Norfolk Southern (NSC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Norfolk Southern, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $338.09 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +24.96% |
| Total return over period | +94.45% |
| Annualized volatility | 24.29% |
| Period volatility | 41.96% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.96 |
| Sortino ratio | 3.17 |
| Max drawdown | -25.11% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.01% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $176.73 – $352.98 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Norfolk Southern (NSC) has posted an annualized return of +24.96% with annual volatility of 24.29%, a Sharpe ratio of 1.96. Its worst stretch (max drawdown from a peak) was -25.11%. Its correlation with the S&P 500 is 0.41, 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 NSC 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, Norfolk Southern (NSC) is of the S&P 500.
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