CNR.TO vs. VOO
Compare and contrast key facts about Canadian National Railway Company (CNR.TO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNR.TO or VOO.
Key characteristics
| CNR.TO | VOO | |
|---|---|---|
| YTD Return | -8.45% | 21.11% |
| 1Y Return | 0.97% | 32.98% |
| 3Y Return (Ann) | -1.30% | 8.44% |
| 5Y Return (Ann) | 5.92% | 15.04% |
| 10Y Return (Ann) | 8.61% | 12.94% |
| Sharpe Ratio | 0.15 | 2.84 |
| Sortino Ratio | 0.31 | 3.76 |
| Omega Ratio | 1.04 | 1.53 |
| Calmar Ratio | 0.16 | 4.05 |
| Martin Ratio | 0.33 | 18.51 |
| Ulcer Index | 7.36% | 1.85% |
| Daily Std Dev | 16.02% | 12.06% |
| Max Drawdown | -37.85% | -33.99% |
| Current Drawdown | -15.53% | -2.52% |
Correlation
The correlation between CNR.TO and VOO is 0.60, 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. VOO - Performance Comparison
In the year-to-date period, CNR.TO achieves a -8.45% return, which is significantly lower than VOO's 21.11% return. Over the past 10 years, CNR.TO has underperformed VOO with an annualized return of 8.61%, while VOO has yielded a comparatively higher 12.94% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNR.TO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CNR.TO's dividend yield for the trailing twelve months is around 2.21%, more than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CNR.TO vs. VOO - Drawdown Comparison
The maximum CNR.TO drawdown since its inception was -37.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CNR.TO and VOO. For additional features, visit the drawdowns tool.
Volatility
CNR.TO vs. VOO - Volatility Comparison
Canadian National Railway Company (CNR.TO) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.15% and 3.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.