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. Data as of 2026-10-29.
| Last close price | $51.98 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +22.87% |
| Total return over period | +84.89% |
| Annualized volatility | 22.59% |
| Period volatility | 39.02% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.86 |
| Sortino ratio | 2.82 |
| Max drawdown | -29.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.09% |
| Correlation with the S&P 500 | 0.42 |
| 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 +22.87% with annual volatility of 22.59%, a Sharpe ratio of 1.86. Its worst stretch (max drawdown from a peak) was -29.44%. Its correlation with the S&P 500 is 0.42, 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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