CNI vs. MPWR
CNI (Canadian National Railway Company) and MPWR (Monolithic Power Systems, Inc.) are both stocks. CNI operates in Railroads (Industrials), while MPWR operates in Semiconductors (Technology). Over the past 10 years, CNI returned 9.46%/yr vs 37.72%/yr for MPWR. At a 0.37 correlation, their price movements are largely independent.
Performance
CNI vs. MPWR - Performance Comparison
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Returns By Period
In the year-to-date period, CNI achieves a 22.98% return, which is significantly lower than MPWR's 72.37% return. Over the past 10 years, CNI has underperformed MPWR with an annualized return of 9.46%, while MPWR has yielded a comparatively higher 37.72% annualized return.
CNI
- 1D
- 0.36%
- 1M
- 8.21%
- YTD
- 22.98%
- 6M
- 24.55%
- 1Y
- 18.14%
- 3Y*
- 4.05%
- 5Y*
- 3.84%
- 10Y*
- 9.46%
MPWR
- 1D
- 5.28%
- 1M
- -2.60%
- YTD
- 72.37%
- 6M
- 59.11%
- 1Y
- 128.65%
- 3Y*
- 47.03%
- 5Y*
- 36.56%
- 10Y*
- 37.72%
CNI vs. MPWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 22.98% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 24.26% | -8.49% | 25.03% |
MPWR Monolithic Power Systems, Inc. | 72.37% | 54.45% | -5.55% | 79.78% | -27.78% | 35.49% | 107.49% | 54.80% | 4.49% | 38.23% |
Correlation
The correlation between CNI and MPWR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2004 | 0.37 |
The correlation between CNI and MPWR shifts across timeframes, from 0.22 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CNI:
$73.92B
MPWR:
$76.78B
CNI:
$7.60
MPWR:
$13.89
CNI:
15.90
MPWR:
112.24
CNI:
4.33
MPWR:
25.63
CNI:
3.44
MPWR:
20.88
CNI:
$17.29B
MPWR:
$2.96B
CNI:
$7.64B
MPWR:
$1.63B
CNI:
$8.60B
MPWR:
$861.78M
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Return for Risk
CNI vs. MPWR — Risk / Return Rank
CNI
MPWR
CNI vs. MPWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Monolithic Power Systems, Inc. (MPWR). 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.
| CNI | MPWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 5.76 | -4.48 |
| Martin ratioReturn relative to average drawdown | 2.37 | 15.40 | -13.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNI | MPWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.70 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.69 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.80 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.58 | +0.01 |
Drawdowns
CNI vs. MPWR - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum MPWR drawdown of -72.27%. Use the drawdown chart below to compare losses from any high point for CNI and MPWR.
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Drawdown Indicators
| CNI | MPWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -72.27% | +25.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -22.45% | +8.30% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -51.65% | +22.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -51.65% | +22.51% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | -51.65% | +22.50% |
Current DrawdownCurrent decline from peak | -4.61% | -7.73% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -17.72% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 8.38% | -0.70% |
Volatility
CNI vs. MPWR - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 4.06%, while Monolithic Power Systems, Inc. (MPWR) has a volatility of 19.38%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than MPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNI | MPWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 19.38% | -15.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 36.53% | -19.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 47.99% | -26.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 53.40% | -31.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 47.17% | -24.48% |
Dividends
CNI vs. MPWR - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.16%, more than MPWR's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.16% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
MPWR Monolithic Power Systems, Inc. | 0.43% | 0.69% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% |
Financials
CNI vs. MPWR - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Monolithic Power Systems, Inc.. 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. MPWR - 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%.
MPWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a gross profit of 445.07M and revenue of 804.19M. Therefore, the gross margin over that period was 55.3%.
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%.
MPWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported an operating income of 241.15M and revenue of 804.19M, resulting in an operating margin of 30.0%.
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%.
MPWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monolithic Power Systems, Inc. reported a net income of 193.23M and revenue of 804.19M, resulting in a net margin of 24.0%.
Frequently Asked Questions
CNI and MPWR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPWR has higher volatility (19.38%) compared to CNI (4.06%). In terms of maximum drawdown, CNI dropped -46.66% vs MPWR's -72.27%.
MPWR currently has the higher Sharpe Ratio (2.70 vs 0.83), 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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