XTN vs. CSX
XTN (SPDR S&P Transportation ETF) is Industrials Equities fund tracking the S&P Transportation Select Industry Index, while CSX (CSX Corporation) is a stock. Over the past 10 years, XTN returned 10.20%/yr vs 20.19%/yr for CSX. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
XTN vs. CSX - Performance Comparison
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Returns By Period
In the year-to-date period, XTN achieves a 19.69% return, which is significantly lower than CSX's 39.92% return. Over the past 10 years, XTN has underperformed CSX with an annualized return of 10.20%, while CSX has yielded a comparatively higher 20.19% annualized return.
XTN
- 1D
- -0.36%
- 1M
- -5.96%
- 6M
- 13.81%
- YTD
- 19.69%
- 1Y
- 36.39%
- 3Y*
- 8.69%
- 5Y*
- 6.50%
- 10Y*
- 10.20%
- ALL TIME*
- 10.72%
CSX
- 1D
- 0.42%
- 1M
- 3.09%
- 6M
- 34.32%
- YTD
- 39.92%
- 1Y
- 45.99%
- 3Y*
- 16.45%
- 5Y*
- 10.79%
- 10Y*
- 20.19%
- ALL TIME*
- 13.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $844.52M | $695.06M | $623.95M | |
| $3.22M | $3.69M | $6.00M |
XTN vs. CSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 19.69% | 6.33% | 4.86% | 25.22% | -28.10% | 33.68% | 12.11% | 21.85% | -17.26% | 21.55% |
CSX CSX Corporation | 39.92% | 14.13% | -5.65% | 13.51% | -16.58% | 25.70% | 27.09% | 18.06% | 14.47% | 55.48% |
Correlation
The correlation between XTN and CSX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2011 | 0.64 |
The correlation between XTN and CSX shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XTN vs. CSX — Risk / Return Rank
XTN
CSX
XTN vs. CSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XTN | CSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.70 | -1.80 |
| Martin ratioReturn relative to average drawdown | 5.31 | 9.75 | -4.44 |
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Drawdowns
XTN vs. CSX - Drawdown Comparison
The maximum XTN drawdown since its inception was -43.77%, smaller than the maximum CSX drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for XTN and CSX.
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Drawdown Indicators
| XTN | CSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.77% | -69.19% | +25.42% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -11.89% | -5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -33.69% | -29.44% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | -29.44% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.77% | -40.55% | -3.22% |
Current DrawdownCurrent decline from peak | -7.43% | -5.32% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -15.87% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 4.51% | +1.67% |
Volatility
XTN vs. CSX - Volatility Comparison
The current volatility for SPDR S&P Transportation ETF (XTN) is 5.56%, while CSX Corporation (CSX) has a volatility of 7.88%. This indicates that XTN experiences smaller price fluctuations and is considered to be less risky than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTN | CSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 7.88% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.33% | 17.19% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.71% | 23.05% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.86% | 23.47% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 27.76% | -1.60% |
Dividends
XTN vs. CSX - Dividend Comparison
XTN's dividend yield for the trailing twelve months is around 0.67%, less than CSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSX CSX Corporation | 1.07% | 1.43% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% |
XTN SPDR S&P Transportation ETF | 0.67% | 0.78% | 0.93% | 0.73% | 1.04% | 1.02% | 0.75% | 1.17% | 0.98% | 0.63% | 0.66% | 1.03% |
Frequently Asked Questions
XTN and CSX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSX has higher volatility (7.88%) compared to XTN (5.56%). In terms of maximum drawdown, XTN dropped -43.77% vs CSX's -69.19%.
CSX currently has the higher Sharpe Ratio (1.91 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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