CNR.TO vs. CP.TO
Compare and contrast key facts about Canadian National Railway Company (CNR.TO) and Canadian Pacific Railway Limited (CP.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNR.TO or CP.TO.
Key characteristics
CNR.TO | CP.TO | |
---|---|---|
YTD Return | -8.45% | 4.02% |
1Y Return | 0.97% | 7.54% |
3Y Return (Ann) | -1.30% | 5.10% |
5Y Return (Ann) | 5.92% | 12.45% |
10Y Return (Ann) | 8.61% | 9.09% |
Sharpe Ratio | 0.15 | 0.44 |
Sortino Ratio | 0.31 | 0.72 |
Omega Ratio | 1.04 | 1.09 |
Calmar Ratio | 0.16 | 0.09 |
Martin Ratio | 0.33 | 1.08 |
Ulcer Index | 7.36% | 7.69% |
Daily Std Dev | 16.02% | 18.98% |
Max Drawdown | -37.85% | -99.89% |
Current Drawdown | -15.53% | -97.09% |
Fundamentals
CNR.TO | CP.TO | |
---|---|---|
Market Cap | CA$94.94B | CA$101.37B |
EPS | CA$8.41 | CA$3.82 |
PE Ratio | 17.86 | 28.43 |
PEG Ratio | 3.30 | 2.38 |
Total Revenue (TTM) | CA$14.53B | CA$10.90B |
Gross Profit (TTM) | CA$6.30B | CA$4.18B |
EBITDA (TTM) | CA$6.80B | CA$5.34B |
Correlation
The correlation between CNR.TO and CP.TO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CNR.TO vs. CP.TO - Performance Comparison
In the year-to-date period, CNR.TO achieves a -8.45% return, which is significantly lower than CP.TO's 4.02% return. Over the past 10 years, CNR.TO has underperformed CP.TO with an annualized return of 8.61%, while CP.TO has yielded a comparatively higher 9.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CNR.TO vs. CP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNR.TO) and Canadian Pacific Railway Limited (CP.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.
Dividends
CNR.TO vs. CP.TO - Dividend Comparison
CNR.TO's dividend yield for the trailing twelve months is around 2.21%, more than CP.TO's 0.56% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian National Railway Company | 2.21% | 1.90% | 1.82% | 1.58% | 1.64% | 1.83% | 1.80% | 1.59% | 1.66% | 1.62% | 1.25% | 1.42% |
Canadian Pacific Railway Limited | 0.56% | 0.54% | 0.76% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CNR.TO vs. CP.TO - Drawdown Comparison
The maximum CNR.TO drawdown since its inception was -37.85%, smaller than the maximum CP.TO drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for CNR.TO and CP.TO. For additional features, visit the drawdowns tool.
Volatility
CNR.TO vs. CP.TO - Volatility Comparison
The current volatility for Canadian National Railway Company (CNR.TO) is 3.17%, while Canadian Pacific Railway Limited (CP.TO) has a volatility of 4.61%. This indicates that CNR.TO experiences smaller price fluctuations and is considered to be less risky than CP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CNR.TO vs. CP.TO - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Canadian Pacific Railway 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.
Total Revenue: Total amount of money received from sales and other business activities