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Canadian National Railway Company (CNI) Sharpe Ratio: 0.36

CNI's Sharpe Ratio of 0.36 indicates that for each unit of volatility, it generates 0.36 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CNI Sharpe Ratio Rank

CNI Sharpe Ratio Rank: 55.155
Average

CNI ranks above 55.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

CNI Sharpe Ratio Market Positioning

The chart shows CNI's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.07
  • Green zone (top 25%): 1.07 or higher
  • Top 1%: 4.65+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Canadian National Railway Company's Sharpe Ratio with other stocks in the Railroads industry across multiple time periods, showing how CNI's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CSXCSX Corporation1.75
WABWestinghouse Air Brake Technologies Corporation1.44
CJPRYCentral Japan Railway Co1.32
FSTRL.B. Foster Company1.09
NSCNorfolk Southern Corporation1.06
ALSMYAlstom PK0.69
ZHUZYZhuzhou CRRC Times Electric Co Ltd ADR0.68
EJPRYEast Japan Railway Co ADR0.65
RAILFreightCar America, Inc.0.63
MTCPYMTR Corp Ltd ADR0.62
CNICanadian National Railway Company0.36

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CNI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CNI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CNI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CNI Sortino Ratio