CNR.TO vs. LIN
Compare and contrast key facts about Canadian National Railway Company (CNR.TO) and Linde plc (LIN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNR.TO or LIN.
Key characteristics
| CNR.TO | LIN | |
|---|---|---|
| YTD Return | -8.45% | 12.61% |
| 1Y Return | 0.97% | 18.20% |
| 3Y Return (Ann) | -1.30% | 12.97% |
| 5Y Return (Ann) | 5.92% | 19.73% |
| 10Y Return (Ann) | 8.61% | 15.95% |
| Sharpe Ratio | 0.15 | 1.24 |
| Sortino Ratio | 0.31 | 1.73 |
| Omega Ratio | 1.04 | 1.25 |
| Calmar Ratio | 0.16 | 1.64 |
| Martin Ratio | 0.33 | 3.87 |
| Ulcer Index | 7.36% | 4.92% |
| Daily Std Dev | 16.02% | 15.41% |
| Max Drawdown | -37.85% | -51.76% |
| Current Drawdown | -15.53% | -5.78% |
Fundamentals
| CNR.TO | LIN | |
|---|---|---|
| Market Cap | CA$94.94B | $218.23B |
| EPS | CA$8.41 | $13.20 |
| PE Ratio | 17.86 | 34.72 |
| PEG Ratio | 3.30 | 2.52 |
| Total Revenue (TTM) | CA$14.53B | $37.46B |
| Gross Profit (TTM) | CA$6.30B | $23.60B |
| EBITDA (TTM) | CA$6.80B | $15.74B |
Correlation
The correlation between CNR.TO and LIN is 0.49, 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.
Performance
CNR.TO vs. LIN - Performance Comparison
In the year-to-date period, CNR.TO achieves a -8.45% return, which is significantly lower than LIN's 12.61% return. Over the past 10 years, CNR.TO has underperformed LIN with an annualized return of 8.61%, while LIN has yielded a comparatively higher 15.95% 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. LIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNR.TO) and Linde plc (LIN). 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. LIN - Dividend Comparison
CNR.TO's dividend yield for the trailing twelve months is around 2.21%, more than LIN's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNR.TO 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% |
LIN Linde plc | 1.19% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
Drawdowns
CNR.TO vs. LIN - Drawdown Comparison
The maximum CNR.TO drawdown since its inception was -37.85%, smaller than the maximum LIN drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for CNR.TO and LIN. For additional features, visit the drawdowns tool.
Volatility
CNR.TO vs. LIN - Volatility Comparison
The current volatility for Canadian National Railway Company (CNR.TO) is 3.15%, while Linde plc (LIN) has a volatility of 4.73%. This indicates that CNR.TO experiences smaller price fluctuations and is considered to be less risky than LIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CNR.TO vs. LIN - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Linde plc. 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