CSX Corporation (CSX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CSX Corporation (CSX): 1Y return 47.6%, Sharpe ratio 1.82, volatility 22.0%, max drawdown -11.9%. 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: 4.4%, Sharpe: 10.12, Volatility: 12.1%, Max Drawdown: -0.8%
- YTD
- Return: 37.8%, Sharpe: 2.68, Volatility: 22.8%, Max Drawdown: -11.6%
- 1Y
- Return: 47.6%, Sharpe: 1.82, Volatility: 22.0%, Max Drawdown: -11.9%
- 5Y
- Return: 67.6%, Sharpe: 0.55, Volatility: 22.9%, Max Drawdown: -29.4%
- 10Y
- Return: 507.7%, Sharpe: 0.78, 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.