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

Correlation

The correlation between CNI and BIG 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

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.

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

Key characteristics

Fundamentals

Market Cap

CNI:

$61.48B

BIG:

$14.75M

EPS

CNI:

$5.06

BIG:

-$16.42

PEG Ratio

CNI:

1.83

BIG:

0.88

PS Ratio

CNI:

3.61

BIG:

0.00

PB Ratio

CNI:

4.03

BIG:

0.38

Total Revenue (TTM)

CNI:

$12.80B

BIG:

$2.06B

Gross Profit (TTM)

CNI:

$5.36B

BIG:

$705.31M

EBITDA (TTM)

CNI:

$6.51B

BIG:

-$279.05M

Returns By Period


CNI

YTD

-3.76%

1M

-2.97%

6M

-11.46%

1Y

-20.45%

5Y*

6.47%

10Y*

6.10%

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 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

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.


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


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.07
-0.78
CNI
BIG

Dividends

CNI vs. BIG - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.54%, while BIG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
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


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-25.27%
-99.84%
CNI
BIG

Volatility

CNI vs. BIG - Volatility Comparison

Canadian National Railway Company (CNI) has a higher volatility of 9.63% compared to Big Lots, Inc. (BIG) at 0.00%. This indicates that CNI's price experiences larger fluctuations and is considered to be riskier than BIG 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%NovemberDecember2025FebruaryMarchApril
9.63%
0
CNI
BIG

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


Values in USD except per share items