CSX Corporation (CSX): analysis and statistics
Return, volatility, Sharpe ratio and risk for CSX Corporation, a component of both the S&P 500 and the Nasdaq 100 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $48.95 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +18.76% |
| Total return over period | +66.92% |
| Annualized volatility | 22.28% |
| Period volatility | 38.46% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 0.99 |
| Max drawdown | -29.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.08% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $26.21 – $53.23 |
| Trading days analyzed | 751 |
Over the last 3.0 years, CSX Corporation (CSX) has posted an annualized return of +18.76% with annual volatility of 22.28%, a Sharpe ratio of 0.67. Its worst stretch (max drawdown from a peak) was -29.44%. Its correlation with the S&P 500 is 0.44, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CSX Corporation (CSX) is of both the S&P 500 and the Nasdaq 100.
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