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

Correlation

The correlation between NSC and VOO is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NSC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norfolk Southern Corporation (NSC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
440.79%
576.04%
NSC
VOO

Key characteristics

Sharpe Ratio

NSC:

0.01

VOO:

0.75

Sortino Ratio

NSC:

0.24

VOO:

1.15

Omega Ratio

NSC:

1.03

VOO:

1.17

Calmar Ratio

NSC:

0.01

VOO:

0.77

Martin Ratio

NSC:

0.02

VOO:

3.04

Ulcer Index

NSC:

9.75%

VOO:

4.72%

Daily Std Dev

NSC:

28.86%

VOO:

19.15%

Max Drawdown

NSC:

-67.74%

VOO:

-33.99%

Current Drawdown

NSC:

-18.46%

VOO:

-7.30%

Returns By Period

In the year-to-date period, NSC achieves a -3.30% return, which is significantly lower than VOO's -3.02% return. Over the past 10 years, NSC has underperformed VOO with an annualized return of 10.71%, while VOO has yielded a comparatively higher 12.54% annualized return.


NSC

YTD

-3.30%

1M

7.02%

6M

-9.25%

1Y

-2.59%

5Y*

7.90%

10Y*

10.71%

VOO

YTD

-3.02%

1M

11.86%

6M

-0.14%

1Y

12.28%

5Y*

16.47%

10Y*

12.54%

*Annualized

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Risk-Adjusted Performance

NSC vs. VOO — 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 4747
Overall Rank
The Sharpe Ratio Rank of NSC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NSC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NSC is 4242
Omega Ratio Rank
The Calmar Ratio Rank of NSC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NSC is 5050
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for NSC, currently valued at 0.01, compared to the broader market-2.00-1.000.001.002.003.00
NSC: 0.01
VOO: 0.75
The chart of Sortino ratio for NSC, currently valued at 0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
NSC: 0.24
VOO: 1.15
The chart of Omega ratio for NSC, currently valued at 1.03, compared to the broader market0.501.001.502.00
NSC: 1.03
VOO: 1.17
The chart of Calmar ratio for NSC, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
NSC: 0.01
VOO: 0.77
The chart of Martin ratio for NSC, currently valued at 0.02, compared to the broader market-10.000.0010.0020.00
NSC: 0.02
VOO: 3.04

The current NSC Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NSC and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.01
0.75
NSC
VOO

Dividends

NSC vs. VOO - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.41%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
NSC
Norfolk Southern Corporation
2.41%2.30%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NSC vs. VOO - Drawdown Comparison

The maximum NSC drawdown since its inception was -67.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NSC and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.46%
-7.30%
NSC
VOO

Volatility

NSC vs. VOO - Volatility Comparison

Norfolk Southern Corporation (NSC) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.62% and 13.90%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.62%
13.90%
NSC
VOO