CNI vs. LLY
CNI (Canadian National Railway Company) and LLY (Eli Lilly and Company) are both stocks. CNI operates in Railroads (Industrials), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CNI returned 9.51%/yr vs 33.45%/yr for LLY. At a 0.26 correlation, their price movements are largely independent.
Performance
CNI vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, CNI achieves a 21.78% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, CNI has underperformed LLY with an annualized return of 9.51%, while LLY has yielded a comparatively higher 33.45% 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%
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
CNI vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between CNI and LLY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 1996 | 0.26 |
The correlation between CNI and LLY shifts across timeframes, from 0.13 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CNI:
$72.80B
LLY:
$1.02T
CNI:
CA$7.60
LLY:
$28.14
CNI:
21.89
LLY:
40.26
CNI:
5.96
LLY:
14.08
CNI:
4.73
LLY:
32.54
CNI:
CA$17.29B
LLY:
$72.25B
CNI:
CA$7.64B
LLY:
$59.75B
CNI:
CA$8.60B
LLY:
$32.97B
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Return for Risk
CNI vs. LLY — Risk / Return Rank
CNI
LLY
CNI vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Eli Lilly and Company (LLY). 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.
| CNI | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.72 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.08 | 4.28 | -2.21 |
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Drawdowns
CNI vs. LLY - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CNI and LLY.
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Drawdown Indicators
| CNI | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -68.24% | +21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -23.64% | +9.49% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -34.48% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -34.48% | +5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | -34.48% | +5.33% |
Current DrawdownCurrent decline from peak | -5.55% | -2.41% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -19.21% | +9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 9.49% | -1.81% |
Volatility
CNI vs. LLY - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 4.12%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNI | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 9.27% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 27.16% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 38.01% | -16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 32.46% | -10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 30.19% | -7.52% |
Dividends
CNI vs. LLY - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.20%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
CNI vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CNI vs. LLY - Profitability Comparison
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%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
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%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
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%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
CNI and LLY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to CNI (4.12%). In terms of maximum drawdown, CNI dropped -46.66% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 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.
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