PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GIC vs. CSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GIC and CSX is 0.28, 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.


-0.50.00.51.00.3

Performance

GIC vs. CSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Industrial Company (GIC) and CSX Corporation (CSX). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
192.76%
2,592.76%
GIC
CSX

Key characteristics

Sharpe Ratio

GIC:

-0.93

CSX:

-0.28

Sortino Ratio

GIC:

-1.16

CSX:

-0.26

Omega Ratio

GIC:

0.83

CSX:

0.97

Calmar Ratio

GIC:

-0.75

CSX:

-0.36

Martin Ratio

GIC:

-1.32

CSX:

-0.63

Ulcer Index

GIC:

25.26%

CSX:

9.51%

Daily Std Dev

GIC:

35.87%

CSX:

21.34%

Max Drawdown

GIC:

-98.09%

CSX:

-69.19%

Current Drawdown

GIC:

-44.62%

CSX:

-16.14%

Fundamentals

Market Cap

GIC:

$1.00B

CSX:

$63.50B

EPS

GIC:

$1.70

CSX:

$1.88

PE Ratio

GIC:

15.39

CSX:

17.52

PEG Ratio

GIC:

0.91

CSX:

2.08

Total Revenue (TTM)

GIC:

$1.33B

CSX:

$14.68B

Gross Profit (TTM)

GIC:

$457.90M

CSX:

$5.45B

EBITDA (TTM)

GIC:

$95.40M

CSX:

$7.17B

Returns By Period

In the year-to-date period, GIC achieves a -33.21% return, which is significantly lower than CSX's -6.88% return. Over the past 10 years, GIC has outperformed CSX with an annualized return of 13.43%, while CSX has yielded a comparatively lower 11.81% annualized return.


GIC

YTD

-33.21%

1M

-7.73%

6M

-19.71%

1Y

-32.65%

5Y*

4.12%

10Y*

13.43%

CSX

YTD

-6.88%

1M

-7.56%

6M

-4.02%

1Y

-6.31%

5Y*

6.86%

10Y*

11.81%

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

GIC vs. CSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Industrial Company (GIC) 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 GIC, currently valued at -0.93, compared to the broader market-4.00-2.000.002.00-0.93-0.28
The chart of Sortino ratio for GIC, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.16-0.26
The chart of Omega ratio for GIC, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.97
The chart of Calmar ratio for GIC, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75-0.36
The chart of Martin ratio for GIC, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.32-0.63
GIC
CSX

The current GIC Sharpe Ratio is -0.93, which is lower than the CSX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GIC 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.93
-0.28
GIC
CSX

Dividends

GIC vs. CSX - Dividend Comparison

GIC's dividend yield for the trailing twelve months is around 3.97%, more than CSX's 1.51% yield.


TTM20232022202120202019201820172016201520142013
GIC
Global Industrial Company
3.97%2.06%3.06%4.01%9.53%1.91%39.51%1.05%1.14%0.00%0.00%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

GIC vs. CSX - Drawdown Comparison

The maximum GIC drawdown since its inception was -98.09%, which is greater than CSX's maximum drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for GIC and CSX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.62%
-16.14%
GIC
CSX

Volatility

GIC vs. CSX - Volatility Comparison

Global Industrial Company (GIC) and CSX Corporation (CSX) have volatilities of 5.91% and 6.13%, 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.91%
6.13%
GIC
CSX

Financials

GIC vs. CSX - Financials Comparison

This section allows you to compare key financial metrics between Global Industrial Company 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab