CNI vs. TMUS
CNI (Canadian National Railway Company) and TMUS (T-Mobile US, Inc.) are both stocks. CNI operates in Railroads (Industrials), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, CNI returned 9.46%/yr vs 16.10%/yr for TMUS. At a 0.31 correlation, their price movements are largely independent.
Performance
CNI vs. TMUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CNI achieves a 22.98% return, which is significantly higher than TMUS's -11.22% return. Over the past 10 years, CNI has underperformed TMUS with an annualized return of 9.46%, while TMUS has yielded a comparatively higher 16.10% 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%
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
CNI vs. TMUS - 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% |
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between CNI and TMUS is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.31 |
Over the past year, the correlation between CNI and TMUS has dropped to 0.08 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
CNI:
$73.92B
TMUS:
$196.64B
CNI:
$7.60
TMUS:
$9.41
CNI:
15.90
TMUS:
18.96
CNI:
4.33
TMUS:
2.21
CNI:
3.44
TMUS:
3.52
CNI:
$17.29B
TMUS:
$90.53B
CNI:
$7.64B
TMUS:
$34.92B
CNI:
$8.60B
TMUS:
$28.22B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CNI vs. TMUS — Risk / Return Rank
CNI
TMUS
CNI vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and T-Mobile US, Inc. (TMUS). 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 | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.83 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.86 | +2.15 |
| Martin ratioReturn relative to average drawdown | 2.37 | -1.49 | +3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CNI | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | -1.05 | +1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.20 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.62 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.20 | +0.39 |
Drawdowns
CNI vs. TMUS - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for CNI and TMUS.
Loading charts...
Drawdown Indicators
| CNI | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -86.29% | +39.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -30.37% | +16.22% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -33.65% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -33.65% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | -33.65% | +4.50% |
Current DrawdownCurrent decline from peak | -4.61% | -33.12% | +28.51% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -25.96% | +16.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 17.64% | -9.96% |
Volatility
CNI vs. TMUS - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 4.06%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.91%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CNI | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 6.91% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 19.14% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 25.04% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 23.86% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 26.08% | -3.39% |
Dividends
CNI vs. TMUS - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.16%, less than TMUS's 2.21% 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% |
TMUS T-Mobile US, Inc. | 2.21% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CNI vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and T-Mobile US, 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. TMUS - 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%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
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%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
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%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
CNI and TMUS have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (6.91%) compared to CNI (4.06%). In terms of maximum drawdown, CNI dropped -46.66% vs TMUS's -86.29%.
CNI currently has the higher Sharpe Ratio (0.83 vs -1.05), 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.
Find the right allocation for CNI and TMUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer