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Canadian National Railway Company (CNR.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Canadian National Railway Company (CNR.TO)

Equity · Currency in CAD · Last updated Nov 5, 2024

Company Info

ISINCA1363751027
CUSIP136375102
SectorIndustrials
IndustryRailroads

Highlights

Market CapCA$94.94B
EPS (TTM)CA$8.41
PE Ratio17.86
PEG Ratio3.30
Total Revenue (TTM)CA$14.53B
Gross Profit (TTM)CA$6.30B
EBITDA (TTM)CA$6.80B
Year RangeCA$148.44 - CA$179.49
Target PriceCA$180.71
Short %0.98%
Short Ratio2.91

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons: CNR.TO vs. CP.TO, CNR.TO vs. CP, CNR.TO vs. ATD.TO, CNR.TO vs. MRU.TO, CNR.TO vs. RY.TO, CNR.TO vs. TRP.TO, CNR.TO vs. VOO, CNR.TO vs. UNP, CNR.TO vs. SCHD, CNR.TO vs. LIN

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Canadian National Railway Company, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-12.02%
12.17%
CNR.TO (Canadian National Railway Company)
Benchmark (^GSPC)

Returns By Period

Canadian National Railway Company had a return of -8.45% year-to-date (YTD) and 0.97% in the last 12 months. Over the past 10 years, Canadian National Railway Company had an annualized return of 8.61%, while the S&P 500 had an annualized return of 10.92%, indicating that Canadian National Railway Company did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date-8.45%19.77%
1 month-2.49%-0.67%
6 months-12.02%10.27%
1 year0.97%31.07%
5 years (annualized)5.92%13.22%
10 years (annualized)8.61%10.92%

Monthly Returns

The table below presents the monthly returns of CNR.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.14%5.51%1.85%-6.32%3.84%-6.37%-1.13%-0.65%0.27%-5.06%-8.45%
2023-1.53%-1.88%3.11%1.27%-5.23%5.34%-0.36%-4.78%-2.84%-0.24%7.31%6.30%5.67%
2022-0.29%1.49%7.15%-9.91%-4.81%1.18%12.05%-3.72%-4.03%8.19%7.00%-6.46%5.47%
2021-7.45%7.25%5.44%-9.26%1.64%-2.31%3.65%9.47%-0.70%12.06%-1.59%-3.65%12.89%
20205.28%-7.99%-2.82%4.62%3.03%1.75%8.93%4.75%3.91%-6.67%2.76%3.32%21.31%
20198.45%2.98%6.43%4.02%-3.71%1.60%3.07%-1.86%-2.55%-0.98%2.39%-2.15%18.29%
2018-4.89%0.71%-4.70%5.32%9.16%-0.24%7.99%-0.05%0.26%-2.90%1.44%-11.07%-0.77%
20170.09%2.12%6.73%0.52%6.14%0.86%-6.37%2.74%2.56%0.42%-2.99%3.34%16.60%
2016-1.81%3.49%3.74%-4.81%0.63%-1.40%8.49%1.81%2.22%-1.68%6.51%1.03%18.97%
20154.62%3.14%-1.41%-8.16%-5.30%-1.90%13.23%-10.27%3.96%5.40%-0.20%-2.55%-1.73%
2014-1.57%4.95%-0.32%3.37%2.43%5.93%5.03%7.13%2.14%-0.06%2.23%-1.17%34.02%
20135.98%9.33%-2.05%-3.40%6.67%-2.27%0.25%-3.78%6.11%9.75%4.33%1.72%36.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNR.TO is 40, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CNR.TO is 4040
Combined Rank
The Sharpe Ratio Rank of CNR.TO is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of CNR.TO is 3333Sortino Ratio Rank
The Omega Ratio Rank of CNR.TO is 3333Omega Ratio Rank
The Calmar Ratio Rank of CNR.TO is 4646Calmar Ratio Rank
The Martin Ratio Rank of CNR.TO is 4242Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Canadian National Railway Company (CNR.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

CNR.TO
Sharpe ratio
The chart of Sharpe ratio for CNR.TO, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.15
Sortino ratio
The chart of Sortino ratio for CNR.TO, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.31
Omega ratio
The chart of Omega ratio for CNR.TO, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for CNR.TO, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for CNR.TO, currently valued at 0.33, compared to the broader market-10.000.0010.0020.0030.000.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market-4.00-2.000.002.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.002.004.006.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market-10.000.0010.0020.0030.0017.04

Sharpe Ratio

The current Canadian National Railway Company Sharpe ratio is 0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Canadian National Railway Company with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.15
3.06
CNR.TO (Canadian National Railway Company)
Benchmark (^GSPC)

Dividends

Dividend History

Canadian National Railway Company provided a 2.21% dividend yield over the last twelve months, with an annual payout of CA$3.33 per share. The company has been increasing its dividends for 27 consecutive years, earning it the status of a dividend aristocrat.

1.30%1.40%1.50%1.60%1.70%1.80%1.90%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.00CA$2.50CA$3.00CA$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$3.33CA$3.16CA$2.93CA$2.46CA$2.30CA$2.15CA$1.82CA$1.65CA$1.50CA$1.25CA$1.00CA$0.86

Dividend yield

2.21%1.90%1.82%1.58%1.64%1.83%1.80%1.59%1.66%1.62%1.25%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for Canadian National Railway Company. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.00CA$0.00CA$0.85CA$0.00CA$0.00CA$0.85CA$0.00CA$0.00CA$0.85CA$0.00CA$0.00CA$2.54
2023CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$0.00CA$0.00CA$0.79CA$3.16
2022CA$0.00CA$0.00CA$0.73CA$0.00CA$0.00CA$0.73CA$0.00CA$0.00CA$0.73CA$0.00CA$0.00CA$0.73CA$2.93
2021CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$0.00CA$0.00CA$0.62CA$2.46
2020CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$0.00CA$0.00CA$0.58CA$2.30
2019CA$0.00CA$0.00CA$0.54CA$0.00CA$0.00CA$0.54CA$0.00CA$0.00CA$0.54CA$0.00CA$0.00CA$0.54CA$2.15
2018CA$0.00CA$0.00CA$0.46CA$0.00CA$0.00CA$0.46CA$0.00CA$0.00CA$0.46CA$0.00CA$0.00CA$0.46CA$1.82
2017CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$1.65
2016CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.38CA$1.50
2015CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.31CA$1.25
2014CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.25CA$1.00
2013CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.22CA$0.86

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%2.2%
Canadian National Railway Company has a dividend yield of 2.21%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%45.6%
Canadian National Railway Company has a payout ratio of 45.55%, which is quite average when compared to the overall market. This suggests that Canadian National Railway Company strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.53%
-2.15%
CNR.TO (Canadian National Railway Company)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Canadian National Railway Company. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Canadian National Railway Company was 37.85%, occurring on Feb 24, 2000. Recovery took 231 trading sessions.

The current Canadian National Railway Company drawdown is 15.53%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.85%Jul 20, 1999148Feb 24, 2000231Jan 30, 2001379
-34.29%Jul 19, 2007409Mar 5, 2009192Dec 8, 2009601
-32.3%Apr 24, 1998114Oct 8, 1998137Apr 29, 1999251
-30.53%Mar 5, 2002150Oct 7, 2002305Dec 22, 2003455
-24.47%Feb 7, 202026Mar 16, 202085Jul 16, 2020111

Volatility

Volatility Chart

The current Canadian National Railway Company volatility is 3.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.24%
3.32%
CNR.TO (Canadian National Railway Company)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Canadian National Railway Company over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Valuation

The Valuation section provides an assessment of the market value of Canadian National Railway Company compared to its peers in the Railroads industry.

PE Ratio
20.040.060.080.0100.0120.0140.017.9
The chart displays the price to earnings (P/E) ratio for CNR.TO in comparison to other companies of the Railroads industry. Currently, CNR.TO has a PE value of 17.9. This PE ratio falls in the average range for the industry.
PEG Ratio
-30.0-20.0-10.00.03.3
The chart displays the price to earnings to growth (PEG) ratio for CNR.TO in comparison to other companies of the Railroads industry. Currently, CNR.TO has a PEG value of 3.3. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Canadian National Railway Company.

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Income Statement

Income Statement
Balance Sheet
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Values in undefined except per share items