IYT vs. CSX
IYT (iShares Transportation Average ETF) is Transportation Equities fund tracking the Dow Jones Transportation Average Index, while CSX (CSX Corporation) is a stock. Over the past 10 years, IYT returned 10.45%/yr vs 19.66%/yr for CSX. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
IYT vs. CSX - Performance Comparison
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Returns By Period
In the year-to-date period, IYT achieves a 12.55% return, which is significantly lower than CSX's 28.93% return. Over the past 10 years, IYT has underperformed CSX with an annualized return of 10.45%, while CSX has yielded a comparatively higher 19.66% annualized return.
IYT
- 1D
- -0.50%
- 1M
- 7.67%
- YTD
- 12.55%
- 6M
- 11.63%
- 1Y
- 29.07%
- 3Y*
- 14.58%
- 5Y*
- 5.54%
- 10Y*
- 10.45%
CSX
- 1D
- 0.65%
- 1M
- 4.16%
- YTD
- 28.93%
- 6M
- 30.00%
- 1Y
- 47.82%
- 3Y*
- 14.94%
- 5Y*
- 8.40%
- 10Y*
- 19.66%
IYT vs. CSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 12.55% | 11.48% | 4.10% | 24.62% | -21.74% | 26.41% | 14.20% | 20.11% | -12.87% | 18.89% |
CSX CSX Corporation | 28.93% | 14.13% | -5.65% | 13.51% | -16.58% | 25.70% | 27.09% | 18.06% | 14.47% | 55.48% |
Correlation
The correlation between IYT and CSX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2003 | 0.74 |
The correlation between IYT and CSX shifts across timeframes, from 0.63 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IYT vs. CSX — Risk / Return Rank
IYT
CSX
IYT vs. CSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) 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.
| IYT | CSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 4.04 | -1.63 |
| Martin ratioReturn relative to average drawdown | 7.80 | 10.81 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYT | CSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 2.17 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.36 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.43 | -0.01 |
Drawdowns
IYT vs. CSX - Drawdown Comparison
The maximum IYT drawdown since its inception was -60.39%, smaller than the maximum CSX drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for IYT and CSX.
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Drawdown Indicators
| IYT | CSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.39% | -69.19% | +8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -11.89% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -26.35% | -29.44% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -29.44% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | -40.55% | -0.73% |
Current DrawdownCurrent decline from peak | -1.50% | -1.18% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -15.92% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 4.44% | -0.70% |
Volatility
IYT vs. CSX - Volatility Comparison
The current volatility for iShares Transportation Average ETF (IYT) is 5.92%, while CSX Corporation (CSX) has a volatility of 6.56%. This indicates that IYT experiences smaller price fluctuations and is considered to be less risky than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYT | CSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 6.56% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.44% | 16.13% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 22.27% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.29% | 23.47% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.14% | 27.81% | -4.67% |
Dividends
IYT vs. CSX - Dividend Comparison
IYT's dividend yield for the trailing twelve months is around 0.96%, less than CSX's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.16% | 1.43% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% |
IYT iShares Transportation Average ETF | 0.96% | 1.00% | 1.08% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% |
Frequently Asked Questions
IYT and CSX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSX has higher volatility (6.56%) compared to IYT (5.92%). In terms of maximum drawdown, IYT dropped -60.39% vs CSX's -69.19%.
CSX currently has the higher Sharpe Ratio (2.17 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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