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

Correlation

The correlation between CNI and FDX 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. FDX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CNI:

-0.57

FDX:

-0.26

Sortino Ratio

CNI:

-0.71

FDX:

-0.12

Omega Ratio

CNI:

0.92

FDX:

0.98

Calmar Ratio

CNI:

-0.44

FDX:

-0.27

Martin Ratio

CNI:

-0.84

FDX:

-0.62

Ulcer Index

CNI:

14.98%

FDX:

15.36%

Daily Std Dev

CNI:

22.55%

FDX:

37.07%

Max Drawdown

CNI:

-46.86%

FDX:

-71.32%

Current Drawdown

CNI:

-16.82%

FDX:

-25.67%

Fundamentals

Market Cap

CNI:

$67.85B

FDX:

$55.37B

EPS

CNI:

$5.19

FDX:

$15.90

PE Ratio

CNI:

20.83

FDX:

14.54

PEG Ratio

CNI:

1.83

FDX:

0.96

PS Ratio

CNI:

3.94

FDX:

0.63

PB Ratio

CNI:

4.32

FDX:

2.07

Total Revenue (TTM)

CNI:

$17.20B

FDX:

$87.82B

Gross Profit (TTM)

CNI:

$7.14B

FDX:

$19.87B

EBITDA (TTM)

CNI:

$8.77B

FDX:

$10.84B

Returns By Period

In the year-to-date period, CNI achieves a 7.11% return, which is significantly higher than FDX's -17.97% return. Over the past 10 years, CNI has outperformed FDX with an annualized return of 7.99%, while FDX has yielded a comparatively lower 4.05% annualized return.


CNI

YTD

7.11%

1M

9.67%

6M

0.42%

1Y

-12.71%

5Y*

9.04%

10Y*

7.99%

FDX

YTD

-17.97%

1M

12.75%

6M

-21.24%

1Y

-9.45%

5Y*

18.49%

10Y*

4.05%

*Annualized

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Risk-Adjusted Performance

CNI vs. FDX — 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 2222
Overall Rank
The Sharpe Ratio Rank of CNI is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 3131
Martin Ratio Rank

FDX
The Risk-Adjusted Performance Rank of FDX is 3434
Overall Rank
The Sharpe Ratio Rank of FDX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 3737
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. FDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and FedEx Corporation (FDX). 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 current CNI Sharpe Ratio is -0.57, which is lower than the FDX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of CNI and FDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CNI vs. FDX - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.28%, less than FDX's 2.41% yield.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.28%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.54%1.70%1.73%1.30%
FDX
FedEx Corporation
2.41%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%

Drawdowns

CNI vs. FDX - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum FDX drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for CNI and FDX. For additional features, visit the drawdowns tool.


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Volatility

CNI vs. FDX - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 8.46%, while FedEx Corporation (FDX) has a volatility of 9.59%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than FDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CNI vs. FDX - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and FedEx Corporation. 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
4.40B
22.16B
(CNI) Total Revenue
(FDX) Total Revenue
Values in USD except per share items

CNI vs. FDX - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian National Railway Company and FedEx Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20212022202320242025
40.4%
21.4%
(CNI) Gross Margin
(FDX) Gross Margin
CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a gross profit of 1.78B and revenue of 4.40B. Therefore, the gross margin over that period was 40.4%.

FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, FedEx Corporation reported a gross profit of 4.73B and revenue of 22.16B. Therefore, the gross margin over that period was 21.4%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported an operating income of 1.61B and revenue of 4.40B, resulting in an operating margin of 36.6%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, FedEx Corporation reported an operating income of 1.29B and revenue of 22.16B, resulting in an operating margin of 5.8%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a net income of 1.16B and revenue of 4.40B, resulting in a net margin of 26.4%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, FedEx Corporation reported a net income of 909.00M and revenue of 22.16B, resulting in a net margin of 4.1%.