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CNQ vs. USAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNQ vs. USAC - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNQ achieves a 35.04% return, which is significantly higher than USAC's 21.00% return. Over the past 10 years, CNQ has underperformed USAC with an annualized return of 17.89%, while USAC has yielded a comparatively higher 19.04% annualized return.


CNQ

1D
-0.31%
1M
-4.77%
YTD
35.04%
6M
38.56%
1Y
38.90%
3Y*
23.03%
5Y*
26.12%
10Y*
17.89%

USAC

1D
-5.51%
1M
-9.42%
YTD
21.00%
6M
14.72%
1Y
15.35%
3Y*
20.43%
5Y*
22.62%
10Y*
19.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNQ vs. USAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNQ
Canadian Natural Resources Limited
35.04%15.58%-1.31%23.72%42.82%83.55%-19.06%39.72%-29.92%15.97%
USAC
USA Compression Partners, LP
21.00%6.38%12.67%28.80%25.91%45.90%-10.09%57.91%-11.29%8.05%

Correlation

The correlation between CNQ and USAC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.34

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

0.45

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2013

0.41

The correlation between CNQ and USAC shifts across timeframes, from 0.32 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CNQ:

$94.95B

USAC:

$3.83B

EPS

CNQ:

CA$4.65

USAC:

$1.01

PE Ratio

CNQ:

13.62

USAC:

26.38

PEG Ratio

CNQ:

0.65

USAC:

0.42

PS Ratio

CNQ:

3.25

USAC:

3.14

Total Revenue (TTM)

CNQ:

CA$40.74B

USAC:

$1.08B

Gross Profit (TTM)

CNQ:

CA$12.53B

USAC:

$433.32M

EBITDA (TTM)

CNQ:

CA$22.99B

USAC:

$537.51M

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Return for Risk

CNQ vs. USAC — Risk / Return Rank

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

CNQ
CNQ Risk / Return Rank: 8181
Overall Rank
CNQ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CNQ Sortino Ratio Rank: 7777
Sortino Ratio Rank
CNQ Omega Ratio Rank: 7676
Omega Ratio Rank
CNQ Calmar Ratio Rank: 8585
Calmar Ratio Rank
CNQ Martin Ratio Rank: 8282
Martin Ratio Rank

USAC
USAC Risk / Return Rank: 6363
Overall Rank
USAC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
USAC Sortino Ratio Rank: 5656
Sortino Ratio Rank
USAC Omega Ratio Rank: 5555
Omega Ratio Rank
USAC Calmar Ratio Rank: 6868
Calmar Ratio Rank
USAC Martin Ratio Rank: 7171
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 vs. USAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ) and USA Compression Partners, LP (USAC). 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.


CNQUSACDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

3.09

1.29

+1.79

Martin ratioReturn relative to average drawdown

6.92

3.45

+3.48

CNQ vs. USAC - Sharpe Ratio Comparison

The current CNQ Sharpe Ratio is 1.51, which is higher than the USAC Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CNQ and USAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CNQ vs. USAC - Drawdown Comparison

The maximum CNQ drawdown since its inception was -80.75%, roughly equal to the maximum USAC drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for CNQ and USAC.


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Drawdown Indicators


CNQUSACDifference

Max Drawdown

Largest peak-to-trough decline

-80.75%

-78.96%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-11.78%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-24.35%

-11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-35.85%

-24.39%

-11.46%

Max Drawdown (10Y)

Largest decline over 10 years

-77.84%

-78.96%

+1.12%

Current Drawdown

Current decline from peak

-9.57%

-11.78%

+2.21%

Average Drawdown

Average peak-to-trough decline

-23.51%

-12.70%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

4.41%

+1.89%

Volatility

CNQ vs. USAC - Volatility Comparison

The current volatility for Canadian Natural Resources Limited (CNQ) is 8.56%, while USA Compression Partners, LP (USAC) has a volatility of 10.01%. This indicates that CNQ experiences smaller price fluctuations and is considered to be less risky than USAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNQUSACDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

10.01%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

18.85%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

29.06%

25.50%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.86%

28.45%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.24%

42.80%

-2.56%

Dividends

CNQ vs. USAC - Dividend Comparison

CNQ's dividend yield for the trailing twelve months is around 3.84%, less than USAC's 7.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ
Canadian Natural Resources Limited
2.89%5.01%5.02%4.17%6.31%3.78%5.26%3.49%4.56%3.08%2.94%4.21%
USAC
USA Compression Partners, LP
7.86%9.13%8.91%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%

Financials

CNQ vs. USAC - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited and USA Compression Partners, LP. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
10.84B
331.28M
(CNQ) Total Revenue
(USAC) Total Revenue
Please note, different currencies. CNQ values in CAD, USAC values in USD

CNQ vs. USAC - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Natural Resources Limited and USA Compression Partners, LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
32.1%
0
Portfolio components
CNQ - 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 3.48B and revenue of 10.84B. Therefore, the gross margin over that period was 32.1%.

USAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, USA Compression Partners, LP reported a gross profit of 0.00 and revenue of 331.28M. Therefore, the gross margin over that period was 0.0%.

CNQ - 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 2.68B and revenue of 10.84B, resulting in an operating margin of 24.7%.

USAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, USA Compression Partners, LP reported an operating income of 91.41M and revenue of 331.28M, resulting in an operating margin of 27.6%.

CNQ - 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 10.84B, resulting in a net margin of 12.5%.

USAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, USA Compression Partners, LP reported a net income of 38.34M and revenue of 331.28M, resulting in a net margin of 11.6%.


Frequently Asked Questions


CNQ and USAC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USAC has higher volatility (10.01%) compared to CNQ (8.56%). In terms of maximum drawdown, CNQ dropped -80.75% vs USAC's -78.96%.

CNQ currently has the higher Sharpe Ratio (1.51 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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