PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CNQ vs. IMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CNQ and IMO is 0.69, 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.


-0.50.00.51.00.7

Performance

CNQ vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Natural Resources Limited (CNQ) and Imperial Oil Limited (IMO). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,154.84%
1,085.29%
CNQ
IMO

Key characteristics

Sharpe Ratio

CNQ:

-0.11

IMO:

0.49

Sortino Ratio

CNQ:

0.03

IMO:

0.82

Omega Ratio

CNQ:

1.00

IMO:

1.10

Calmar Ratio

CNQ:

-0.11

IMO:

0.61

Martin Ratio

CNQ:

-0.25

IMO:

1.98

Ulcer Index

CNQ:

11.89%

IMO:

6.63%

Daily Std Dev

CNQ:

26.43%

IMO:

26.71%

Max Drawdown

CNQ:

-81.11%

IMO:

-84.96%

Current Drawdown

CNQ:

-25.54%

IMO:

-21.61%

Fundamentals

Market Cap

CNQ:

$64.77B

IMO:

$34.53B

EPS

CNQ:

$2.47

IMO:

$6.40

PE Ratio

CNQ:

12.39

IMO:

10.30

PEG Ratio

CNQ:

12.75

IMO:

0.85

Total Revenue (TTM)

CNQ:

$37.25B

IMO:

$49.29B

Gross Profit (TTM)

CNQ:

$10.84B

IMO:

$7.19B

EBITDA (TTM)

CNQ:

$17.12B

IMO:

$8.23B

Returns By Period

In the year-to-date period, CNQ achieves a -5.45% return, which is significantly lower than IMO's 10.71% return. Over the past 10 years, CNQ has outperformed IMO with an annualized return of 11.56%, while IMO has yielded a comparatively lower 5.75% annualized return.


CNQ

YTD

-5.45%

1M

-11.35%

6M

-12.11%

1Y

-4.53%

5Y*

19.97%

10Y*

11.56%

IMO

YTD

10.71%

1M

-18.19%

6M

-5.19%

1Y

12.54%

5Y*

22.47%

10Y*

5.75%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CNQ vs. IMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ) and Imperial Oil Limited (IMO). 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.


Sharpe ratio
The chart of Sharpe ratio for CNQ, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.110.49
The chart of Sortino ratio for CNQ, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.030.82
The chart of Omega ratio for CNQ, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.10
The chart of Calmar ratio for CNQ, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.110.61
The chart of Martin ratio for CNQ, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.251.98
CNQ
IMO

The current CNQ Sharpe Ratio is -0.11, which is lower than the IMO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CNQ and IMO, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.49
CNQ
IMO

Dividends

CNQ vs. IMO - Dividend Comparison

CNQ's dividend yield for the trailing twelve months is around 5.22%, more than IMO's 2.84% yield.


TTM20232022202120202019201820172016201520142013
CNQ
Canadian Natural Resources Limited
5.22%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%1.62%
IMO
Imperial Oil Limited
2.84%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%

Drawdowns

CNQ vs. IMO - Drawdown Comparison

The maximum CNQ drawdown since its inception was -81.11%, roughly equal to the maximum IMO drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for CNQ and IMO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.54%
-21.61%
CNQ
IMO

Volatility

CNQ vs. IMO - Volatility Comparison

The current volatility for Canadian Natural Resources Limited (CNQ) is 7.94%, while Imperial Oil Limited (IMO) has a volatility of 9.53%. This indicates that CNQ experiences smaller price fluctuations and is considered to be less risky than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
9.53%
CNQ
IMO

Financials

CNQ vs. IMO - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited and Imperial Oil Limited. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab