PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UNP vs. NSC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UNP and NSC is 0.63, 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. NSC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.83%
3.84%
UNP
NSC

Key characteristics

Sharpe Ratio

UNP:

-0.25

NSC:

0.03

Sortino Ratio

UNP:

-0.24

NSC:

0.29

Omega Ratio

UNP:

0.97

NSC:

1.03

Calmar Ratio

UNP:

-0.31

NSC:

0.04

Martin Ratio

UNP:

-0.76

NSC:

0.12

Ulcer Index

UNP:

6.36%

NSC:

8.30%

Daily Std Dev

UNP:

19.13%

NSC:

27.66%

Max Drawdown

UNP:

-67.49%

NSC:

-67.74%

Current Drawdown

UNP:

-13.45%

NSC:

-17.15%

Fundamentals

Market Cap

UNP:

$139.37B

NSC:

$54.86B

EPS

UNP:

$10.88

NSC:

$10.66

PE Ratio

UNP:

21.13

NSC:

22.75

PEG Ratio

UNP:

2.41

NSC:

2.16

Total Revenue (TTM)

UNP:

$24.29B

NSC:

$12.17B

Gross Profit (TTM)

UNP:

$10.99B

NSC:

$4.67B

EBITDA (TTM)

UNP:

$12.39B

NSC:

$6.25B

Returns By Period

In the year-to-date period, UNP achieves a -6.56% return, which is significantly lower than NSC's -0.22% return. Over the past 10 years, UNP has underperformed NSC with an annualized return of 9.03%, while NSC has yielded a comparatively higher 10.05% annualized return.


UNP

YTD

-6.56%

1M

-3.66%

6M

2.00%

1Y

-5.42%

5Y*

6.81%

10Y*

9.03%

NSC

YTD

-0.22%

1M

-11.21%

6M

3.84%

1Y

2.64%

5Y*

5.60%

10Y*

10.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

UNP vs. NSC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) and Norfolk Southern Corporation (NSC). 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 -0.28, compared to the broader market-4.00-2.000.002.00-0.280.03
The chart of Sortino ratio for UNP, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.290.29
The chart of Omega ratio for UNP, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.03
The chart of Calmar ratio for UNP, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.04
The chart of Martin ratio for UNP, currently valued at -0.85, compared to the broader market0.0010.0020.00-0.850.12
UNP
NSC

The current UNP Sharpe Ratio is -0.25, which is lower than the NSC Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of UNP and NSC, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.28
0.03
UNP
NSC

Dividends

UNP vs. NSC - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.35%, which matches NSC's 2.34% 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%
NSC
Norfolk Southern Corporation
2.34%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%

Drawdowns

UNP vs. NSC - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, roughly equal to the maximum NSC drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for UNP and NSC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.45%
-17.15%
UNP
NSC

Volatility

UNP vs. NSC - Volatility Comparison

The current volatility for Union Pacific Corporation (UNP) is 6.14%, while Norfolk Southern Corporation (NSC) has a volatility of 6.84%. This indicates that UNP experiences smaller price fluctuations and is considered to be less risky than NSC 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%JulyAugustSeptemberOctoberNovemberDecember
6.14%
6.84%
UNP
NSC

Financials

UNP vs. NSC - Financials Comparison

This section allows you to compare key financial metrics between Union Pacific Corporation and Norfolk Southern 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab