CNI vs. STRL
CNI (Canadian National Railway Company) and STRL (Sterling Construction Company, Inc.) are both stocks. Both are in the Industrials sector — CNI in Railroads, STRL in Engineering & Construction. Over the past 10 years, CNI returned 9.46%/yr vs 68.46%/yr for STRL. At a 0.22 correlation, their price movements are largely independent.
Performance
CNI vs. STRL - 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 STRL's 191.24% return. Over the past 10 years, CNI has underperformed STRL with an annualized return of 9.46%, while STRL has yielded a comparatively higher 68.46% 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%
STRL
- 1D
- 1.07%
- 1M
- 5.57%
- YTD
- 191.24%
- 6M
- 174.74%
- 1Y
- 332.96%
- 3Y*
- 155.47%
- 5Y*
- 104.86%
- 10Y*
- 68.46%
CNI vs. STRL - 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% |
STRL Sterling Construction Company, Inc. | 191.24% | 81.79% | 91.57% | 168.08% | 24.71% | 41.32% | 32.17% | 29.29% | -33.11% | 92.43% |
Correlation
The correlation between CNI and STRL 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 1996 | 0.22 |
The correlation between CNI and STRL shifts across timeframes, from 0.13 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CNI:
$73.92B
STRL:
$27.68B
CNI:
$7.60
STRL:
$11.19
CNI:
15.90
STRL:
79.71
CNI:
4.33
STRL:
9.58
CNI:
3.44
STRL:
23.27
CNI:
$17.29B
STRL:
$2.88B
CNI:
$7.64B
STRL:
$664.66M
CNI:
$8.60B
STRL:
$429.99M
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Return for Risk
CNI vs. STRL — Risk / Return Rank
CNI
STRL
CNI vs. STRL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Sterling Construction Company, Inc. (STRL). 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 | STRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.56 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 10.82 | -9.53 |
| Martin ratioReturn relative to average drawdown | 2.37 | 30.19 | -27.83 |
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 | STRL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 4.13 | -3.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.85 | -1.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 1.29 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.27 | +0.32 |
Drawdowns
CNI vs. STRL - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for CNI and STRL.
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Drawdown Indicators
| CNI | STRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -92.51% | +45.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -31.02% | +16.87% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -47.67% | +18.53% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -47.67% | +18.53% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | -59.60% | +30.45% |
Current DrawdownCurrent decline from peak | -4.61% | -10.25% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -46.31% | +36.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 11.09% | -3.41% |
Volatility
CNI vs. STRL - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 4.06%, while Sterling Construction Company, Inc. (STRL) has a volatility of 24.22%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNI | STRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 24.22% | -20.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 63.81% | -46.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 81.49% | -59.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 56.99% | -34.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 53.42% | -30.73% |
Dividends
CNI vs. STRL - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.16%, while STRL has not paid dividends to shareholders.
| 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% |
STRL Sterling Construction Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CNI vs. STRL - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Sterling Construction Company, 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. STRL - 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%.
STRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.
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%.
STRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.
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%.
STRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.
Frequently Asked Questions
CNI and STRL 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.
STRL has higher volatility (24.22%) compared to CNI (4.06%). In terms of maximum drawdown, CNI dropped -46.66% vs STRL's -92.51%.
STRL currently has the higher Sharpe Ratio (4.13 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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