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

Performance

CNI vs. LIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian National Railway Company (CNI) and Linde plc (LIN). 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 lower than LIN's 23.59% 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%

LIN

1D
1.58%
1M
2.33%
YTD
23.59%
6M
26.61%
1Y
12.77%
3Y*
13.38%
5Y*
13.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNI vs. LIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CNI
Canadian National Railway Company
21.78%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-17.13%
LIN
Linde plc
23.59%3.22%3.18%27.66%-4.39%33.39%25.88%39.04%-5.26%

Correlation

The correlation between CNI and LIN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.38

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

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.47

The correlation between CNI and LIN shifts across timeframes, from 0.29 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CNI:

$72.80B

LIN:

$244.15B

EPS

CNI:

CA$7.60

LIN:

$15.16

PE Ratio

CNI:

21.89

LIN:

34.54

PS Ratio

CNI:

5.96

LIN:

7.10

PB Ratio

CNI:

4.73

LIN:

6.33

Total Revenue (TTM)

CNI:

CA$17.29B

LIN:

$34.66B

Gross Profit (TTM)

CNI:

CA$7.64B

LIN:

$15.94B

EBITDA (TTM)

CNI:

CA$8.60B

LIN:

$12.31B

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Return for Risk

CNI vs. LIN — 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

LIN
LIN Risk / Return Rank: 6161
Overall Rank
LIN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LIN Sortino Ratio Rank: 6060
Sortino Ratio Rank
LIN Omega Ratio Rank: 5757
Omega Ratio Rank
LIN Calmar Ratio Rank: 5858
Calmar Ratio Rank
LIN Martin Ratio Rank: 6161
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. LIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Linde plc (LIN). 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.


CNILINDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.13

0.67

+0.46

Martin ratioReturn relative to average drawdown

2.08

1.89

+0.19

CNI vs. LIN - Sharpe Ratio Comparison

The current CNI Sharpe Ratio is 0.73, which is comparable to the LIN Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CNI and LIN, 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. LIN - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.66%, which is greater than LIN's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for CNI and LIN.


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Drawdown Indicators


CNILINDifference

Max Drawdown

Largest peak-to-trough decline

-46.66%

-32.59%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-19.18%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-29.14%

-19.18%

-9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-22.82%

-6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

Current Drawdown

Current decline from peak

-5.55%

0.00%

-5.55%

Average Drawdown

Average peak-to-trough decline

-9.49%

-5.41%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

6.79%

+0.89%

Volatility

CNI vs. LIN - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 4.12%, while Linde plc (LIN) has a volatility of 5.57%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than LIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNILINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.57%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

13.53%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

17.24%

+4.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

20.79%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

24.08%

-1.41%

Dividends

CNI vs. LIN - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.20%, more than LIN's 1.18% 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%
LIN
Linde plc
1.18%1.41%1.33%1.24%1.43%1.22%1.46%1.64%0.53%0.00%0.00%0.00%

Financials

CNI vs. LIN - Financials Comparison

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


4.00B5.00B6.00B7.00B8.00B9.00B20222023202420252026
4.39B
8.78B
(CNI) Total Revenue
(LIN) Total Revenue
Please note, different currencies. CNI values in CAD, LIN values in USD

CNI vs. LIN - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
42.8%
48.5%
Portfolio components
CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.

LIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Linde plc reported a gross profit of 4.26B and revenue of 8.78B. Therefore, the gross margin over that period was 48.5%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.

LIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Linde plc reported an operating income of 3.26B and revenue of 8.78B, resulting in an operating margin of 37.2%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.

LIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Linde plc reported a net income of 1.86B and revenue of 8.78B, resulting in a net margin of 21.2%.


Frequently Asked Questions


CNI and LIN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIN has higher volatility (5.57%) compared to CNI (4.12%). In terms of maximum drawdown, CNI dropped -46.66% vs LIN's -32.59%.

LIN currently has the higher Sharpe Ratio (0.74 vs 0.73), 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 LIN

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