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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%AugustSeptemberOctoberNovemberDecember2025
8,456.82%
16,893.77%
UNP
CSX

Key characteristics

Sharpe Ratio

UNP:

0.08

CSX:

-0.16

Sortino Ratio

UNP:

0.26

CSX:

-0.08

Omega Ratio

UNP:

1.03

CSX:

0.99

Calmar Ratio

UNP:

0.10

CSX:

-0.21

Martin Ratio

UNP:

0.22

CSX:

-0.34

Ulcer Index

UNP:

6.89%

CSX:

10.27%

Daily Std Dev

UNP:

19.29%

CSX:

21.52%

Max Drawdown

UNP:

-67.49%

CSX:

-69.19%

Current Drawdown

UNP:

-9.70%

CSX:

-13.83%

Fundamentals

Market Cap

UNP:

$142.40B

CSX:

$63.58B

EPS

UNP:

$10.85

CSX:

$1.87

PE Ratio

UNP:

21.59

CSX:

17.50

PEG Ratio

UNP:

2.46

CSX:

2.11

Total Revenue (TTM)

UNP:

$18.13B

CSX:

$11.00B

Gross Profit (TTM)

UNP:

$8.22B

CSX:

$4.14B

EBITDA (TTM)

UNP:

$9.28B

CSX:

$5.43B

Returns By Period

In the year-to-date period, UNP achieves a 2.73% return, which is significantly higher than CSX's 1.43% return. Over the past 10 years, UNP has underperformed CSX with an annualized return of 9.92%, while CSX has yielded a comparatively higher 12.73% annualized return.


UNP

YTD

2.73%

1M

4.33%

6M

-2.25%

1Y

0.61%

5Y*

7.14%

10Y*

9.92%

CSX

YTD

1.43%

1M

3.64%

6M

-5.00%

1Y

-3.97%

5Y*

6.53%

10Y*

12.73%

*Annualized

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Risk-Adjusted Performance

UNP vs. CSX — Risk-Adjusted Performance Rank

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

UNP
The Risk-Adjusted Performance Rank of UNP is 4545
Overall Rank
The Sharpe Ratio Rank of UNP is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3939
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3838
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4848
Martin Ratio Rank

CSX
The Risk-Adjusted Performance Rank of CSX is 3434
Overall Rank
The Sharpe Ratio Rank of CSX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CSX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CSX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CSX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CSX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.08, compared to the broader market-2.000.002.004.000.08-0.16
The chart of Sortino ratio for UNP, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.26-0.08
The chart of Omega ratio for UNP, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.99
The chart of Calmar ratio for UNP, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.21
The chart of Martin ratio for UNP, currently valued at 0.22, compared to the broader market-10.000.0010.0020.000.22-0.34
UNP
CSX

The current UNP Sharpe Ratio is 0.08, which is higher than the CSX Sharpe Ratio of -0.16. 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.08
-0.16
UNP
CSX

Dividends

UNP vs. CSX - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.25%, more than CSX's 1.47% yield.


TTM20242023202220212020201920182017201620152014
UNP
Union Pacific Corporation
2.25%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
CSX
CSX Corporation
1.47%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%

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%AugustSeptemberOctoberNovemberDecember2025
-9.70%
-13.83%
UNP
CSX

Volatility

UNP vs. CSX - Volatility Comparison

Union Pacific Corporation (UNP) has a higher volatility of 5.39% compared to CSX Corporation (CSX) at 4.80%. This indicates that UNP's price experiences larger fluctuations and is considered to be riskier than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.39%
4.80%
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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