PortfoliosLab logo

Canadian National Railway Company

CNI
Equity · Currency in USD
Sector
Industrials
Industry
Railroads
ISIN
CA1363751027
CUSIP
136375102

CNIPrice Chart


Chart placeholderClick Calculate to get results

CNIPerformance

The chart shows the growth of $10,000 invested in Canadian National Railway Company on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $53,497 for a total return of roughly 434.97%. All prices are adjusted for splits and dividends.


CNI (Canadian National Railway Company)
Benchmark (S&P 500)

CNIReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M6.78%
6M4.48%
YTD11.69%
1Y10.78%
5Y14.58%
10Y14.92%

CNIMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

CNISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Canadian National Railway Company Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


CNI (Canadian National Railway Company)
Benchmark (S&P 500)

CNIDividends

Canadian National Railway Company granted a 0.37% dividend yield in the last twelve months, as of Oct 22, 2021. The annual payout for that period amounted to $0.45 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.45$1.31$1.22$1.39$1.28$1.15$0.97$0.91$0.82$0.75$0.66$0.52

Dividend yield

0.37%1.19%1.34%1.88%1.55%1.70%1.73%1.31%1.44%1.64%1.67%1.58%

CNIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CNI (Canadian National Railway Company)
Benchmark (S&P 500)

CNIWorst Drawdowns

The table below shows the maximum drawdowns of the Canadian National Railway Company. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Canadian National Railway Company is 35.15%, recorded on Jan 20, 2016. It took 275 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.15%Sep 19, 2014336Jan 20, 2016275Feb 22, 2017611
-29.15%Jan 21, 202044Mar 23, 202081Jul 17, 2020125
-22.07%Oct 2, 201858Dec 24, 201871Apr 8, 2019129
-20.72%Jul 5, 201157Sep 22, 2011122Mar 19, 2012179
-16.35%Jan 8, 201853Mar 23, 201846May 30, 201899
-14.56%Apr 19, 202164Jul 19, 202132Sep 1, 202196
-13.74%Apr 27, 201018May 20, 201050Aug 2, 201068
-13.36%Jan 11, 201020Feb 8, 201022Mar 11, 201042
-12.83%Jan 11, 202114Jan 29, 202130Mar 15, 202144
-11.77%Jul 31, 201949Oct 8, 201969Jan 16, 2020118

CNIVolatility Chart

Current Canadian National Railway Company volatility is 17.81%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CNI (Canadian National Railway Company)
Benchmark (S&P 500)

Portfolios with Canadian National Railway Company


Loading data...

More Tools for Canadian National Railway Company