CSX Corporation (CSX): analysis and statistics
Return, volatility, Sharpe ratio and risk for CSX Corporation, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $50.19 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +16.37% |
| Total return over period | +57.23% |
| Annualized volatility | 22.42% |
| Sharpe ratio | 0.57 |
| Sortino ratio | 0.84 |
| Max drawdown | -29.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.10% |
| Correlation with the S&P 500 | 0.45 |
| Period range | $26.21 – $53.23 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CSX Corporation (CSX) has posted an annualized return of +16.37% with annual volatility of 22.42%, a Sharpe ratio of 0.57. Its worst stretch (max drawdown from a peak) was -29.44%. Its correlation with the S&P 500 is 0.45, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CSX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with CSX →
Other Industrials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio