CNI vs. NSC
Compare and contrast key facts about Canadian National Railway Company (CNI) and Norfolk Southern Corporation (NSC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNI or NSC.
Performance
CNI vs. NSC - Performance Comparison
Returns By Period
In the year-to-date period, CNI achieves a -13.67% return, which is significantly lower than NSC's 12.04% return. Over the past 10 years, CNI has underperformed NSC with an annualized return of 6.01%, while NSC has yielded a comparatively higher 10.81% annualized return.
CNI
-13.67%
-4.83%
-15.36%
-4.77%
5.57%
6.01%
NSC
12.04%
4.91%
13.51%
24.27%
8.25%
10.81%
Fundamentals
CNI | NSC | |
---|---|---|
Market Cap | $67.18B | $58.58B |
EPS | $6.04 | $10.65 |
PE Ratio | 17.69 | 24.31 |
PEG Ratio | 3.38 | 2.30 |
Total Revenue (TTM) | $18.64B | $12.17B |
Gross Profit (TTM) | $7.96B | $4.67B |
EBITDA (TTM) | $8.45B | $6.25B |
Key characteristics
CNI | NSC | |
---|---|---|
Sharpe Ratio | -0.27 | 0.90 |
Sortino Ratio | -0.26 | 1.70 |
Omega Ratio | 0.97 | 1.19 |
Calmar Ratio | -0.26 | 0.97 |
Martin Ratio | -0.55 | 3.11 |
Ulcer Index | 8.93% | 7.98% |
Daily Std Dev | 18.03% | 27.64% |
Max Drawdown | -46.86% | -67.74% |
Current Drawdown | -18.74% | -6.98% |
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Correlation
The correlation between CNI and NSC is 0.58, 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.
Risk-Adjusted Performance
CNI vs. NSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Norfolk Southern Corporation (NSC). 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.
Dividends
CNI vs. NSC - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.29%, more than NSC's 2.09% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian National Railway Company | 2.29% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 1.44% |
Norfolk Southern Corporation | 2.09% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
Drawdowns
CNI vs. NSC - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum NSC drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for CNI and NSC. For additional features, visit the drawdowns tool.
Volatility
CNI vs. NSC - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 5.22%, while Norfolk Southern Corporation (NSC) has a volatility of 10.90%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than NSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CNI vs. NSC - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Norfolk Southern 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.
Total Revenue: Total amount of money received from sales and other business activities