NSC vs. VTSAX
Compare and contrast key facts about Norfolk Southern Corporation (NSC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSC or VTSAX.
Performance
NSC vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, NSC achieves a 13.95% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, NSC has underperformed VTSAX with an annualized return of 11.01%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
NSC
13.95%
4.92%
15.60%
27.64%
8.99%
11.01%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| NSC | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.06 | 2.57 |
| Sortino Ratio | 1.94 | 3.44 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 1.13 | 3.77 |
| Martin Ratio | 3.68 | 16.47 |
| Ulcer Index | 7.96% | 1.96% |
| Daily Std Dev | 27.69% | 12.55% |
| Max Drawdown | -67.74% | -55.34% |
| Current Drawdown | -5.38% | -2.42% |
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Correlation
The correlation between NSC and VTSAX 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.
Risk-Adjusted Performance
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.
Dividends
NSC vs. VTSAX - Dividend Comparison
NSC's dividend yield for the trailing twelve months is around 2.05%, more than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
NSC vs. VTSAX - Volatility Comparison
Norfolk Southern Corporation (NSC) has a higher volatility of 12.03% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.24%. 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.