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

Correlation

The correlation between UNP and CSX is 0.60, 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

UNP vs. CSX - Performance Comparison

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

8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%JulyAugustSeptemberOctoberNovemberDecember
8,101.78%
16,556.28%
UNP
CSX

Key characteristics

Sharpe Ratio

UNP:

-0.25

CSX:

-0.25

Sortino Ratio

UNP:

-0.24

CSX:

-0.21

Omega Ratio

UNP:

0.97

CSX:

0.97

Calmar Ratio

UNP:

-0.31

CSX:

-0.33

Martin Ratio

UNP:

-0.76

CSX:

-0.56

Ulcer Index

UNP:

6.36%

CSX:

9.39%

Daily Std Dev

UNP:

19.13%

CSX:

21.29%

Max Drawdown

UNP:

-67.49%

CSX:

-69.19%

Current Drawdown

UNP:

-13.45%

CSX:

-15.54%

Fundamentals

Market Cap

UNP:

$139.37B

CSX:

$63.50B

EPS

UNP:

$10.88

CSX:

$1.88

PE Ratio

UNP:

21.13

CSX:

17.52

PEG Ratio

UNP:

2.41

CSX:

2.08

Total Revenue (TTM)

UNP:

$24.29B

CSX:

$14.68B

Gross Profit (TTM)

UNP:

$10.99B

CSX:

$5.45B

EBITDA (TTM)

UNP:

$12.39B

CSX:

$7.17B

Returns By Period

In the year-to-date period, UNP achieves a -6.56% return, which is significantly lower than CSX's -6.20% return. Over the past 10 years, UNP has underperformed CSX with an annualized return of 9.03%, while CSX has yielded a comparatively higher 12.16% annualized return.


UNP

YTD

-6.56%

1M

-3.66%

6M

2.00%

1Y

-5.42%

5Y*

6.81%

10Y*

9.03%

CSX

YTD

-6.20%

1M

-7.96%

6M

-2.21%

1Y

-5.96%

5Y*

7.03%

10Y*

12.16%

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Risk-Adjusted Performance

UNP vs. CSX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at -0.25, compared to the broader market-4.00-2.000.002.00-0.25-0.25
The chart of Sortino ratio for UNP, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.24-0.21
The chart of Omega ratio for UNP, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.97
The chart of Calmar ratio for UNP, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.33
The chart of Martin ratio for UNP, currently valued at -0.76, compared to the broader market0.0010.0020.00-0.76-0.56
UNP
CSX

The current UNP Sharpe Ratio is -0.25, which is comparable to the CSX Sharpe Ratio of -0.25. 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.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.25
-0.25
UNP
CSX

Dividends

UNP vs. CSX - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.35%, more than CSX's 1.50% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
2.35%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
CSX
CSX Corporation
1.50%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%

Drawdowns

UNP vs. CSX - Drawdown Comparison

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.45%
-15.54%
UNP
CSX

Volatility

UNP vs. CSX - Volatility Comparison

Union Pacific Corporation (UNP) and CSX Corporation (CSX) have volatilities of 6.15% and 5.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.15%
5.92%
UNP
CSX

Financials

UNP vs. CSX - Financials Comparison

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.


Quarterly
Annual

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


Values in USD except per share items
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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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