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RH vs. CSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RH vs. CSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RH (RH) and CSX Corporation (CSX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.11%
5.38%
RH
CSX

Returns By Period

In the year-to-date period, RH achieves a 11.05% return, which is significantly higher than CSX's 0.83% return. Over the past 10 years, RH has outperformed CSX with an annualized return of 14.38%, while CSX has yielded a comparatively lower 12.48% annualized return.


RH

YTD

11.05%

1M

-8.70%

6M

18.11%

1Y

20.58%

5Y (annualized)

10.69%

10Y (annualized)

14.38%

CSX

YTD

0.83%

1M

1.41%

6M

5.38%

1Y

9.42%

5Y (annualized)

9.83%

10Y (annualized)

12.48%

Fundamentals


RHCSX
Market Cap$6.16B$67.44B
EPS$2.08$1.88
PE Ratio160.3018.60
PEG Ratio1.172.20
Total Revenue (TTM)$3.05B$14.68B
Gross Profit (TTM)$1.35B$5.45B
EBITDA (TTM)$396.78M$7.17B

Key characteristics


RHCSX
Sharpe Ratio0.390.52
Sortino Ratio1.070.86
Omega Ratio1.131.11
Calmar Ratio0.350.69
Martin Ratio1.301.21
Ulcer Index19.02%9.03%
Daily Std Dev62.80%21.22%
Max Drawdown-76.26%-69.19%
Current Drawdown-56.17%-9.20%

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Correlation

-0.50.00.51.00.3

The correlation between RH and CSX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

RH vs. CSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RH (RH) and CSX Corporation (CSX). 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 RH, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.390.52
The chart of Sortino ratio for RH, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.070.86
The chart of Omega ratio for RH, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.11
The chart of Calmar ratio for RH, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.69
The chart of Martin ratio for RH, currently valued at 1.30, compared to the broader market-10.000.0010.0020.0030.001.301.21
RH
CSX

The current RH Sharpe Ratio is 0.39, which is comparable to the CSX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of RH and CSX, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.39
0.52
RH
CSX

Dividends

RH vs. CSX - Dividend Comparison

RH has not paid dividends to shareholders, while CSX's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
RH
RH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSX
CSX Corporation
1.36%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%

Drawdowns

RH vs. CSX - Drawdown Comparison

The maximum RH drawdown since its inception was -76.26%, which is greater than CSX's maximum drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for RH and CSX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-56.17%
-9.20%
RH
CSX

Volatility

RH vs. CSX - Volatility Comparison

The current volatility for RH (RH) is 9.28%, while CSX Corporation (CSX) has a volatility of 10.31%. This indicates that RH experiences smaller price fluctuations and is considered to be less risky than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
9.28%
10.31%
RH
CSX

Financials

RH vs. CSX - Financials Comparison

This section allows you to compare key financial metrics between RH and CSX Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items