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NSC vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NSC vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norfolk Southern Corporation (NSC) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.60%
13.13%
NSC
VIGIX

Returns By Period

In the year-to-date period, NSC achieves a 13.95% return, which is significantly lower than VIGIX's 28.44% return. Over the past 10 years, NSC has underperformed VIGIX with an annualized return of 11.01%, while VIGIX has yielded a comparatively higher 15.46% annualized return.


NSC

YTD

13.95%

1M

4.92%

6M

15.60%

1Y

27.64%

5Y (annualized)

8.99%

10Y (annualized)

11.01%

VIGIX

YTD

28.44%

1M

2.17%

6M

13.82%

1Y

35.46%

5Y (annualized)

18.63%

10Y (annualized)

15.46%

Key characteristics


NSCVIGIX
Sharpe Ratio1.062.12
Sortino Ratio1.942.75
Omega Ratio1.221.39
Calmar Ratio1.132.78
Martin Ratio3.6810.97
Ulcer Index7.96%3.28%
Daily Std Dev27.69%17.02%
Max Drawdown-67.74%-57.17%
Current Drawdown-5.38%-2.70%

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Correlation

-0.50.00.51.00.5

The correlation between NSC and VIGIX is 0.52, 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.

Risk-Adjusted Performance

NSC vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 1.06, compared to the broader market-4.00-2.000.002.004.001.062.08
The chart of Sortino ratio for NSC, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.001.942.71
The chart of Omega ratio for NSC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.39
The chart of Calmar ratio for NSC, currently valued at 1.13, compared to the broader market0.002.004.006.001.132.74
The chart of Martin ratio for NSC, currently valued at 3.68, compared to the broader market0.0010.0020.0030.003.6810.78
NSC
VIGIX

The current NSC Sharpe Ratio is 1.06, which is lower than the VIGIX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of NSC and VIGIX, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.06
2.08
NSC
VIGIX

Dividends

NSC vs. VIGIX - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.05%, more than VIGIX's 0.49% yield.


TTM20232022202120202019201820172016201520142013
NSC
Norfolk Southern Corporation
2.05%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

NSC vs. VIGIX - Drawdown Comparison

The maximum NSC drawdown since its inception was -67.74%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for NSC and VIGIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.38%
-2.70%
NSC
VIGIX

Volatility

NSC vs. VIGIX - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 12.03% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 5.40%. This indicates that NSC's price experiences larger fluctuations and is considered to be riskier than VIGIX 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%JuneJulyAugustSeptemberOctoberNovember
12.03%
5.40%
NSC
VIGIX