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

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.


-0.50.00.51.00.6

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.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.78%
3.84%
CNI
NSC

Key characteristics

Sharpe Ratio

CNI:

-0.91

NSC:

0.03

Sortino Ratio

CNI:

-1.21

NSC:

0.29

Omega Ratio

CNI:

0.86

NSC:

1.03

Calmar Ratio

CNI:

-0.71

NSC:

0.04

Martin Ratio

CNI:

-1.59

NSC:

0.12

Ulcer Index

CNI:

10.32%

NSC:

8.30%

Daily Std Dev

CNI:

18.00%

NSC:

27.66%

Max Drawdown

CNI:

-46.86%

NSC:

-67.74%

Current Drawdown

CNI:

-23.03%

NSC:

-17.15%

Fundamentals

Market Cap

CNI:

$64.86B

NSC:

$54.86B

EPS

CNI:

$5.94

NSC:

$10.66

PE Ratio

CNI:

17.33

NSC:

22.75

PEG Ratio

CNI:

3.38

NSC:

2.16

Total Revenue (TTM)

CNI:

$18.64B

NSC:

$12.17B

Gross Profit (TTM)

CNI:

$7.96B

NSC:

$4.67B

EBITDA (TTM)

CNI:

$8.45B

NSC:

$6.25B

Returns By Period

In the year-to-date period, CNI achieves a -18.23% return, which is significantly lower than NSC's -0.22% return. Over the past 10 years, CNI has underperformed NSC with an annualized return of 6.10%, while NSC has yielded a comparatively higher 10.05% annualized return.


CNI

YTD

-18.23%

1M

-5.17%

6M

-13.78%

1Y

-15.93%

5Y*

4.26%

10Y*

6.10%

NSC

YTD

-0.22%

1M

-11.21%

6M

3.84%

1Y

2.64%

5Y*

5.60%

10Y*

10.05%

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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.


Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at -0.91, compared to the broader market-4.00-2.000.002.00-0.910.03
The chart of Sortino ratio for CNI, currently valued at -1.21, compared to the broader market-4.00-2.000.002.004.00-1.210.29
The chart of Omega ratio for CNI, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.03
The chart of Calmar ratio for CNI, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.710.04
The chart of Martin ratio for CNI, currently valued at -1.59, compared to the broader market0.0010.0020.00-1.590.12
CNI
NSC

The current CNI Sharpe Ratio is -0.91, which is lower than the NSC Sharpe Ratio of 0.03. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.91
0.03
CNI
NSC

Dividends

CNI vs. NSC - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.46%, more than NSC's 2.34% yield.


TTM20232022202120202019201820172016201520142013
CNI
Canadian National Railway Company
2.46%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%
NSC
Norfolk Southern Corporation
2.34%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
-17.15%
CNI
NSC

Volatility

CNI vs. NSC - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 5.39%, while Norfolk Southern Corporation (NSC) has a volatility of 6.84%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
6.84%
CNI
NSC

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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