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

Correlation

The correlation between CNI and LAND is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CNI vs. LAND - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
164.14%
16.82%
CNI
LAND

Key characteristics

Sharpe Ratio

CNI:

-0.86

LAND:

-1.01

Sortino Ratio

CNI:

-1.13

LAND:

-1.37

Omega Ratio

CNI:

0.87

LAND:

0.84

Calmar Ratio

CNI:

-0.67

LAND:

-0.33

Martin Ratio

CNI:

-1.49

LAND:

-2.12

Ulcer Index

CNI:

10.42%

LAND:

11.11%

Daily Std Dev

CNI:

18.00%

LAND:

23.45%

Max Drawdown

CNI:

-46.86%

LAND:

-72.39%

Current Drawdown

CNI:

-22.61%

LAND:

-72.19%

Fundamentals

Market Cap

CNI:

$64.86B

LAND:

$407.08M

EPS

CNI:

$5.94

LAND:

-$0.26

PEG Ratio

CNI:

3.38

LAND:

22.95

Total Revenue (TTM)

CNI:

$18.64B

LAND:

$88.57M

Gross Profit (TTM)

CNI:

$7.96B

LAND:

$40.61M

EBITDA (TTM)

CNI:

$8.45B

LAND:

$62.40M

Returns By Period

In the year-to-date period, CNI achieves a -17.78% return, which is significantly higher than LAND's -23.84% return. Over the past 10 years, CNI has outperformed LAND with an annualized return of 5.95%, while LAND has yielded a comparatively lower 4.70% annualized return.


CNI

YTD

-17.78%

1M

-4.76%

6M

-12.39%

1Y

-16.44%

5Y*

4.37%

10Y*

5.95%

LAND

YTD

-23.84%

1M

-10.66%

6M

-18.27%

1Y

-24.31%

5Y*

-0.62%

10Y*

4.70%

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Risk-Adjusted Performance

CNI vs. LAND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Gladstone Land Corporation (LAND). 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-4.00-2.000.002.00-0.86-1.01
The chart of Sortino ratio for CNI, currently valued at -1.13, compared to the broader market-4.00-2.000.002.004.00-1.13-1.37
The chart of Omega ratio for CNI, currently valued at 0.87, compared to the broader market0.501.001.502.000.870.84
The chart of Calmar ratio for CNI, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67-0.33
The chart of Martin ratio for CNI, currently valued at -1.49, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.49-2.12
CNI
LAND

The current CNI Sharpe Ratio is -0.86, which is comparable to the LAND Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of CNI and LAND, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.86
-1.01
CNI
LAND

Dividends

CNI vs. LAND - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.45%, less than LAND's 5.35% yield.


TTM20232022202120202019201820172016201520142013
CNI
Canadian National Railway Company
2.45%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%
LAND
Gladstone Land Corporation
5.35%3.82%2.98%1.60%3.69%4.12%4.60%3.91%4.40%5.38%3.36%9.20%

Drawdowns

CNI vs. LAND - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum LAND drawdown of -72.39%. Use the drawdown chart below to compare losses from any high point for CNI and LAND. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.61%
-72.19%
CNI
LAND

Volatility

CNI vs. LAND - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 5.44%, while Gladstone Land Corporation (LAND) has a volatility of 6.79%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than LAND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
6.79%
CNI
LAND

Financials

CNI vs. LAND - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and Gladstone Land 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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