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CNI vs. INGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNI vs. INGR - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNI achieves a 21.78% return, which is significantly higher than INGR's -6.49% return. Over the past 10 years, CNI has outperformed INGR with an annualized return of 9.51%, while INGR has yielded a comparatively lower 0.79% annualized return.


CNI

1D
0.60%
1M
6.94%
YTD
21.78%
6M
22.98%
1Y
15.90%
3Y*
3.44%
5Y*
3.57%
10Y*
9.51%

INGR

1D
0.68%
1M
-4.15%
YTD
-6.49%
6M
-8.29%
1Y
-25.12%
3Y*
0.77%
5Y*
4.31%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNI vs. INGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNI
Canadian National Railway Company
21.78%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-8.49%25.03%
INGR
Ingredion Incorporated
-6.49%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%

Correlation

The correlation between CNI and INGR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 11, 1997

0.32

Fundamentals

EPS

CNI:

CA$7.60

INGR:

$13.96

PE Ratio

CNI:

21.89

INGR:

7.28

PS Ratio

CNI:

5.96

INGR:

0.92

Total Revenue (TTM)

CNI:

CA$17.29B

INGR:

$5.41B

Gross Profit (TTM)

CNI:

CA$7.64B

INGR:

$1.36B

EBITDA (TTM)

CNI:

CA$8.60B

INGR:

$902.00M

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Return for Risk

CNI vs. INGR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNI
CNI Risk / Return Rank: 6262
Overall Rank
CNI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 5959
Sortino Ratio Rank
CNI Omega Ratio Rank: 5858
Omega Ratio Rank
CNI Calmar Ratio Rank: 6666
Calmar Ratio Rank
CNI Martin Ratio Rank: 6363
Martin Ratio Rank

INGR
INGR Risk / Return Rank: 33
Overall Rank
INGR Sharpe Ratio Rank: 00
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 22
Sortino Ratio Rank
INGR Omega Ratio Rank: 33
Omega Ratio Rank
INGR Calmar Ratio Rank: 44
Calmar Ratio Rank
INGR Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNI vs. INGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Ingredion Incorporated (INGR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNIINGRDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+3.15

Omega ratioGain probability vs. loss probability

1.14

0.75

+0.39

Calmar ratioReturn relative to maximum drawdown

1.13

-0.95

+2.08

Martin ratioReturn relative to average drawdown

2.08

-1.58

+3.66

CNI vs. INGR - Sharpe Ratio Comparison

The current CNI Sharpe Ratio is 0.73, which is higher than the INGR Sharpe Ratio of -1.52. The chart below compares the historical Sharpe Ratios of CNI and INGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CNI vs. INGR - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum INGR drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for CNI and INGR.


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Drawdown Indicators


CNIINGRDifference

Max Drawdown

Largest peak-to-trough decline

-46.66%

-64.20%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-26.58%

+12.43%

Max Drawdown (3Y)

Largest decline over 3 years

-29.14%

-33.21%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-33.21%

+4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

-56.14%

+26.99%

Current Drawdown

Current decline from peak

-5.55%

-31.78%

+26.23%

Average Drawdown

Average peak-to-trough decline

-9.49%

-18.32%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

16.03%

-8.35%

Volatility

CNI vs. INGR - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 4.12%, while Ingredion Incorporated (INGR) has a volatility of 5.82%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than INGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNIINGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.82%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

11.73%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

16.64%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

21.32%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

24.87%

-2.20%

Dividends

CNI vs. INGR - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.20%, less than INGR's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
CNI
Canadian National Railway Company
2.20%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%
INGR
Ingredion Incorporated
3.21%2.92%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%

Financials

CNI vs. INGR - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.39B
0
(CNI) Total Revenue
(INGR) Total Revenue
Please note, different currencies. CNI values in CAD, INGR values in USD

Frequently Asked Questions


CNI and INGR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INGR has higher volatility (5.82%) compared to CNI (4.12%). In terms of maximum drawdown, CNI dropped -46.66% vs INGR's -64.20%.

CNI currently has the higher Sharpe Ratio (0.73 vs -1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CNI and INGR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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