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NSC vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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NSC vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSC
Norfolk Southern Corporation
-0.16%25.65%1.55%-1.63%-15.59%27.26%24.76%32.39%5.22%36.85%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period

In the year-to-date period, NSC achieves a -0.16% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, NSC has outperformed VTSAX with an annualized return of 15.58%, while VTSAX has yielded a comparatively lower 13.27% annualized return.


NSC

1D
1.65%
1M
-8.81%
YTD
-0.16%
6M
-3.58%
1Y
23.64%
3Y*
13.15%
5Y*
3.27%
10Y*
15.58%

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NSC vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSC
NSC Risk / Return Rank: 7676
Overall Rank
NSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NSC Sortino Ratio Rank: 7171
Sortino Ratio Rank
NSC Omega Ratio Rank: 7272
Omega Ratio Rank
NSC Calmar Ratio Rank: 7878
Calmar Ratio Rank
NSC Martin Ratio Rank: 8181
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSC vs. VTSAX - Risk-Adjusted Trends 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.


NSCVTSAXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.84

+0.22

Sortino ratio

Return per unit of downside risk

1.61

1.29

+0.31

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

2.00

1.05

+0.95

Martin ratio

Return relative to average drawdown

6.08

5.08

+1.00

NSC vs. VTSAX - Sharpe Ratio Comparison

The current NSC Sharpe Ratio is 1.06, which is comparable to the VTSAX Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


NSCVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.84

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.59

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.72

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.43

-0.02

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.


Dividends

NSC vs. VTSAX - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 1.88%, more than VTSAX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
NSC
Norfolk Southern Corporation
1.88%1.87%2.30%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

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 -55.33%. Use the drawdown chart below to compare losses from any high point for NSC and VTSAX.


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Drawdown Indicators


NSCVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.74%

-55.33%

-12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-12.41%

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.64%

-25.36%

-10.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-34.97%

-9.45%

Current Drawdown

Current decline from peak

-9.70%

-8.92%

-0.78%

Average Drawdown

Average peak-to-trough decline

-15.19%

-9.06%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.56%

+1.88%

Volatility

NSC vs. VTSAX - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 5.69% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. 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.


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Volatility by Period


NSCVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

4.39%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

9.33%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

18.42%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.71%

17.32%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

18.37%

+9.27%