CSX·CSX Corporation

Realized volatility (21d)

17.1% 16th pct

Below its peak

-10.7%

vs 200-day average

+7.0%

Up days (1y)

50%

CSX Corporation is currently running 17.1% annualised volatility over the last 21 sessions. Measured against CSX's own 11 years of daily returns rather than a market-wide average, that is the 16th percentile — unusually subdued by its own history, against a typical reading of 23.2%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

CSX is trading -10.7% below its running peak. Across 10 full years on file, its median worst-drawdown-in-a-year was -19.2%, and the deepest was -40.5% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +7.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 53rd percentile — close to the gap it normally carries. Over the past year CSX closed higher on 50% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 10 years of records, CSX finished the month higher 6 of 10 times, with a median return of +0.7% and an average of +1.8%. Its strongest month historically has been November at +6.8% on average, its weakest March at -2.2%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: CSX has opened more than 2% away from the prior close in 64 of 2,716 sessions (2.4% of the time), with the largest gaps running +8.5% and -26.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, CSX moved an average of 0.9% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of +1.8%.

All figures computed from 2,717 daily closes between 2015-12-22 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against CSX's own 11-year history, not a peer group or index.