue (TTM)

GBX:

$2.73B

CSX:

$14.68B

Gross Profit (TTM)

GBX:

$432.70M

CSX:

$5.45B

EBITDA (TTM)

GBX:

$332.10M

CSX:

$7.17B

Returns By Period

In the year-to-date period, GBX achieves a 44.47% return, which is significantly higher than CSX's -6.88% return. Over the past 10 years, GBX has underperformed CSX with an annualized return of 4.82%, while CSX has yielded a comparatively higher 11.81% annualized return.


GBX

YTD

44.47%

1M

-3.09%

6M

25.35%

1Y

47.40%

5Y*

17.90%

10Y*

4.82%

CSX

YTD

-6.88%

1M

-7.56%

6M

-4.02%

1Y

-6.31%

5Y*

6.86%

10Y*

11.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GBX vs. CSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Greenbrier Companies, Inc. (GBX) 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.


Sharpe ratio
The chart of Sharpe ratio for GBX, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.40-0.28
The chart of Sortino ratio for GBX, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15-0.26
The chart of Omega ratio for GBX, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.97
The chart of Calmar ratio for GBX, currently valued at 1.75, compared to the broader market0.002.004.006.001.75-0.36
The chart of Martin ratio for GBX, currently valued at 6.05, compared to the broader market-5.000.005.0010.0015.0020.0025.006.05-0.63
GBX
CSX

The current GBX Sharpe Ratio is 1.40, which is higher than the CSX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GBX and CSX, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
-0.28
GBX
CSX

Dividends

GBX vs. CSX - Dividend Comparison

GBX's dividend yield for the trailing twelve months is around 1.92%, more than CSX's 1.51% yield.


TTM20232022202120202019201820172016201520142013
GBX
The Greenbrier Companies, Inc.
1.92%2.58%3.22%2.35%2.97%3.08%2.48%1.65%1.97%1.99%0.56%0.00%
CSX
CSX Corporation
1.51%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%

Drawdowns

GBX vs. CSX - Drawdown Comparison

The maximum GBX drawdown since its inception was -95.61%, which is greater than CSX's maximum drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for GBX and CSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.86%
-16.14%
GBX
CSX

Volatility

GBX vs. CSX - Volatility Comparison

The Greenbrier Companies, Inc. (GBX) has a higher volatility of 6.58% compared to CSX Corporation (CSX) at 6.13%. This indicates that GBX'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.58%
6.13%
GBX
CSX

Financials

GBX vs. CSX - Financials Comparison

This section allows you to compare key financial metrics between The Greenbrier Companies, 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.


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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