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

Key characteristics


UNPCSX
YTD Return-7.56%-3.82%
1Y Return18.26%8.43%
3Y Return (Ann)2.27%1.05%
5Y Return (Ann)8.52%7.34%
10Y Return (Ann)10.96%14.78%
Sharpe Ratio0.990.53
Daily Std Dev19.92%17.58%
Max Drawdown-67.49%-69.20%
Current Drawdown-14.38%-13.39%

Fundamentals


UNPCSX
Market Cap$141.58B$66.04B
EPS$10.47$1.83
PE Ratio22.1618.46
PEG Ratio2.532.03
Revenue (TTM)$24.09B$14.63B
Gross Profit (TTM)$13.37B$7.39B
EBITDA (TTM)$11.55B$7.13B

Correlation

-0.50.00.51.00.6

The correlation between UNP and CSX is 0.59, 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.

Performance

UNP vs. CSX - Performance Comparison

In the year-to-date period, UNP achieves a -7.56% return, which is significantly lower than CSX's -3.82% return. Over the past 10 years, UNP has underperformed CSX with an annualized return of 10.96%, while CSX has yielded a comparatively higher 14.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%December2024FebruaryMarchAprilMay
8,013.80%
16,981.19%
UNP
CSX

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Union Pacific Corporation

CSX Corporation

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.


UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 0.99, compared to the broader market-2.00-1.000.001.002.003.004.000.99
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for UNP, currently valued at 3.01, compared to the broader market0.0010.0020.0030.003.01
CSX
Sharpe ratio
The chart of Sharpe ratio for CSX, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.004.000.53
Sortino ratio
The chart of Sortino ratio for CSX, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for CSX, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for CSX, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for CSX, currently valued at 1.26, compared to the broader market0.0010.0020.0030.001.26

UNP vs. CSX - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 0.99, which is higher than the CSX Sharpe Ratio of 0.53. The chart below compares the 12-month rolling Sharpe Ratio of UNP and CSX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.99
0.53
UNP
CSX

Dividends

UNP vs. CSX - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 1.73%, more than CSX's 1.02% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
1.73%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
1.02%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 -69.20%. 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%December2024FebruaryMarchAprilMay
-14.38%
-13.39%
UNP
CSX

Volatility

UNP vs. CSX - Volatility Comparison

Union Pacific Corporation (UNP) and CSX Corporation (CSX) have volatilities of 5.35% and 5.30%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.35%
5.30%
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