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

Correlation

The correlation between BIG and CNI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BIG vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big Lots, Inc. (BIG) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
-99.44%
4,890.24%
BIG
CNI

Key characteristics

Fundamentals

Market Cap

BIG:

$14.75M

CNI:

$61.48B

EPS

BIG:

-$16.42

CNI:

$5.06

PEG Ratio

BIG:

0.88

CNI:

1.83

PS Ratio

BIG:

0.00

CNI:

3.61

PB Ratio

BIG:

0.38

CNI:

4.03

Total Revenue (TTM)

BIG:

$2.06B

CNI:

$12.80B

Gross Profit (TTM)

BIG:

$705.31M

CNI:

$5.36B

EBITDA (TTM)

BIG:

-$279.05M

CNI:

$6.51B

Returns By Period


BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CNI

YTD

-3.76%

1M

-2.97%

6M

-11.46%

1Y

-20.45%

5Y*

6.47%

10Y*

6.10%

*Annualized

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Risk-Adjusted Performance

BIG vs. CNI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIG
The Risk-Adjusted Performance Rank of BIG is 33
Overall Rank
The Sharpe Ratio Rank of BIG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIG is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIG is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIG is 11
Calmar Ratio Rank
The Martin Ratio Rank of BIG is 11
Martin Ratio Rank

CNI
The Risk-Adjusted Performance Rank of CNI is 66
Overall Rank
The Sharpe Ratio Rank of CNI is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 66
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 99
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 55
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 55
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.

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.


The chart of Sharpe ratio for BIG, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
BIG: -0.78
CNI: -1.07
The chart of Sortino ratio for BIG, currently valued at -2.14, compared to the broader market-6.00-4.00-2.000.002.004.00
BIG: -2.14
CNI: -1.50
The chart of Omega ratio for BIG, currently valued at 0.52, compared to the broader market0.501.001.502.00
BIG: 0.52
CNI: 0.83
The chart of Calmar ratio for BIG, currently valued at -0.97, compared to the broader market0.001.002.003.004.005.00
BIG: -0.97
CNI: -0.81
The chart of Martin ratio for BIG, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.00
BIG: -1.13
CNI: -1.64


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.78
-1.07
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 2.54%.


TTM20242023202220212020201920182017201620152014
BIG
Big Lots, Inc.
0.00%0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%
CNI
Canadian National Railway Company
2.54%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%

Drawdowns

BIG vs. CNI - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-99.84%
-25.27%
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 9.63%. 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%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril0
9.63%
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