CNI vs. CP
Compare and contrast key facts about Canadian National Railway Company (CNI) and Canadian Pacific Railway Limited (CP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNI or CP.
Key characteristics
| CNI | CP | |
|---|---|---|
| YTD Return | -9.85% | -2.26% |
| 1Y Return | 1.14% | 11.44% |
| 3Y Return (Ann) | -2.92% | 0.46% |
| 5Y Return (Ann) | 5.84% | 10.91% |
| 10Y Return (Ann) | 6.68% | 7.48% |
| Sharpe Ratio | 0.11 | 0.46 |
| Sortino Ratio | 0.27 | 0.77 |
| Omega Ratio | 1.03 | 1.09 |
| Calmar Ratio | 0.11 | 0.56 |
| Martin Ratio | 0.22 | 1.06 |
| Ulcer Index | 8.52% | 8.95% |
| Daily Std Dev | 18.04% | 20.88% |
| Max Drawdown | -46.86% | -69.21% |
| Current Drawdown | -15.14% | -15.44% |
Fundamentals
| CNI | CP | |
|---|---|---|
| Market Cap | $70.29B | $72.34B |
| EPS | $6.07 | $2.71 |
| PE Ratio | 18.38 | 28.37 |
| PEG Ratio | 3.38 | 2.37 |
| Total Revenue (TTM) | $18.64B | $14.45B |
| Gross Profit (TTM) | $7.96B | $7.89B |
| EBITDA (TTM) | $8.91B | $7.32B |
Correlation
The correlation between CNI and CP is 0.66, 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. CP - Performance Comparison
In the year-to-date period, CNI achieves a -9.85% return, which is significantly lower than CP's -2.26% return. Over the past 10 years, CNI has underperformed CP with an annualized return of 6.68%, while CP has yielded a comparatively higher 7.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CNI vs. CP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Canadian Pacific Railway Limited (CP). 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.
Dividends
CNI vs. CP - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.19%, more than CP's 0.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.19% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 1.44% |
CP Canadian Pacific Railway Limited | 0.73% | 0.72% | 0.77% | 0.84% | 0.76% | 0.93% | 1.07% | 0.93% | 0.98% | 0.85% | 0.65% | 0.89% |
Drawdowns
CNI vs. CP - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum CP drawdown of -69.21%. Use the drawdown chart below to compare losses from any high point for CNI and CP. For additional features, visit the drawdowns tool.
Volatility
CNI vs. CP - Volatility Comparison
Canadian National Railway Company (CNI) has a higher volatility of 5.08% compared to Canadian Pacific Railway Limited (CP) at 4.78%. This indicates that CNI's price experiences larger fluctuations and is considered to be riskier than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CNI vs. CP - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Canadian Pacific Railway Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities