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Canadian Pacific Railway Limited (CP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA13645T1003
CUSIP13645T100
SectorIndustrials
IndustryRailroads

Highlights

Market Cap$82.26B
EPS$3.10
PE Ratio28.44
PEG Ratio2.30
Revenue (TTM)$12.55B
Gross Profit (TTM)$4.80B
EBITDA (TTM)$6.45B
Year Range$68.69 - $91.43
Target Price$86.96
Short %1.24%
Short Ratio6.53

Share Price Chart


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Canadian Pacific Railway Limited

Popular comparisons: CP vs. CNI, CP vs. UNP, CP vs. BAM, CP vs. SCI, CP vs. SPY, CP vs. CNR.TO, CP vs. WAB, CP vs. VOO, CP vs. CN, CP vs. VTI

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.23%
17.08%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Canadian Pacific Railway Limited had a return of 6.76% year-to-date (YTD) and 7.95% in the last 12 months. Over the past 10 years, Canadian Pacific Railway Limited had an annualized return of 12.57%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date6.76%5.90%
1 month-5.88%-1.28%
6 months16.92%15.51%
1 year7.95%21.68%
5 years (annualized)16.44%11.74%
10 years (annualized)12.57%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.78%5.64%3.88%
2023-6.08%-4.62%1.45%10.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CP is 64, suggesting that the investment has average results relative to the market 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 CP is 6464
Canadian Pacific Railway Limited(CP)
The Sharpe Ratio Rank of CP is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 5959Sortino Ratio Rank
The Omega Ratio Rank of CP is 5656Omega Ratio Rank
The Calmar Ratio Rank of CP is 7373Calmar Ratio Rank
The Martin Ratio Rank of CP is 6464Martin 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 Pacific Railway Limited (CP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CP
Sharpe ratio
The chart of Sharpe ratio for CP, currently valued at 0.43, compared to the broader market-2.00-1.000.001.002.003.000.43
Sortino ratio
The chart of Sortino ratio for CP, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.006.000.75
Omega ratio
The chart of Omega ratio for CP, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for CP, currently valued at 0.50, compared to the broader market0.001.002.003.004.005.000.50
Martin ratio
The chart of Martin ratio for CP, currently valued at 1.10, compared to the broader market-10.000.0010.0020.0030.001.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Canadian Pacific Railway Limited Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.43
1.89
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Canadian Pacific Railway Limited granted a 0.67% dividend yield in the last twelve months. The annual payout for that period amounted to $0.57 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.57$0.57$0.58$1.20$2.65$0.48$0.38$0.34$0.28$0.22$0.25$0.27

Dividend yield

0.67%0.72%0.77%1.67%3.82%0.93%1.07%0.93%0.98%0.84%0.65%0.89%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.14
2023$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14
2022$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.14
2021$0.00$0.00$0.74$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15
2020$0.00$0.00$0.63$0.00$0.00$0.59$0.00$0.00$0.71$0.00$0.00$0.72
2019$0.00$0.00$0.10$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13
2018$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10
2017$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09
2016$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.07
2015$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.05
2014$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06
2013$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.7%
Canadian Pacific Railway Limited has a dividend yield of 0.67%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%14.8%
Canadian Pacific Railway Limited has a payout ratio of 14.82%, which is below the market average. This means Canadian Pacific Railway Limited returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.64%
-3.86%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Canadian Pacific Railway Limited. 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 Pacific Railway Limited was 69.21%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current Canadian Pacific Railway Limited drawdown is 7.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.21%Jul 19, 2007413Mar 9, 2009764Mar 19, 20121177
-55.21%Aug 31, 1989814Nov 17, 1992988Oct 15, 19961802
-51.09%Oct 7, 2014324Jan 20, 2016656Aug 27, 2018980
-46.03%May 22, 1998196Mar 3, 1999485Feb 1, 2001681
-37.57%Jul 23, 198795Dec 4, 1987416Jul 28, 1989511

Volatility

Volatility Chart

The current Canadian Pacific Railway Limited volatility is 5.31%, 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%8.00%NovemberDecember2024FebruaryMarchApril
5.31%
3.39%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items