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

Company Info

ISIN

CA13645T1003

CUSIP

13645T100

Sector

Industrials

Industry

Railroads

IPO Date

Dec 30, 1983

Highlights

Market Cap

$68.75B

EPS (TTM)

$2.66

PE Ratio

27.64

PEG Ratio

2.37

Total Revenue (TTM)

$14.45B

Gross Profit (TTM)

$6.01B

EBITDA (TTM)

$7.36B

Year Range

$72.04 - $91.12

Target Price

$87.34

Short %

0.76%

Short Ratio

1.96

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


4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
12,073.18%
3,495.98%
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

Returns By Period

Canadian Pacific Railway Limited had a return of -8.14% year-to-date (YTD) and -8.05% in the last 12 months. Over the past 10 years, Canadian Pacific Railway Limited had an annualized return of 7.32%, while the S&P 500 had an annualized return of 11.06%, indicating that Canadian Pacific Railway Limited did not perform as well as the benchmark.


CP

YTD

-8.14%

1M

-1.73%

6M

-7.83%

1Y

-8.05%

5Y*

8.26%

10Y*

7.32%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.78%5.64%3.88%-11.05%1.19%-0.62%6.47%-1.05%3.30%-9.80%-0.74%-8.14%
20235.78%-3.75%1.50%2.47%-3.35%6.19%1.88%-3.54%-6.08%-4.62%1.45%10.00%6.78%
2022-0.75%-1.57%17.66%-11.29%-2.43%-2.04%12.93%-5.08%-10.69%11.65%9.96%-8.76%4.50%
2021-3.02%5.90%6.75%-1.62%8.89%-5.16%-3.37%-7.44%-5.19%18.95%-9.52%2.94%4.64%
20204.26%-6.41%-11.48%3.52%9.82%2.53%7.77%7.45%3.20%-1.74%7.60%7.95%37.33%
201915.36%0.77%0.02%8.76%-2.09%7.52%1.42%0.91%-7.33%2.18%4.81%7.28%45.04%
20181.25%-3.46%-0.95%3.37%5.67%-4.81%8.37%6.16%0.90%-3.27%3.19%-15.81%-1.81%
20175.86%-2.42%-0.13%4.31%3.25%1.91%-2.76%-0.49%8.28%3.22%1.00%4.58%29.34%
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%13.04%
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%-33.31%
20140.11%3.64%-3.98%3.68%7.41%8.33%4.86%5.61%3.59%0.10%-6.99%-0.09%28.24%
201313.69%5.18%7.66%-4.48%5.91%-7.78%1.24%-3.95%4.75%16.03%7.56%-1.45%50.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CP is 33, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CP is 3333
Overall Rank
The Sharpe Ratio Rank of CP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CP is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CP is 3939
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for CP, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.282.10
The chart of Sortino ratio for CP, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.252.80
The chart of Omega ratio for CP, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.39
The chart of Calmar ratio for CP, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.273.09
The chart of Martin ratio for CP, currently valued at -0.55, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.5513.49
CP
^GSPC

The current Canadian Pacific Railway Limited Sharpe ratio is -0.28. 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 Pacific Railway Limited 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
2.10
CP (Canadian Pacific Railway Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Canadian Pacific Railway Limited provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.70%0.80%0.90%1.00%1.10%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.56$0.57$0.58$0.60$0.53$0.48$0.38$0.34$0.28$0.22$0.25$0.27

Dividend yield

0.78%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.00$0.42
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$0.57
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$0.58
2021$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.60
2020$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.15$0.53
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$0.48
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$0.38
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$0.34
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$0.28
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$0.22
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$0.25
2013$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.27

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.8%
Canadian Pacific Railway Limited has a dividend yield of 0.78%, 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%14.4%
Canadian Pacific Railway Limited has a payout ratio of 14.36%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.54%
-2.62%
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 20.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.21%Jul 19, 2007413Mar 9, 2009764Mar 19, 20121177
-51.09%Oct 7, 2014324Jan 20, 2016656Aug 27, 2018980
-49.39%Aug 31, 1989814Nov 17, 1992830Mar 1, 19961644
-45.01%May 22, 1998196Mar 3, 1999482Jan 29, 2001678
-37.11%Jul 23, 198795Dec 4, 1987409Jul 19, 1989504

Volatility

Volatility Chart

The current Canadian Pacific Railway Limited volatility is 6.87%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.87%
3.79%
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

0.0

Valuation

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


PE Ratio
20.040.060.080.0100.0120.0140.027.6
The chart displays the price to earnings (P/E) ratio for CP in comparison to other companies of the Railroads industry. Currently, CP has a PE value of 27.6. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
-30.0-20.0-10.00.02.4
The chart displays the price to earnings to growth (PEG) ratio for CP in comparison to other companies of the Railroads industry. Currently, CP has a PEG value of 2.4. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

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


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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