PortfoliosLab logoPortfoliosLab logo
CNI vs. AXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNI vs. AXP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CNI achieves a 21.78% return, which is significantly higher than AXP's -11.56% return. Over the past 10 years, CNI has underperformed AXP with an annualized return of 9.51%, while AXP has yielded a comparatively higher 19.88% annualized return.


CNI

1D
0.60%
1M
7.01%
YTD
21.78%
6M
22.98%
1Y
17.55%
3Y*
3.44%
5Y*
3.57%
10Y*
9.51%

AXP

1D
2.18%
1M
3.82%
YTD
-11.56%
6M
-14.47%
1Y
14.27%
3Y*
24.40%
5Y*
16.02%
10Y*
19.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNI vs. AXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNI
Canadian National Railway Company
21.78%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-8.49%25.03%
AXP
American Express Company
-11.56%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%

Correlation

The correlation between CNI and AXP is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.37

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

0.43

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 26, 1996

0.42

The correlation between CNI and AXP shifts across timeframes, from 0.31 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CNI:

$72.80B

AXP:

$223.25B

EPS

CNI:

CA$7.60

AXP:

$16.23

PE Ratio

CNI:

21.89

AXP:

20.06

PS Ratio

CNI:

5.96

AXP:

2.73

PB Ratio

CNI:

4.73

AXP:

6.57

Total Revenue (TTM)

CNI:

CA$17.29B

AXP:

$82.41B

Gross Profit (TTM)

CNI:

CA$7.64B

AXP:

$68.81B

EBITDA (TTM)

CNI:

CA$8.60B

AXP:

$18.41B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNI vs. AXP — Risk / Return Rank

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

CNI
CNI Risk / Return Rank: 6262
Overall Rank
CNI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 5959
Sortino Ratio Rank
CNI Omega Ratio Rank: 5858
Omega Ratio Rank
CNI Calmar Ratio Rank: 6666
Calmar Ratio Rank
CNI Martin Ratio Rank: 6363
Martin Ratio Rank

AXP
AXP Risk / Return Rank: 5252
Overall Rank
AXP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 4949
Sortino Ratio Rank
AXP Omega Ratio Rank: 4949
Omega Ratio Rank
AXP Calmar Ratio Rank: 5353
Calmar Ratio Rank
AXP Martin Ratio Rank: 5353
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.

CNI vs. AXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and American Express Company (AXP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNIAXPDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratioReturn relative to maximum drawdown

1.13

0.44

+0.69

Martin ratioReturn relative to average drawdown

2.08

0.93

+1.15

CNI vs. AXP - Sharpe Ratio Comparison

The current CNI Sharpe Ratio is 0.73, which is higher than the AXP Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CNI and AXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CNI vs. AXP - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for CNI and AXP.


Loading charts...

Drawdown Indicators


CNIAXPDifference

Max Drawdown

Largest peak-to-trough decline

-46.66%

-83.91%

+37.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-23.90%

+9.75%

Max Drawdown (3Y)

Largest decline over 3 years

-29.14%

-28.76%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-31.55%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

-49.64%

+20.49%

Current Drawdown

Current decline from peak

-5.55%

-14.99%

+9.44%

Average Drawdown

Average peak-to-trough decline

-9.49%

-22.05%

+12.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

11.15%

-3.47%

Volatility

CNI vs. AXP - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 4.12%, while American Express Company (AXP) has a volatility of 6.90%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNIAXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

6.90%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

20.01%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

26.46%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

29.50%

-7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

31.83%

-9.16%

Dividends

CNI vs. AXP - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.20%, more than AXP's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.05%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
CNI
Canadian National Railway Company
2.20%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%

Financials

CNI vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and American Express 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


5.00B10.00B15.00B20.00B20222023202420252026
4.39B
20.88B
(CNI) Total Revenue
(AXP) Total Revenue
Please note, different currencies. CNI values in CAD, AXP values in USD

CNI vs. AXP - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian National Railway Company and American Express Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
42.8%
84.6%
Portfolio components
CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.

AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.


Frequently Asked Questions


CNI and AXP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXP has higher volatility (6.90%) compared to CNI (4.12%). In terms of maximum drawdown, CNI dropped -46.66% vs AXP's -83.91%.

CNI currently has the higher Sharpe Ratio (0.73 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CNI and AXP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer