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

Correlation

The correlation between CNI and FDX is 0.43, 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.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.99%
-9.63%
CNI
FDX

Key characteristics

Sharpe Ratio

CNI:

-0.86

FDX:

0.51

Sortino Ratio

CNI:

-1.12

FDX:

0.91

Omega Ratio

CNI:

0.87

FDX:

1.15

Calmar Ratio

CNI:

-0.66

FDX:

0.72

Martin Ratio

CNI:

-1.31

FDX:

1.69

Ulcer Index

CNI:

11.89%

FDX:

9.09%

Daily Std Dev

CNI:

18.16%

FDX:

30.00%

Max Drawdown

CNI:

-46.86%

FDX:

-71.32%

Current Drawdown

CNI:

-22.34%

FDX:

-11.39%

Fundamentals

Market Cap

CNI:

$64.17B

FDX:

$66.80B

EPS

CNI:

$5.87

FDX:

$15.54

PE Ratio

CNI:

17.29

FDX:

17.70

PEG Ratio

CNI:

3.72

FDX:

1.13

Total Revenue (TTM)

CNI:

$14.17B

FDX:

$87.39B

Gross Profit (TTM)

CNI:

$5.99B

FDX:

$19.68B

EBITDA (TTM)

CNI:

$6.45B

FDX:

$10.78B

Returns By Period

In the year-to-date period, CNI achieves a 0.01% return, which is significantly higher than FDX's -2.21% return. Both investments have delivered pretty close results over the past 10 years, with CNI having a 6.12% annualized return and FDX not far behind at 6.03%.


CNI

YTD

0.01%

1M

0.35%

6M

-15.99%

1Y

-17.83%

5Y*

3.64%

10Y*

6.12%

FDX

YTD

-2.21%

1M

-0.23%

6M

-9.63%

1Y

13.88%

5Y*

14.12%

10Y*

6.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 99
Overall Rank
The Sharpe Ratio Rank of CNI is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 99
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 99
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 1111
Martin Ratio Rank

FDX
The Risk-Adjusted Performance Rank of FDX is 6464
Overall Rank
The Sharpe Ratio Rank of FDX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at -0.86, compared to the broader market-2.000.002.004.00-0.860.51
The chart of Sortino ratio for CNI, currently valued at -1.12, compared to the broader market-4.00-2.000.002.004.006.00-1.120.91
The chart of Omega ratio for CNI, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.15
The chart of Calmar ratio for CNI, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.660.72
The chart of Martin ratio for CNI, currently valued at -1.31, compared to the broader market-10.000.0010.0020.0030.00-1.311.69
CNI
FDX

The current CNI Sharpe Ratio is -0.86, which is lower than the FDX Sharpe Ratio of 0.51. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.86
0.51
CNI
FDX

Dividends

CNI vs. FDX - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.44%, more than FDX's 1.96% yield.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.44%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%
FDX
FedEx Corporation
1.96%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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.34%
-11.39%
CNI
FDX

Volatility

CNI vs. FDX - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 4.70%, while FedEx Corporation (FDX) has a volatility of 6.01%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.70%
6.01%
CNI
FDX

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


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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