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CNQ.TO vs. PPL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CNQ.TO vs. PPL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Natural Resources Limited (CNQ.TO) and Pembina Pipeline Corporation (PPL.TO). The values are adjusted to include any dividend payments, if applicable.

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CNQ.TO vs. PPL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNQ.TO
Canadian Natural Resources Limited
47.29%10.42%7.11%21.06%49.65%82.41%-20.75%32.78%-24.17%7.75%
PPL.TO
Pembina Pipeline Corporation
20.48%3.76%25.16%7.89%28.42%42.17%-29.26%24.75%-6.28%13.75%

Fundamentals

Market Cap

CNQ.TO:

CA$141.77B

PPL.TO:

CA$36.24B

EPS

CNQ.TO:

CA$5.19

PPL.TO:

CA$2.91

PE Ratio

CNQ.TO:

13.08

PPL.TO:

21.39

PEG Ratio

CNQ.TO:

0.63

PPL.TO:

0.82

PS Ratio

CNQ.TO:

3.41

PPL.TO:

4.63

PB Ratio

CNQ.TO:

3.20

PPL.TO:

2.41

Total Revenue (TTM)

CNQ.TO:

CA$41.51B

PPL.TO:

CA$7.82B

Gross Profit (TTM)

CNQ.TO:

CA$12.51B

PPL.TO:

CA$3.01B

EBITDA (TTM)

CNQ.TO:

CA$18.36B

PPL.TO:

CA$3.50B

Returns By Period

In the year-to-date period, CNQ.TO achieves a 47.29% return, which is significantly higher than PPL.TO's 20.48% return. Over the past 10 years, CNQ.TO has outperformed PPL.TO with an annualized return of 20.58%, while PPL.TO has yielded a comparatively lower 13.92% annualized return.


CNQ.TO

1D
-1.41%
1M
14.76%
YTD
47.29%
6M
55.89%
1Y
60.84%
3Y*
27.91%
5Y*
34.45%
10Y*
20.58%

PPL.TO

1D
-1.08%
1M
5.09%
YTD
20.48%
6M
13.45%
1Y
13.92%
3Y*
20.21%
5Y*
19.71%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CNQ.TO vs. PPL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNQ.TO
CNQ.TO Risk / Return Rank: 8888
Overall Rank
CNQ.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CNQ.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CNQ.TO Omega Ratio Rank: 8787
Omega Ratio Rank
CNQ.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNQ.TO Martin Ratio Rank: 8989
Martin Ratio Rank

PPL.TO
PPL.TO Risk / Return Rank: 6060
Overall Rank
PPL.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PPL.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
PPL.TO Omega Ratio Rank: 5858
Omega Ratio Rank
PPL.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPL.TO Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNQ.TO vs. PPL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ.TO) and Pembina Pipeline Corporation (PPL.TO). 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.


CNQ.TOPPL.TODifference

Sharpe ratio

Return per unit of total volatility

1.99

0.68

+1.31

Sortino ratio

Return per unit of downside risk

2.54

0.97

+1.57

Omega ratio

Gain probability vs. loss probability

1.34

1.14

+0.20

Calmar ratio

Return relative to maximum drawdown

3.08

0.92

+2.15

Martin ratio

Return relative to average drawdown

10.00

1.63

+8.37

CNQ.TO vs. PPL.TO - Sharpe Ratio Comparison

The current CNQ.TO Sharpe Ratio is 1.99, which is higher than the PPL.TO Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CNQ.TO and PPL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNQ.TOPPL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.68

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

1.08

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.45

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.58

+0.06

Correlation

The correlation between CNQ.TO and PPL.TO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CNQ.TO vs. PPL.TO - Dividend Comparison

CNQ.TO's dividend yield for the trailing twelve months is around 3.52%, less than PPL.TO's 4.56% yield.


TTM20252024202320222021202020192018201720162015
CNQ.TO
Canadian Natural Resources Limited
3.52%5.06%4.82%4.26%6.12%3.66%5.44%3.50%3.98%2.40%2.15%3.02%
PPL.TO
Pembina Pipeline Corporation
4.56%5.39%7.09%7.93%6.97%10.89%13.89%4.90%5.53%4.48%4.53%5.98%

Drawdowns

CNQ.TO vs. PPL.TO - Drawdown Comparison

The maximum CNQ.TO drawdown since its inception was -76.20%, which is greater than PPL.TO's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for CNQ.TO and PPL.TO.


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Drawdown Indicators


CNQ.TOPPL.TODifference

Max Drawdown

Largest peak-to-trough decline

-76.20%

-68.48%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-20.44%

-15.97%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

-19.27%

-13.84%

Max Drawdown (10Y)

Largest decline over 10 years

-76.20%

-68.48%

-7.72%

Current Drawdown

Current decline from peak

-2.30%

-2.04%

-0.26%

Average Drawdown

Average peak-to-trough decline

-18.96%

-8.76%

-10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

9.06%

-2.77%

Volatility

CNQ.TO vs. PPL.TO - Volatility Comparison

Canadian Natural Resources Limited (CNQ.TO) has a higher volatility of 7.61% compared to Pembina Pipeline Corporation (PPL.TO) at 3.78%. This indicates that CNQ.TO's price experiences larger fluctuations and is considered to be riskier than PPL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNQ.TOPPL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

3.78%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

13.59%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

30.68%

20.48%

+10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

18.37%

+11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.87%

30.82%

+7.05%

Financials

CNQ.TO vs. PPL.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited and Pembina Pipeline 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.61B
1.96B
(CNQ.TO) Total Revenue
(PPL.TO) Total Revenue
Values in CAD except per share items

CNQ.TO vs. PPL.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Natural Resources Limited and Pembina Pipeline Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
21.2%
34.7%
Portfolio components
CNQ.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian Natural Resources Limited reported a gross profit of 2.04B and revenue of 9.61B. Therefore, the gross margin over that period was 21.2%.

PPL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Pembina Pipeline Corporation reported a gross profit of 678.00M and revenue of 1.96B. Therefore, the gross margin over that period was 34.7%.

CNQ.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian Natural Resources Limited reported an operating income of 1.79B and revenue of 9.61B, resulting in an operating margin of 18.7%.

PPL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Pembina Pipeline Corporation reported an operating income of 572.00M and revenue of 1.96B, resulting in an operating margin of 29.2%.

CNQ.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian Natural Resources Limited reported a net income of 5.30B and revenue of 9.61B, resulting in a net margin of 55.2%.

PPL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Pembina Pipeline Corporation reported a net income of 489.00M and revenue of 1.96B, resulting in a net margin of 25.0%.