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

Correlation

The correlation between CNI and BIG is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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%JulyAugustSeptemberOctoberNovemberDecember
5,213.27%
-99.44%
CNI
BIG

Key characteristics

Fundamentals

Market Cap

CNI:

$64.86B

BIG:

$14.75M

EPS

CNI:

$5.94

BIG:

-$16.42

PEG Ratio

CNI:

3.38

BIG:

0.88

Total Revenue (TTM)

CNI:

$18.64B

BIG:

$3.49B

Gross Profit (TTM)

CNI:

$7.96B

BIG:

$1.22B

EBITDA (TTM)

CNI:

$8.45B

BIG:

-$255.28M

Returns By Period


CNI

YTD

-17.78%

1M

-4.76%

6M

-12.39%

1Y

-16.44%

5Y*

4.37%

10Y*

5.95%

BIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at -0.86, compared to the broader market-4.00-2.000.002.00-0.86-0.72
The chart of Sortino ratio for CNI, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.00-1.13-2.44
The chart of Omega ratio for CNI, currently valued at 0.87, compared to the broader market0.501.001.502.000.870.59
The chart of Calmar ratio for CNI, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67-0.99
The chart of Martin ratio for CNI, currently valued at -1.49, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.49-1.32
CNI
BIG


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.86
-0.72
CNI
BIG

Dividends

CNI vs. BIG - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.45%, while BIG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CNI
Canadian National Railway Company
2.45%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%
BIG
Big Lots, Inc.
0.00%3.85%8.16%2.66%2.80%4.18%4.15%1.78%1.67%1.97%1.27%0.00%

Drawdowns

CNI vs. BIG - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.61%
-99.84%
CNI
BIG

Volatility

CNI vs. BIG - Volatility Comparison

Canadian National Railway Company (CNI) has a higher volatility of 5.44% 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%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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