CSX Corporation (CSX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CSX Corporation (CSX): 1Y return 36.3%, Sharpe ratio 1.52, volatility 21.2%, max drawdown -13.4%. A Stock in the Equity asset class. Compare CSX with other assets and invest through your own broker with pfolio.
CSX Corporation (CSX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CSX Performance
- MTD
- Return: 2.7%, Sharpe: 5.20, Volatility: 16.2%, Max Drawdown: -1.5%
- YTD
- Return: 32.9%, Sharpe: 1.69, Volatility: 22.4%, Max Drawdown: -13.4%
- 1Y
- Return: 36.3%, Sharpe: 1.52, Volatility: 21.2%, Max Drawdown: -13.4%
- 5Y
- Return: 59.0%, Sharpe: 0.51, Volatility: 22.9%, Max Drawdown: -29.4%
- 10Y
- Return: 443.8%, Sharpe: 0.74, Volatility: 27.2%, Max Drawdown: -40.6%
Frequently Asked Questions
- What is CSX Corporation (CSX)?
- CSX Corporation (CSX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CSX compare to other assets?
- You can compare CSX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CSX through pfolio?
- pfolio helps you build diversified portfolios that may include CSX. You invest through your own broker — pfolio provides the analytics.