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

Correlation

The correlation between CNI and UPS is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CNI vs. UPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian National Railway Company (CNI) and United Parcel Service, Inc. (UPS). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
2,752.76%
187.12%
CNI
UPS

Key characteristics

Sharpe Ratio

CNI:

-1.05

UPS:

-0.91

Sortino Ratio

CNI:

-1.46

UPS:

-1.09

Omega Ratio

CNI:

0.83

UPS:

0.83

Calmar Ratio

CNI:

-0.80

UPS:

-0.52

Martin Ratio

CNI:

-1.54

UPS:

-1.86

Ulcer Index

CNI:

14.84%

UPS:

15.33%

Daily Std Dev

CNI:

21.83%

UPS:

31.23%

Max Drawdown

CNI:

-46.86%

UPS:

-54.77%

Current Drawdown

CNI:

-24.86%

UPS:

-51.33%

Fundamentals

Market Cap

CNI:

$61.33B

UPS:

$82.07B

EPS

CNI:

$5.06

UPS:

$6.78

PE Ratio

CNI:

19.32

UPS:

14.34

PEG Ratio

CNI:

1.83

UPS:

1.25

PS Ratio

CNI:

3.60

UPS:

0.90

PB Ratio

CNI:

4.03

UPS:

4.93

Total Revenue (TTM)

CNI:

$12.80B

UPS:

$69.32B

Gross Profit (TTM)

CNI:

$5.36B

UPS:

$12.75B

EBITDA (TTM)

CNI:

$6.51B

UPS:

$9.34B

Returns By Period

In the year-to-date period, CNI achieves a -3.23% return, which is significantly higher than UPS's -20.43% return. Over the past 10 years, CNI has outperformed UPS with an annualized return of 6.14%, while UPS has yielded a comparatively lower 3.57% annualized return.


CNI

YTD

-3.23%

1M

-0.73%

6M

-10.85%

1Y

-18.77%

5Y*

6.60%

10Y*

6.14%

UPS

YTD

-20.43%

1M

-10.03%

6M

-26.58%

1Y

-29.06%

5Y*

3.35%

10Y*

3.57%

*Annualized

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Risk-Adjusted Performance

CNI vs. UPS — 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 77
Overall Rank
The Sharpe Ratio Rank of CNI is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 66
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 99
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 66
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 88
Martin Ratio Rank

UPS
The Risk-Adjusted Performance Rank of UPS is 1010
Overall Rank
The Sharpe Ratio Rank of UPS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of UPS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UPS is 99
Omega Ratio Rank
The Calmar Ratio Rank of UPS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of UPS is 22
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. UPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and United Parcel Service, Inc. (UPS). 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 chart of Sharpe ratio for CNI, currently valued at -1.05, compared to the broader market-2.00-1.000.001.002.003.00
CNI: -1.05
UPS: -0.91
The chart of Sortino ratio for CNI, currently valued at -1.46, compared to the broader market-6.00-4.00-2.000.002.004.00
CNI: -1.46
UPS: -1.09
The chart of Omega ratio for CNI, currently valued at 0.83, compared to the broader market0.501.001.502.00
CNI: 0.83
UPS: 0.83
The chart of Calmar ratio for CNI, currently valued at -0.80, compared to the broader market0.001.002.003.004.005.00
CNI: -0.80
UPS: -0.52
The chart of Martin ratio for CNI, currently valued at -1.54, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CNI: -1.54
UPS: -1.86

The current CNI Sharpe Ratio is -1.05, which is comparable to the UPS Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of CNI and UPS, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.05
-0.91
CNI
UPS

Dividends

CNI vs. UPS - Dividend Comparison

CNI's dividend yield for the trailing twelve months is around 2.52%, less than UPS's 6.60% yield.


TTM20242023202220212020201920182017201620152014
CNI
Canadian National Railway Company
2.52%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.54%1.70%1.73%1.30%
UPS
United Parcel Service, Inc.
6.60%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%

Drawdowns

CNI vs. UPS - Drawdown Comparison

The maximum CNI drawdown since its inception was -46.86%, smaller than the maximum UPS drawdown of -54.77%. Use the drawdown chart below to compare losses from any high point for CNI and UPS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-24.86%
-51.33%
CNI
UPS

Volatility

CNI vs. UPS - Volatility Comparison

The current volatility for Canadian National Railway Company (CNI) is 9.80%, while United Parcel Service, Inc. (UPS) has a volatility of 15.01%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than UPS 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
9.80%
15.01%
CNI
UPS

Financials

CNI vs. UPS - Financials Comparison

This section allows you to compare key financial metrics between Canadian National Railway Company and United Parcel Service, 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.


Quarterly
Annual

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


Values in USD except per share items