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Canadian Pacific Railway Limited (CP)

Equity · Currency in USD · Last updated Aug 5, 2022

Company Info

ISINCA13645T1003
CUSIP13645T100
SectorIndustrials
IndustryRailroads

Trading Data

Previous Close$79.36
Year Range$64.10 - $83.41
EMA (50)$73.45
EMA (200)$72.66
Average Volume$2.29M
Market Capitalization$72.43B

CPShare Price Chart


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CPPerformance

The chart shows the growth of $10,000 invested in Canadian Pacific Railway Limited in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $88,312 for a total return of roughly 783.12%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MarchAprilMayJuneJulyAugust
12.80%
-7.75%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

CPReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.99%8.54%
6M9.05%-9.53%
YTD10.75%-12.89%
1Y7.72%-6.13%
5Y23.00%10.90%
10Y18.78%11.58%

CPMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.75%-1.57%17.66%-11.29%-2.43%-2.04%12.93%0.62%
2021-3.02%5.90%7.65%-1.62%8.89%-5.16%-3.37%-7.44%-5.19%18.95%-9.52%2.94%
20204.26%-6.41%-10.37%3.52%9.82%3.52%7.77%7.45%4.19%-1.74%7.60%8.85%
201915.36%0.77%0.02%8.76%-2.09%7.52%1.42%0.91%-7.33%2.18%4.81%7.28%
20181.25%-3.46%-0.95%3.37%5.67%-4.81%8.37%6.16%0.90%-3.27%3.19%-15.81%
20175.86%-2.42%-0.13%4.31%3.25%1.91%-2.76%-0.49%8.28%3.22%1.00%4.58%
2016-6.17%1.22%9.71%8.71%-10.16%-0.30%16.30%2.22%-0.01%-6.38%7.20%-6.60%
2015-9.35%7.41%-2.48%4.31%-13.57%-2.56%0.39%-9.73%-0.94%-2.14%4.96%-13.30%
20140.11%3.64%-3.98%3.68%7.41%8.33%4.86%5.61%3.59%0.10%-6.99%-0.09%
201313.69%5.18%7.66%-4.48%5.91%-7.78%1.24%-3.95%4.75%16.03%7.56%-1.45%
20125.39%4.78%2.02%2.01%-5.15%0.15%10.77%1.92%0.64%11.06%1.39%9.25%
20113.58%1.27%-4.95%2.95%-4.12%-1.38%2.47%-10.08%-15.74%28.68%-2.75%12.96%
2010-13.48%2.51%17.25%4.66%-6.51%-2.13%11.66%-1.49%3.74%6.91%-1.76%1.70%

CPSharpe 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 Pacific Railway Limited Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.31
-0.28
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

CPDividend History

Canadian Pacific Railway Limited granted a 0.75% dividend yield in the last twelve months. The annual payout for that period amounted to $0.60 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.60$1.20$2.65$0.48$0.38$0.34$0.28$0.22$0.25$0.27$0.27$0.23$0.21

Dividend yield

0.75%1.67%3.90%1.00%1.16%1.02%1.09%0.94%0.73%1.01%1.52%2.01%1.89%

CPDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-4.85%
-13.44%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

CPWorst Drawdowns

The table below shows the maximum drawdowns of the Canadian Pacific Railway Limited. 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 Pacific Railway Limited is 51.09%, recorded on Jan 20, 2016. It took 656 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.09%Oct 7, 2014324Jan 20, 2016656Aug 27, 2018980
-34.7%Jan 28, 2011165Sep 22, 201170Jan 3, 2012235
-33.7%Feb 14, 202026Mar 23, 202080Jul 16, 2020106
-24.41%Oct 10, 201852Dec 24, 201882Apr 24, 2019134
-21.63%May 25, 202183Sep 21, 2021128Mar 24, 2022211
-19.3%Mar 31, 202255Jun 17, 2022
-16.53%Jan 11, 201020Feb 8, 201025Mar 16, 201045
-15.64%May 20, 201325Jun 24, 201385Oct 23, 2013110
-15.31%Jul 17, 201959Oct 8, 201945Dec 11, 2019104
-15.21%May 13, 20106May 20, 201050Aug 2, 201056

CPVolatility Chart

Current Canadian Pacific Railway Limited volatility is 22.69%. 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.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
22.69%
19.42%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)