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

Correlation

The correlation between NSC and VTSAX is 0.61, 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.


-0.50.00.51.00.6

Performance

NSC vs. VTSAX - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%AugustSeptemberOctoberNovemberDecember2025
2,595.13%
648.27%
NSC
VTSAX

Key characteristics

Sharpe Ratio

NSC:

0.40

VTSAX:

2.12

Sortino Ratio

NSC:

0.90

VTSAX:

2.81

Omega Ratio

NSC:

1.10

VTSAX:

1.39

Calmar Ratio

NSC:

0.43

VTSAX:

3.26

Martin Ratio

NSC:

1.20

VTSAX:

12.92

Ulcer Index

NSC:

9.12%

VTSAX:

2.16%

Daily Std Dev

NSC:

27.70%

VTSAX:

13.15%

Max Drawdown

NSC:

-67.74%

VTSAX:

-55.34%

Current Drawdown

NSC:

-11.86%

VTSAX:

-1.77%

Returns By Period

In the year-to-date period, NSC achieves a 4.53% return, which is significantly higher than VTSAX's 2.24% return. Over the past 10 years, NSC has underperformed VTSAX with an annualized return of 11.42%, while VTSAX has yielded a comparatively higher 12.96% annualized return.


NSC

YTD

4.53%

1M

3.17%

6M

8.81%

1Y

7.12%

5Y*

5.37%

10Y*

11.42%

VTSAX

YTD

2.24%

1M

2.38%

6M

10.02%

1Y

26.81%

5Y*

13.64%

10Y*

12.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NSC vs. VTSAX — 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

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8989
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 9191
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. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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-2.000.002.004.000.402.12
The chart of Sortino ratio for NSC, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.902.81
The chart of Omega ratio for NSC, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.39
The chart of Calmar ratio for NSC, currently valued at 0.43, compared to the broader market0.002.004.006.000.433.26
The chart of Martin ratio for NSC, currently valued at 1.20, compared to the broader market-10.000.0010.0020.0030.001.2012.92
NSC
VTSAX

The current NSC Sharpe Ratio is 0.40, which is lower than the VTSAX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of NSC and VTSAX, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.40
2.12
NSC
VTSAX

Dividends

NSC vs. VTSAX - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.20%, more than VTSAX's 1.23% 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.23%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%2.29%

Drawdowns

NSC vs. VTSAX - Drawdown Comparison

The maximum NSC drawdown since its inception was -67.74%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NSC and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.86%
-1.77%
NSC
VTSAX

Volatility

NSC vs. VTSAX - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 5.79% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.18%. This indicates that NSC's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
5.18%
NSC
VTSAX
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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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