UNP vs. CSX

In the year-to-date period, UNP achieves a -2.53% return, which is significantly lower than CSX's 2.38% return. Over the past 10 years, UNP has underperformed CSX with an annualized return of 9.34%, while CSX has yielded a comparatively higher 12.74% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) 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.

The current UNP Sharpe Ratio is 0.55, which is comparable to the CSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of UNP 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.

UNP's dividend yield for the trailing twelve months is around 2.22%, more than CSX's 1.34% yield.

The maximum UNP drawdown since its inception was -67.49%, roughly equal to the maximum CSX drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for UNP and CSX. For additional features, visit the drawdowns tool.

The current volatility for Union Pacific Corporation (UNP) is 9.01%, while CSX Corporation (CSX) has a volatility of 10.74%. This indicates that UNP 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.

This section allows you to compare key financial metrics between Union Pacific Corporation 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.