PortfoliosLab logoPortfoliosLab logo
WAB vs. CSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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 graphics...

WAB vs. CSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAB
Westinghouse Air Brake Technologies Corporation
17.22%13.15%50.14%27.96%9.07%26.53%-5.23%11.46%-13.26%-1.36%
CSX
CSX Corporation
13.61%14.13%-5.65%13.51%-16.58%25.70%27.09%18.06%14.47%55.48%

Fundamentals

Market Cap

WAB:

$42.73B

CSX:

$76.52B

EPS

WAB:

$7.87

CSX:

$1.54

PE Ratio

WAB:

31.77

CSX:

26.72

PS Ratio

WAB:

3.83

CSX:

5.12

PB Ratio

WAB:

3.82

CSX:

5.81

Total Revenue (TTM)

WAB:

$11.17B

CSX:

$14.97B

Gross Profit (TTM)

WAB:

$3.81B

CSX:

$4.28B

EBITDA (TTM)

WAB:

$2.18B

CSX:

$5.45B

Returns By Period

In the year-to-date period, WAB achieves a 17.22% return, which is significantly higher than CSX's 13.61% return. Over the past 10 years, WAB has underperformed CSX with an annualized return of 12.68%, while CSX has yielded a comparatively higher 18.70% annualized return.


WAB

1D
5.28%
1M
-5.32%
YTD
17.22%
6M
24.96%
1Y
38.49%
3Y*
35.95%
5Y*
26.62%
10Y*
12.68%

CSX

1D
3.22%
1M
-3.84%
YTD
13.61%
6M
16.41%
1Y
41.61%
3Y*
12.71%
5Y*
6.26%
10Y*
18.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

WAB vs. CSX — Risk / Return Rank

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

WAB
WAB Risk / Return Rank: 8282
Overall Rank
WAB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WAB Sortino Ratio Rank: 8080
Sortino Ratio Rank
WAB Omega Ratio Rank: 8080
Omega Ratio Rank
WAB Calmar Ratio Rank: 8484
Calmar Ratio Rank
WAB Martin Ratio Rank: 8181
Martin Ratio Rank

CSX
CSX Risk / Return Rank: 8787
Overall Rank
CSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
CSX Omega Ratio Rank: 8484
Omega Ratio Rank
CSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAB vs. CSX - Risk-Adjusted Trends 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.


WABCSXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.75

-0.31

Sortino ratio

Return per unit of downside risk

2.06

2.43

-0.37

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

2.76

3.63

-0.87

Martin ratio

Return relative to average drawdown

6.12

9.03

-2.92

WAB vs. CSX - Sharpe Ratio Comparison

The current WAB Sharpe Ratio is 1.44, which is comparable to the CSX Sharpe Ratio of 1.75. 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 graphics...

Sharpe Ratios by Period


WABCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.75

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.27

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.68

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.42

-0.08

Correlation

The correlation between WAB and CSX is 0.45, 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.


Dividends

WAB vs. CSX - Dividend Comparison

WAB's dividend yield for the trailing twelve months is around 0.42%, less than CSX's 1.29% yield.


TTM20252024202320222021202020192018201720162015
WAB
Westinghouse Air Brake Technologies Corporation
0.42%0.47%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%
CSX
CSX Corporation
1.29%1.43%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%

Drawdowns

WAB vs. CSX - Drawdown Comparison

The maximum WAB drawdown since its inception was -71.85%, 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.


Loading graphics...

Drawdown Indicators


WABCSXDifference

Max Drawdown

Largest peak-to-trough decline

-71.85%

-69.19%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-11.89%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-29.44%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-64.08%

-40.55%

-23.53%

Current Drawdown

Current decline from peak

-5.62%

-4.91%

-0.71%

Average Drawdown

Average peak-to-trough decline

-24.10%

-15.98%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

4.78%

+1.46%

Volatility

WAB vs. CSX - Volatility Comparison

Westinghouse Air Brake Technologies Corporation (WAB) and CSX Corporation (CSX) have volatilities of 8.79% and 8.57%, 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.


Loading graphics...

Volatility by Period


WABCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

8.57%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

14.56%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

23.90%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

23.21%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.23%

27.77%

+3.46%

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


2.00B2.50B3.00B3.50B4.00B4.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.97B
3.51B
(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

0.0%10.0%20.0%30.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
32.6%
0
Portfolio components
WAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Westinghouse Air Brake Technologies Corporation reported a gross profit of 966.00M and revenue of 2.97B. Therefore, the gross margin over that period was 32.6%.

CSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, CSX Corporation reported a gross profit of 0.00 and revenue of 3.51B. Therefore, the gross margin over that period was 0.0%.

WAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Westinghouse Air Brake Technologies Corporation reported an operating income of 356.00M and revenue of 2.97B, resulting in an operating margin of 12.0%.

CSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, CSX Corporation reported an operating income of 1.11B and revenue of 3.51B, resulting in an operating margin of 31.6%.

WAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Westinghouse Air Brake Technologies Corporation reported a net income of 378.00M and revenue of 2.97B, resulting in a net margin of 12.8%.

CSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, CSX Corporation reported a net income of 720.00M and revenue of 3.51B, resulting in a net margin of 20.5%.