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CJT.TO vs. TFII.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CJT.TO vs. TFII.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Cargojet Inc. (CJT.TO) and TFI International Inc. (TFII.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CJT.TO achieves a -1.19% return, which is significantly lower than TFII.TO's 57.89% return. Over the past 10 years, CJT.TO has underperformed TFII.TO with an annualized return of 11.49%, while TFII.TO has yielded a comparatively higher 27.31% annualized return.


CJT.TO

1D
0.44%
1M
0.56%
YTD
-1.19%
6M
3.86%
1Y
-10.92%
3Y*
-5.79%
5Y*
-12.87%
10Y*
11.49%

TFII.TO

1D
1.18%
1M
17.34%
YTD
57.89%
6M
67.13%
1Y
91.97%
3Y*
16.57%
5Y*
16.00%
10Y*
27.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CJT.TO vs. TFII.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CJT.TO
Cargojet Inc.
-1.19%-20.96%-8.44%3.57%-29.54%-22.00%109.37%47.47%22.14%30.18%
TFII.TO
TFI International Inc.
57.89%-25.45%9.25%34.47%-3.02%119.12%53.29%27.01%9.91%-3.38%

Correlation

The correlation between CJT.TO and TFII.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2005

0.21

The correlation between CJT.TO and TFII.TO shifts across timeframes, from 0.21 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CJT.TO:

CA$1.24B

TFII.TO:

CA$18.37B

EPS

CJT.TO:

CA$2.40

TFII.TO:

CA$3.93

PE Ratio

CJT.TO:

34.46

TFII.TO:

56.71

PS Ratio

CJT.TO:

1.25

TFII.TO:

2.15

PB Ratio

CJT.TO:

1.67

TFII.TO:

6.90

Total Revenue (TTM)

CJT.TO:

CA$997.50M

TFII.TO:

CA$8.59B

Gross Profit (TTM)

CJT.TO:

CA$185.20M

TFII.TO:

CA$1.03B

EBITDA (TTM)

CJT.TO:

CA$295.10M

TFII.TO:

CA$1.25B

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Return for Risk

CJT.TO vs. TFII.TO — Risk / Return Rank

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

CJT.TO
CJT.TO Risk / Return Rank: 2828
Overall Rank
CJT.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CJT.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
CJT.TO Omega Ratio Rank: 2525
Omega Ratio Rank
CJT.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
CJT.TO Martin Ratio Rank: 3030
Martin Ratio Rank

TFII.TO
TFII.TO Risk / Return Rank: 9090
Overall Rank
TFII.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TFII.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
TFII.TO Omega Ratio Rank: 8787
Omega Ratio Rank
TFII.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
TFII.TO Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CJT.TO vs. TFII.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cargojet Inc. (CJT.TO) and TFI International Inc. (TFII.TO). 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.


CJT.TOTFII.TODifference
Sharpe ratioReturn per unit of total volatility

-2.79

Sortino ratioReturn per unit of downside risk

-3.29

Omega ratioGain probability vs. loss probability

0.97

1.39

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.31

4.42

-4.72

Martin ratioReturn relative to average drawdown

-0.60

14.09

-14.69

CJT.TO vs. TFII.TO - Sharpe Ratio Comparison

The current CJT.TO Sharpe Ratio is -0.34, which is lower than the TFII.TO Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CJT.TO and TFII.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CJT.TOTFII.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

2.45

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.45

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.79

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.66

-0.25

Drawdowns

CJT.TO vs. TFII.TO - Drawdown Comparison

The maximum CJT.TO drawdown since its inception was -83.85%, which is greater than TFII.TO's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for CJT.TO and TFII.TO.


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Drawdown Indicators


CJT.TOTFII.TODifference

Max Drawdown

Largest peak-to-trough decline

-83.85%

-79.74%

-4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-37.77%

-20.53%

-17.24%

Max Drawdown (3Y)

Largest decline over 3 years

-50.87%

-51.39%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-66.58%

-51.39%

-15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-71.09%

-51.39%

-19.70%

Current Drawdown

Current decline from peak

-64.37%

0.00%

-64.37%

Average Drawdown

Average peak-to-trough decline

-22.52%

-15.05%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.13%

6.42%

+12.71%

Volatility

CJT.TO vs. TFII.TO - Volatility Comparison

Cargojet Inc. (CJT.TO) and TFI International Inc. (TFII.TO) have volatilities of 8.52% and 8.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CJT.TOTFII.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

8.68%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.63%

26.23%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

34.01%

37.03%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.18%

35.99%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.78%

34.73%

+1.05%

Dividends

CJT.TO vs. TFII.TO - Dividend Comparison

CJT.TO's dividend yield for the trailing twelve months is around 1.74%, more than TFII.TO's 1.14% yield.


PositionTTM20252024202320222021202020192018201720162015
CJT.TO
Cargojet Inc.
1.74%1.67%1.23%0.98%0.96%0.62%0.44%0.91%1.20%1.29%1.42%2.31%
TFII.TO
TFI International Inc.
1.14%1.78%1.38%1.08%1.33%1.01%1.63%2.24%2.46%2.37%2.01%2.88%

Financials

CJT.TO vs. TFII.TO - Financials Comparison

This section allows you to compare key financial metrics between Cargojet Inc. and TFI International Inc.. 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
254.70M
1.92B
(CJT.TO) Total Revenue
(TFII.TO) Total Revenue
Values in CAD except per share items

CJT.TO vs. TFII.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Cargojet Inc. and TFI International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
15.7%
10.3%
Portfolio components
CJT.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cargojet Inc. reported a gross profit of 40.00M and revenue of 254.70M. Therefore, the gross margin over that period was 15.7%.

TFII.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported a gross profit of 196.80M and revenue of 1.92B. Therefore, the gross margin over that period was 10.3%.

CJT.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cargojet Inc. reported an operating income of 18.40M and revenue of 254.70M, resulting in an operating margin of 7.2%.

TFII.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported an operating income of 84.82M and revenue of 1.92B, resulting in an operating margin of 4.4%.

CJT.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cargojet Inc. reported a net income of 4.10M and revenue of 254.70M, resulting in a net margin of 1.6%.

TFII.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TFI International Inc. reported a net income of 42.60M and revenue of 1.92B, resulting in a net margin of 2.2%.


Frequently Asked Questions


CJT.TO and TFII.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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