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

Key characteristics


CNIBAM
YTD Return-10.47%44.41%
1Y Return2.44%89.56%
Sharpe Ratio0.143.54
Sortino Ratio0.324.32
Omega Ratio1.041.55
Calmar Ratio0.146.32
Martin Ratio0.3017.76
Ulcer Index8.41%5.09%
Daily Std Dev18.06%25.58%
Max Drawdown-46.86%-20.47%
Current Drawdown-15.73%-1.00%

Fundamentals


CNIBAM
Market Cap$69.89B$23.71B
EPS$6.06$1.09
PE Ratio18.2851.73
PEG Ratio3.384.84
Total Revenue (TTM)$18.64B$1.36B
Gross Profit (TTM)$7.96B$824.36M
EBITDA (TTM)$8.91B-$11.00M

Correlation

-0.50.00.51.00.5

The correlation between CNI and BAM is 0.47, 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.

Performance

CNI vs. BAM - Performance Comparison

In the year-to-date period, CNI achieves a -10.47% return, which is significantly lower than BAM's 44.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-12.16%
44.57%
CNI
BAM

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Risk-Adjusted Performance

CNI vs. BAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Brookfield Asset Management Inc. (BAM). 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.


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
BAM
Sharpe ratio
The chart of Sharpe ratio for BAM, currently valued at 3.54, compared to the broader market-4.00-2.000.002.004.003.54
Sortino ratio
The chart of Sortino ratio for BAM, currently valued at 4.32, compared to the broader market-4.00-2.000.002.004.006.004.32
Omega ratio
The chart of Omega ratio for BAM, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for BAM, currently valued at 6.32, compared to the broader market0.002.004.006.006.32
Martin ratio
The chart of Martin ratio for BAM, currently valued at 17.76, compared to the broader market0.0010.0020.0030.0017.76

CNI vs. BAM - Sharpe Ratio Comparison

The current CNI Sharpe Ratio is 0.14, which is lower than the BAM Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of CNI and BAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.14
3.54
CNI
BAM

Dividends

CNI vs. BAM - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.21%, less than BAM's 2.59% yield.


TTM20232022202120202019201820172016201520142013
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%
BAM
Brookfield Asset Management Inc.
2.59%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNI vs. BAM - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, which is greater than BAM's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for CNI and BAM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.73%
-1.00%
CNI
BAM

Volatility

CNI vs. BAM - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 5.06%, while Brookfield Asset Management Inc. (BAM) has a volatility of 7.06%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than BAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
7.06%
CNI
BAM

Financials

CNI vs. BAM - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and Brookfield Asset Management 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



Values in USD except per share items