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

Correlation

The correlation between CNI and INMD is 0.61, 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. INMD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CNI:

-0.53

INMD:

-0.49

Sortino Ratio

CNI:

-0.72

INMD:

-0.37

Omega Ratio

CNI:

0.92

INMD:

0.95

Calmar Ratio

CNI:

-0.44

INMD:

-0.24

Martin Ratio

CNI:

-0.85

INMD:

-1.51

Ulcer Index

CNI:

14.96%

INMD:

13.58%

Daily Std Dev

CNI:

22.56%

INMD:

45.21%

Max Drawdown

CNI:

-46.86%

INMD:

-85.59%

Current Drawdown

CNI:

-16.78%

INMD:

-84.97%

Fundamentals

Market Cap

CNI:

$66.77B

INMD:

$908.91M

EPS

CNI:

$5.18

INMD:

$2.18

PE Ratio

CNI:

20.54

INMD:

6.68

PEG Ratio

CNI:

1.83

INMD:

2.90

PS Ratio

CNI:

3.88

INMD:

2.32

PB Ratio

CNI:

4.25

INMD:

1.43

Total Revenue (TTM)

CNI:

$17.20B

INMD:

$392.41M

Gross Profit (TTM)

CNI:

$7.14B

INMD:

$314.06M

EBITDA (TTM)

CNI:

$8.77B

INMD:

$92.30M

Returns By Period

In the year-to-date period, CNI achieves a 7.17% return, which is significantly higher than INMD's -11.92% return.


CNI

YTD

7.17%

1M

9.82%

6M

-0.58%

1Y

-11.84%

5Y*

9.06%

10Y*

7.88%

INMD

YTD

-11.92%

1M

-4.51%

6M

-22.58%

1Y

-21.96%

5Y*

4.12%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CNI vs. INMD — 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 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 3030
Martin Ratio Rank

INMD
The Risk-Adjusted Performance Rank of INMD is 2323
Overall Rank
The Sharpe Ratio Rank of INMD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of INMD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of INMD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of INMD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of INMD is 66
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. INMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and InMode Ltd. (INMD). 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 -0.53, which is comparable to the INMD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of CNI and INMD, 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. INMD - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.28%, while INMD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.28%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%
INMD
InMode Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNI vs. INMD - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum INMD drawdown of -85.59%. Use the drawdown chart below to compare losses from any high point for CNI and INMD. For additional features, visit the drawdowns tool.


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Volatility

CNI vs. INMD - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 8.46%, while InMode Ltd. (INMD) has a volatility of 16.88%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than INMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CNI vs. INMD - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
4.40B
77.87M
(CNI) Total Revenue
(INMD) Total Revenue
Values in USD except per share items

CNI vs. INMD - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
40.4%
78.2%
(CNI) Gross Margin
(INMD) 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%.

INMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, InMode Ltd. reported a gross profit of 60.91M and revenue of 77.87M. Therefore, the gross margin over that period was 78.2%.

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%.

INMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, InMode Ltd. reported an operating income of 15.62M and revenue of 77.87M, resulting in an operating margin of 20.1%.

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%.

INMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, InMode Ltd. reported a net income of 18.20M and revenue of 77.87M, resulting in a net margin of 23.4%.