CNI vs. UPS
Compare and contrast key facts about Canadian National Railway Company (CNI) and United Parcel Service, Inc. (UPS).
Performance
CNI vs. UPS - Performance Comparison
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CNI vs. UPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 4.62% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 24.26% | -8.49% | 25.03% |
UPS United Parcel Service, Inc. | 0.57% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
Fundamentals
CNI:
$63.31B
UPS:
$83.92B
CNI:
$7.59
UPS:
$6.56
CNI:
13.55
UPS:
15.00
CNI:
3.69
UPS:
0.94
CNI:
2.94
UPS:
5.17
CNI:
$17.31B
UPS:
$88.60B
CNI:
$7.54B
UPS:
$35.39B
CNI:
$8.82B
UPS:
$10.89B
Returns By Period
In the year-to-date period, CNI achieves a 4.62% return, which is significantly higher than UPS's 0.57% return. Over the past 10 years, CNI has outperformed UPS with an annualized return of 7.22%, while UPS has yielded a comparatively lower 3.12% annualized return.
CNI
- 1D
- 1.42%
- 1M
- -7.82%
- YTD
- 4.62%
- 6M
- 10.39%
- 1Y
- 8.19%
- 3Y*
- -2.31%
- 5Y*
- -0.74%
- 10Y*
- 7.22%
UPS
- 1D
- 3.61%
- 1M
- -15.16%
- YTD
- 0.57%
- 6M
- 21.50%
- 1Y
- -4.44%
- 3Y*
- -15.95%
- 5Y*
- -6.58%
- 10Y*
- 3.12%
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Return for Risk
CNI vs. UPS — Risk / Return Rank
CNI
UPS
CNI vs. UPS - Risk-Adjusted Trends 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.
| CNI | UPS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | -0.15 | +0.50 |
Sortino ratioReturn per unit of downside risk | 0.68 | 0.01 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.00 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.19 | +0.74 |
Martin ratioReturn relative to average drawdown | 1.00 | -0.32 | +1.32 |
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 | UPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | -0.15 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.23 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.12 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.17 | +0.39 |
Correlation
The correlation between CNI and UPS is 0.46, 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.
Dividends
CNI vs. UPS - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.53%, less than UPS's 6.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.53% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
UPS United Parcel Service, Inc. | 6.67% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Drawdowns
CNI vs. UPS - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum UPS drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for CNI and UPS.
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Drawdown Indicators
| CNI | UPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -57.92% | +11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.84% | -22.39% | +7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -57.92% | +28.78% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | -57.92% | +28.77% |
Current DrawdownCurrent decline from peak | -18.86% | -48.28% | +29.42% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -15.10% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.20% | 12.82% | -4.62% |
Volatility
CNI vs. UPS - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 6.96%, while United Parcel Service, Inc. (UPS) has a volatility of 9.04%. 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.
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Volatility by Period
| CNI | UPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 9.04% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.97% | 19.55% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.96% | 30.56% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 28.26% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 27.18% | -4.57% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CNI vs. UPS - Profitability Comparison
CNI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a gross profit of 2.07B and revenue of 4.46B. Therefore, the gross margin over that period was 46.3%.
UPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, United Parcel Service, Inc. reported a gross profit of 24.48B and revenue of 24.48B. Therefore, the gross margin over that period was 100.0%.
CNI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported an operating income of 1.73B and revenue of 4.46B, resulting in an operating margin of 38.8%.
UPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, United Parcel Service, Inc. reported an operating income of 2.58B and revenue of 24.48B, resulting in an operating margin of 10.5%.
CNI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a net income of 1.25B and revenue of 4.46B, resulting in a net margin of 28.0%.
UPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, United Parcel Service, Inc. reported a net income of 1.79B and revenue of 24.48B, resulting in a net margin of 7.3%.