CSX Corporation (CSX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CSX Corporation (CSX): 1Y return 53.2%, Sharpe ratio 2.05, volatility 21.1%, 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: 2.6%, Sharpe: 4.69, Volatility: 12.5%, Max Drawdown: -1.0%
- YTD
- Return: 16.5%, Sharpe: 2.43, Volatility: 22.1%, Max Drawdown: -11.6%
- 1Y
- Return: 53.2%, Sharpe: 2.05, Volatility: 21.1%, Max Drawdown: -11.9%
- 5Y
- Return: 36.7%, Sharpe: 0.38, Volatility: 22.8%, Max Drawdown: -29.4%
- 10Y
- Return: 462.9%, Sharpe: 0.75, 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.