PortfoliosLab logo
WAB vs. CSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WAB and CSX is 0.52, 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

WAB vs. CSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westinghouse Air Brake Technologies Corporation (WAB) and CSX Corporation (CSX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

WAB:

0.77

CSX:

-0.24

Sortino Ratio

WAB:

1.28

CSX:

-0.28

Omega Ratio

WAB:

1.19

CSX:

0.97

Calmar Ratio

WAB:

1.04

CSX:

-0.27

Martin Ratio

WAB:

3.12

CSX:

-0.71

Ulcer Index

WAB:

7.83%

CSX:

11.26%

Daily Std Dev

WAB:

28.10%

CSX:

25.80%

Max Drawdown

WAB:

-71.84%

CSX:

-69.19%

Current Drawdown

WAB:

-2.55%

CSX:

-17.26%

Fundamentals

Market Cap

WAB:

$34.87B

CSX:

$58.80B

EPS

WAB:

$6.38

CSX:

$1.68

PE Ratio

WAB:

31.94

CSX:

18.63

PEG Ratio

WAB:

3.92

CSX:

2.10

PS Ratio

WAB:

3.32

CSX:

4.12

PB Ratio

WAB:

3.36

CSX:

4.79

Total Revenue (TTM)

WAB:

$10.50B

CSX:

$14.28B

Gross Profit (TTM)

WAB:

$3.31B

CSX:

$5.04B

EBITDA (TTM)

WAB:

$2.02B

CSX:

$6.73B

Returns By Period

In the year-to-date period, WAB achieves a 7.87% return, which is significantly higher than CSX's -2.61% return. Over the past 10 years, WAB has underperformed CSX with an annualized return of 7.80%, while CSX has yielded a comparatively higher 11.90% annualized return.


WAB

YTD

7.87%

1M

18.34%

6M

3.96%

1Y

21.44%

5Y*

32.15%

10Y*

7.80%

CSX

YTD

-2.61%

1M

12.19%

6M

-11.50%

1Y

-6.15%

5Y*

10.12%

10Y*

11.90%

*Annualized

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

WAB vs. CSX — Risk-Adjusted Performance Rank

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

WAB
The Risk-Adjusted Performance Rank of WAB is 7878
Overall Rank
The Sharpe Ratio Rank of WAB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WAB is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WAB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WAB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WAB is 7979
Martin Ratio Rank

CSX
The Risk-Adjusted Performance Rank of CSX is 3232
Overall Rank
The Sharpe Ratio Rank of CSX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CSX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CSX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CSX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CSX is 3434
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.

WAB vs. CSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Westinghouse Air Brake Technologies Corporation (WAB) 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 WAB Sharpe Ratio is 0.77, which is higher than the CSX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of WAB 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.


Loading data...

Dividends

WAB vs. CSX - Dividend Comparison

WAB's dividend yield for the trailing twelve months is around 0.42%, less than CSX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
WAB
Westinghouse Air Brake Technologies Corporation
0.42%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%
CSX
CSX Corporation
1.57%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%

Drawdowns

WAB vs. CSX - Drawdown Comparison

The maximum WAB drawdown since its inception was -71.84%, roughly equal to the maximum CSX drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for WAB and CSX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WAB vs. CSX - Volatility Comparison

Westinghouse Air Brake Technologies Corporation (WAB) has a higher volatility of 8.58% compared to CSX Corporation (CSX) at 7.37%. This indicates that WAB'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.


Loading data...

Financials

WAB vs. CSX - Financials Comparison

This section allows you to compare key financial metrics between Westinghouse Air Brake Technologies 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


2.00B2.50B3.00B3.50B4.00B20212022202320242025
2.61B
3.42B
(WAB) Total Revenue
(CSX) Total Revenue
Values in USD except per share items

WAB vs. CSX - Profitability Comparison

The chart below illustrates the profitability comparison between Westinghouse Air Brake Technologies Corporation and CSX Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20212022202320242025
34.5%
30.4%
(WAB) Gross Margin
(CSX) Gross Margin
WAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported a gross profit of 900.00M and revenue of 2.61B. Therefore, the gross margin over that period was 34.5%.

CSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CSX Corporation reported a gross profit of 1.04B and revenue of 3.42B. Therefore, the gross margin over that period was 30.4%.

WAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported an operating income of 474.00M and revenue of 2.61B, resulting in an operating margin of 18.2%.

CSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CSX Corporation reported an operating income of 1.04B and revenue of 3.42B, resulting in an operating margin of 30.4%.

WAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Westinghouse Air Brake Technologies Corporation reported a net income of 322.00M and revenue of 2.61B, resulting in a net margin of 12.3%.

CSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CSX Corporation reported a net income of 646.00M and revenue of 3.42B, resulting in a net margin of 18.9%.