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NSC vs. CMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NSC and CMI is 0.41, 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.


-0.50.00.51.00.4

Performance

NSC vs. CMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norfolk Southern Corporation (NSC) and Cummins Inc. (CMI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.81%
27.21%
NSC
CMI

Key characteristics

Sharpe Ratio

NSC:

0.40

CMI:

2.53

Sortino Ratio

NSC:

0.90

CMI:

3.54

Omega Ratio

NSC:

1.10

CMI:

1.44

Calmar Ratio

NSC:

0.43

CMI:

4.98

Martin Ratio

NSC:

1.20

CMI:

13.40

Ulcer Index

NSC:

9.12%

CMI:

4.54%

Daily Std Dev

NSC:

27.70%

CMI:

24.02%

Max Drawdown

NSC:

-67.74%

CMI:

-75.66%

Current Drawdown

NSC:

-11.86%

CMI:

-4.45%

Fundamentals

Market Cap

NSC:

$55.91B

CMI:

$50.26B

EPS

NSC:

$10.57

CMI:

$15.28

PE Ratio

NSC:

23.21

CMI:

23.98

PEG Ratio

NSC:

2.22

CMI:

0.73

Total Revenue (TTM)

NSC:

$9.10B

CMI:

$25.66B

Gross Profit (TTM)

NSC:

$2.53B

CMI:

$6.34B

EBITDA (TTM)

NSC:

$4.04B

CMI:

$5.32B

Returns By Period

In the year-to-date period, NSC achieves a 4.53% return, which is significantly lower than CMI's 5.09% return. Over the past 10 years, NSC has underperformed CMI with an annualized return of 11.42%, while CMI has yielded a comparatively higher 13.08% annualized return.


NSC

YTD

4.53%

1M

3.17%

6M

8.81%

1Y

7.12%

5Y*

5.37%

10Y*

11.42%

CMI

YTD

5.09%

1M

4.46%

6M

27.21%

1Y

60.78%

5Y*

19.18%

10Y*

13.08%

*Annualized

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Risk-Adjusted Performance

NSC vs. CMI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSC
The Risk-Adjusted Performance Rank of NSC is 5959
Overall Rank
The Sharpe Ratio Rank of NSC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of NSC is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NSC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NSC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of NSC is 6060
Martin Ratio Rank

CMI
The Risk-Adjusted Performance Rank of CMI is 9595
Overall Rank
The Sharpe Ratio Rank of CMI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CMI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of CMI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of CMI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CMI is 9595
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.

NSC vs. CMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) and Cummins Inc. (CMI). 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 NSC, currently valued at 0.40, compared to the broader market-2.000.002.004.000.402.53
The chart of Sortino ratio for NSC, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.903.54
The chart of Omega ratio for NSC, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.44
The chart of Calmar ratio for NSC, currently valued at 0.43, compared to the broader market0.002.004.006.000.434.98
The chart of Martin ratio for NSC, currently valued at 1.20, compared to the broader market-10.000.0010.0020.0030.001.2013.40
NSC
CMI

The current NSC Sharpe Ratio is 0.40, which is lower than the CMI Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of NSC and CMI, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.40
2.53
NSC
CMI

Dividends

NSC vs. CMI - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.20%, more than CMI's 1.91% yield.


TTM20242023202220212020201920182017201620152014
NSC
Norfolk Southern Corporation
2.20%2.30%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%
CMI
Cummins Inc.
1.91%2.01%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%

Drawdowns

NSC vs. CMI - Drawdown Comparison

The maximum NSC drawdown since its inception was -67.74%, smaller than the maximum CMI drawdown of -75.66%. Use the drawdown chart below to compare losses from any high point for NSC and CMI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.86%
-4.45%
NSC
CMI

Volatility

NSC vs. CMI - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 5.79% compared to Cummins Inc. (CMI) at 5.37%. This indicates that NSC's price experiences larger fluctuations and is considered to be riskier than CMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
5.37%
NSC
CMI

Financials

NSC vs. CMI - Financials Comparison

This section allows you to compare key financial metrics between Norfolk Southern Corporation and Cummins Inc.. 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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