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

Correlation

The correlation between CNI and BIG is 0.55, 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. BIG - Performance Comparison

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

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Key characteristics

Fundamentals

Market Cap

CNI:

$65.79B

BIG:

$14.75M

EPS

CNI:

$5.16

BIG:

-$16.42

PEG Ratio

CNI:

1.83

BIG:

0.88

PS Ratio

CNI:

3.83

BIG:

0.00

PB Ratio

CNI:

4.03

BIG:

0.38

Total Revenue (TTM)

CNI:

$17.20B

BIG:

$1.05B

Gross Profit (TTM)

CNI:

$7.14B

BIG:

$365.17M

EBITDA (TTM)

CNI:

$8.77B

BIG:

-$187.72M

Returns By Period


CNI

YTD

3.77%

1M

4.95%

6M

-5.10%

1Y

-16.00%

5Y*

7.98%

10Y*

7.41%

BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CNI vs. BIG — Risk-Adjusted Performance Rank

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

CNI
The Risk-Adjusted Performance Rank of CNI is 1717
Overall Rank
The Sharpe Ratio Rank of CNI is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1616
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 2424
Martin Ratio Rank

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
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.

CNI vs. BIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Big Lots, Inc. (BIG). 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.



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Dividends

CNI vs. BIG - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.36%, while BIG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.36%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%
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%

Drawdowns

CNI vs. BIG - Drawdown Comparison


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Volatility

CNI vs. BIG - Volatility Comparison


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Financials

CNI vs. BIG - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and Big Lots, 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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
4.40B
1.05B
(CNI) Total Revenue
(BIG) Total Revenue
Values in USD except per share items