PortfoliosLab logoPortfoliosLab logo
CNQ.TO vs. WCN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNQ.TO vs. WCN.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CNQ.TO achieves a 37.61% return, which is significantly higher than WCN.TO's -8.90% return. Over the past 10 years, CNQ.TO has outperformed WCN.TO with an annualized return of 23.43%, while WCN.TO has yielded a comparatively lower 18.98% annualized return.


CNQ.TO

1D
-0.19%
1M
-4.06%
YTD
37.61%
6M
40.79%
1Y
43.07%
3Y*
27.02%
5Y*
33.86%
10Y*
23.43%

WCN.TO

1D
0.55%
1M
1.38%
YTD
-8.90%
6M
-7.68%
1Y
-15.08%
3Y*
7.40%
5Y*
9.00%
10Y*
18.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CNQ.TO
Canadian Natural Resources Limited
37.61%10.42%8.27%26.98%63.10%91.26%-12.94%38.84%-21.36%10.89%
WCN.TO
Waste Connections, Inc.
-8.90%-1.69%25.48%11.09%4.86%33.02%11.52%17.27%14.53%92.32%

Correlation

The correlation between CNQ.TO and WCN.TO is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.11

Fundamentals

Market Cap

CNQ.TO:

CA$132.89B

WCN.TO:

CA$55.87B

EPS

CNQ.TO:

CA$4.65

WCN.TO:

$4.09

PE Ratio

CNQ.TO:

13.64

WCN.TO:

38.23

PEG Ratio

CNQ.TO:

0.66

WCN.TO:

1.82

PS Ratio

CNQ.TO:

3.34

WCN.TO:

4.20

PB Ratio

CNQ.TO:

2.98

WCN.TO:

4.96

Total Revenue (TTM)

CNQ.TO:

CA$39.61B

WCN.TO:

$9.57B

Gross Profit (TTM)

CNQ.TO:

CA$12.42B

WCN.TO:

$3.76B

EBITDA (TTM)

CNQ.TO:

CA$17.78B

WCN.TO:

$2.97B

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

CNQ.TO vs. WCN.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: 8383
Overall Rank
CNQ.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CNQ.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNQ.TO Omega Ratio Rank: 7979
Omega Ratio Rank
CNQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
CNQ.TO Martin Ratio Rank: 8585
Martin Ratio Rank

WCN.TO
WCN.TO Risk / Return Rank: 1313
Overall Rank
WCN.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WCN.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
WCN.TO Omega Ratio Rank: 1414
Omega Ratio Rank
WCN.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
WCN.TO Martin Ratio Rank: 1010
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. WCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ.TO) and Waste Connections, Inc. (WCN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNQ.TOWCN.TODifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.28

0.89

+0.40

Calmar ratioReturn relative to maximum drawdown

3.12

-0.72

+3.85

Martin ratioReturn relative to average drawdown

7.98

-1.36

+9.35

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

The current CNQ.TO Sharpe Ratio is 1.65, which is higher than the WCN.TO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of CNQ.TO and WCN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CNQ.TO vs. WCN.TO - Drawdown Comparison

The maximum CNQ.TO drawdown since its inception was -74.63%, roughly equal to the maximum WCN.TO drawdown of -71.10%. Use the drawdown chart below to compare losses from any high point for CNQ.TO and WCN.TO.


Loading charts...

Drawdown Indicators


CNQ.TOWCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-74.63%

-71.10%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.33%

-21.51%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-33.12%

-26.21%

-6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-26.21%

-6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-74.63%

-26.53%

-48.10%

Current Drawdown

Current decline from peak

-8.72%

-21.70%

+12.98%

Average Drawdown

Average peak-to-trough decline

-17.63%

-10.25%

-7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

11.43%

-5.45%

Volatility

CNQ.TO vs. WCN.TO - Volatility Comparison

Canadian Natural Resources Limited (CNQ.TO) has a higher volatility of 8.91% compared to Waste Connections, Inc. (WCN.TO) at 5.88%. This indicates that CNQ.TO's price experiences larger fluctuations and is considered to be riskier than WCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNQ.TOWCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

5.88%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

18.32%

+5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

28.98%

22.04%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.61%

18.59%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

24.81%

+13.31%

Dividends

CNQ.TO vs. WCN.TO - Dividend Comparison

CNQ.TO's dividend yield for the trailing twelve months is around 3.77%, more than WCN.TO's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ.TO
Canadian Natural Resources Limited
2.84%5.05%6.00%8.53%12.23%7.63%11.35%7.29%8.31%5.00%4.49%6.22%
WCN.TO
Waste Connections, Inc.
0.86%0.75%0.65%0.72%0.68%0.61%0.78%0.75%0.74%0.74%1.22%1.09%

Financials

CNQ.TO vs. WCN.TO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited and Waste Connections, 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
10.81B
2.33B
(CNQ.TO) Total Revenue
(WCN.TO) Total Revenue
Please note, different currencies. CNQ.TO values in CAD, WCN.TO values in USD

CNQ.TO vs. WCN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Natural Resources Limited and Waste Connections, Inc. 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%20222023202420252026
32.1%
29.3%
Portfolio components
CNQ.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a gross profit of 3.47B and revenue of 10.81B. Therefore, the gross margin over that period was 32.1%.

WCN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a gross profit of 683.40M and revenue of 2.33B. Therefore, the gross margin over that period was 29.3%.

CNQ.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported an operating income of 2.67B and revenue of 10.81B, resulting in an operating margin of 24.7%.

WCN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported an operating income of 358.11M and revenue of 2.33B, resulting in an operating margin of 15.4%.

CNQ.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a net income of 1.35B and revenue of 10.81B, resulting in a net margin of 12.5%.

WCN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Connections, Inc. reported a net income of 215.75M and revenue of 2.33B, resulting in a net margin of 9.3%.


Frequently Asked Questions


CNQ.TO and WCN.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CNQ.TO and WCN.TO

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