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

Correlation

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.


-0.50.00.51.00.5

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%JulyAugustSeptemberOctoberNovemberDecember
3.84%
10.59%
NSC
VIGIX

Key characteristics

Sharpe Ratio

NSC:

0.03

VIGIX:

1.92

Sortino Ratio

NSC:

0.29

VIGIX:

2.50

Omega Ratio

NSC:

1.03

VIGIX:

1.35

Calmar Ratio

NSC:

0.04

VIGIX:

2.60

Martin Ratio

NSC:

0.12

VIGIX:

10.20

Ulcer Index

NSC:

8.30%

VIGIX:

3.30%

Daily Std Dev

NSC:

27.66%

VIGIX:

17.48%

Max Drawdown

NSC:

-67.74%

VIGIX:

-57.17%

Current Drawdown

NSC:

-17.15%

VIGIX:

-3.64%

Returns By Period

In the year-to-date period, NSC achieves a -0.22% return, which is significantly lower than VIGIX's 33.20% return. Over the past 10 years, NSC has underperformed VIGIX with an annualized return of 10.05%, while VIGIX has yielded a comparatively higher 15.77% annualized return.


NSC

YTD

-0.22%

1M

-11.21%

6M

3.84%

1Y

2.64%

5Y*

5.60%

10Y*

10.05%

VIGIX

YTD

33.20%

1M

3.24%

6M

9.96%

1Y

32.98%

5Y*

18.66%

10Y*

15.77%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 0.03, compared to the broader market-4.00-2.000.002.000.031.89
The chart of Sortino ratio for NSC, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.292.46
The chart of Omega ratio for NSC, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.35
The chart of Calmar ratio for NSC, currently valued at 0.04, compared to the broader market0.002.004.006.000.042.55
The chart of Martin ratio for NSC, currently valued at 0.12, compared to the broader market0.0010.0020.000.129.98
NSC
VIGIX

The current NSC Sharpe Ratio is 0.03, which is lower than the VIGIX Sharpe Ratio of 1.92. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.89
NSC
VIGIX

Dividends

NSC vs. VIGIX - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.34%, more than VIGIX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
NSC
Norfolk Southern Corporation
2.34%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
0.33%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%JulyAugustSeptemberOctoberNovemberDecember
-17.15%
-3.64%
NSC
VIGIX

Volatility

NSC vs. VIGIX - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 6.84% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 4.84%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.84%
4.84%
NSC
VIGIX
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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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