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BIG vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BIGCNI

Fundamentals


BIGCNI
Market Cap$14.75M$69.89B
EPS-$16.42$6.06
PEG Ratio0.883.38
Total Revenue (TTM)$3.49B$18.64B
Gross Profit (TTM)$1.22B$7.96B
EBITDA (TTM)-$255.28M$8.91B

Correlation

-0.50.00.51.00.3

The correlation between BIG and CNI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BIG vs. CNI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-97.12%
-12.15%
BIG
CNI

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Risk-Adjusted Performance

BIG vs. CNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big Lots, Inc. (BIG) and Canadian National Railway Company (CNI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BIG
Sharpe ratio
The chart of Sharpe ratio for BIG, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68
Sortino ratio
The chart of Sortino ratio for BIG, currently valued at -1.92, compared to the broader market-4.00-2.000.002.004.006.00-1.92
Omega ratio
The chart of Omega ratio for BIG, currently valued at 0.70, compared to the broader market0.501.001.502.000.70
Calmar ratio
The chart of Calmar ratio for BIG, currently valued at -0.98, compared to the broader market0.002.004.006.00-0.98
Martin ratio
The chart of Martin ratio for BIG, currently valued at -1.46, compared to the broader market0.0010.0020.0030.00-1.46
CNI
Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14
Sortino ratio
The chart of Sortino ratio for CNI, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.006.000.32
Omega ratio
The chart of Omega ratio for CNI, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for CNI, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for CNI, currently valued at 0.30, compared to the broader market0.0010.0020.0030.000.30

BIG vs. CNI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.68
0.14
BIG
CNI

Dividends

BIG vs. CNI - Dividend Comparison

BIG has not paid dividends to shareholders, while CNI's dividend yield for the trailing twelve months is around 2.21%.


TTM20232022202120202019201820172016201520142013
BIG
Big Lots, Inc.
0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%0.00%
CNI
Canadian National Railway Company
2.21%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%

Drawdowns

BIG vs. CNI - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.84%
-15.73%
BIG
CNI

Volatility

BIG vs. CNI - Volatility Comparison

The current volatility for Big Lots, Inc. (BIG) is 0.00%, while Canadian National Railway Company (CNI) has a volatility of 5.06%. This indicates that BIG experiences smaller price fluctuations and is considered to be less risky than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember0
5.06%
BIG
CNI

Financials

BIG vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between Big Lots, Inc. and Canadian National Railway Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items