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

Correlation

The correlation between CNI and NSC is 0.55, 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.


Performance

CNI vs. NSC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CNI:

-0.57

NSC:

0.28

Sortino Ratio

CNI:

-0.71

NSC:

0.75

Omega Ratio

CNI:

0.92

NSC:

1.09

Calmar Ratio

CNI:

-0.44

NSC:

0.37

Martin Ratio

CNI:

-0.84

NSC:

0.93

Ulcer Index

CNI:

14.98%

NSC:

10.14%

Daily Std Dev

CNI:

22.55%

NSC:

29.52%

Max Drawdown

CNI:

-46.86%

NSC:

-67.74%

Current Drawdown

CNI:

-16.82%

NSC:

-10.56%

Fundamentals

Market Cap

CNI:

$67.85B

NSC:

$54.99B

EPS

CNI:

$5.19

NSC:

$14.64

PE Ratio

CNI:

20.83

NSC:

16.66

PEG Ratio

CNI:

1.83

NSC:

2.28

PS Ratio

CNI:

3.94

NSC:

4.54

PB Ratio

CNI:

4.32

NSC:

3.79

Total Revenue (TTM)

CNI:

$17.20B

NSC:

$12.11B

Gross Profit (TTM)

CNI:

$7.14B

NSC:

$4.73B

EBITDA (TTM)

CNI:

$8.77B

NSC:

$6.47B

Returns By Period

In the year-to-date period, CNI achieves a 7.11% return, which is significantly higher than NSC's 6.07% return. Over the past 10 years, CNI has underperformed NSC with an annualized return of 7.99%, while NSC has yielded a comparatively higher 12.15% annualized return.


CNI

YTD

7.11%

1M

9.67%

6M

0.42%

1Y

-12.71%

5Y*

9.04%

10Y*

7.99%

NSC

YTD

6.07%

1M

15.69%

6M

-4.71%

1Y

8.22%

5Y*

11.25%

10Y*

12.15%

*Annualized

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Risk-Adjusted Performance

CNI vs. NSC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNI
The Risk-Adjusted Performance Rank of CNI is 2222
Overall Rank
The Sharpe Ratio Rank of CNI is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 3131
Martin Ratio Rank

NSC
The Risk-Adjusted Performance Rank of NSC is 6262
Overall Rank
The Sharpe Ratio Rank of NSC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NSC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NSC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NSC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of NSC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CNI Sharpe Ratio is -0.57, which is lower than the NSC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CNI and NSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CNI vs. NSC - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.28%, more than NSC's 2.19% yield.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.28%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.54%1.70%1.73%1.30%
NSC
Norfolk Southern Corporation
2.19%2.30%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%

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.


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Volatility

CNI vs. NSC - Volatility Comparison

Canadian National Railway Company (CNI) and Norfolk Southern Corporation (NSC) have volatilities of 8.46% and 8.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B2.50B3.00B3.50B4.00B4.50B20212022202320242025
4.40B
2.99B
(CNI) Total Revenue
(NSC) Total Revenue
Values in USD except per share items

CNI vs. NSC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
40.4%
41.8%
(CNI) Gross Margin
(NSC) Gross Margin
CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a gross profit of 1.78B and revenue of 4.40B. Therefore, the gross margin over that period was 40.4%.

NSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Norfolk Southern Corporation reported a gross profit of 1.25B and revenue of 2.99B. Therefore, the gross margin over that period was 41.8%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported an operating income of 1.61B and revenue of 4.40B, resulting in an operating margin of 36.6%.

NSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Norfolk Southern Corporation reported an operating income of 1.15B and revenue of 2.99B, resulting in an operating margin of 38.3%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a net income of 1.16B and revenue of 4.40B, resulting in a net margin of 26.4%.

NSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Norfolk Southern Corporation reported a net income of 750.00M and revenue of 2.99B, resulting in a net margin of 25.1%.