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

Correlation

The correlation between CNX and TRP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CNX vs. TRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNX Resources Corporation (CNX) and TC Energy Corporation (TRP). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
9.67%
15.60%
CNX
TRP

Key characteristics

Sharpe Ratio

CNX:

1.49

TRP:

1.93

Sortino Ratio

CNX:

2.00

TRP:

2.62

Omega Ratio

CNX:

1.27

TRP:

1.34

Calmar Ratio

CNX:

0.62

TRP:

1.17

Martin Ratio

CNX:

4.47

TRP:

7.46

Ulcer Index

CNX:

10.86%

TRP:

4.67%

Daily Std Dev

CNX:

32.54%

TRP:

18.04%

Max Drawdown

CNX:

-95.41%

TRP:

-57.45%

Current Drawdown

CNX:

-66.62%

TRP:

-8.18%

Fundamentals

Market Cap

CNX:

$4.51B

TRP:

$47.78B

EPS

CNX:

-$0.60

TRP:

$2.85

PEG Ratio

CNX:

0.96

TRP:

1.72

Total Revenue (TTM)

CNX:

$1.44B

TRP:

$13.61B

Gross Profit (TTM)

CNX:

$535.32M

TRP:

$6.32B

EBITDA (TTM)

CNX:

$518.99M

TRP:

$7.74B

Returns By Period

In the year-to-date period, CNX achieves a -19.25% return, which is significantly lower than TRP's -2.13% return. Over the past 10 years, CNX has underperformed TRP with an annualized return of 0.89%, while TRP has yielded a comparatively higher 8.08% annualized return.


CNX

YTD

-19.25%

1M

-1.33%

6M

9.67%

1Y

40.73%

5Y*

34.90%

10Y*

0.89%

TRP

YTD

-2.13%

1M

-4.03%

6M

15.60%

1Y

33.77%

5Y*

4.57%

10Y*

8.08%

*Annualized

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

CNX vs. TRP — Risk-Adjusted Performance Rank

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

CNX
The Risk-Adjusted Performance Rank of CNX is 7979
Overall Rank
The Sharpe Ratio Rank of CNX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CNX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of CNX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CNX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CNX is 7979
Martin Ratio Rank

TRP
The Risk-Adjusted Performance Rank of TRP is 8787
Overall Rank
The Sharpe Ratio Rank of TRP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TRP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TRP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of TRP is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TRP is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNX vs. TRP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNX Resources Corporation (CNX) and TC Energy Corporation (TRP). 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 CNX, currently valued at 1.49, compared to the broader market-2.000.002.001.491.93
The chart of Sortino ratio for CNX, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.006.002.002.62
The chart of Omega ratio for CNX, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.34
The chart of Calmar ratio for CNX, currently valued at 0.62, compared to the broader market0.002.004.006.000.621.17
The chart of Martin ratio for CNX, currently valued at 4.47, compared to the broader market-10.000.0010.0020.0030.004.477.46
CNX
TRP

The current CNX Sharpe Ratio is 1.49, which is comparable to the TRP Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CNX and TRP, 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.49
1.93
CNX
TRP

Dividends

CNX vs. TRP - Dividend Comparison

CNX has not paid dividends to shareholders, while TRP's dividend yield for the trailing twelve months is around 5.54%.


TTM20242023202220212020201920182017201620152014
CNX
CNX Resources Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.86%0.05%1.85%0.74%
TRP
TC Energy Corporation
5.54%5.42%7.84%9.47%7.73%6.39%4.36%7.85%4.00%6.52%6.65%3.51%

Drawdowns

CNX vs. TRP - Drawdown Comparison

The maximum CNX drawdown since its inception was -95.41%, which is greater than TRP's maximum drawdown of -57.45%. Use the drawdown chart below to compare losses from any high point for CNX and TRP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-66.62%
-8.18%
CNX
TRP

Volatility

CNX vs. TRP - Volatility Comparison

CNX Resources Corporation (CNX) has a higher volatility of 8.82% compared to TC Energy Corporation (TRP) at 6.74%. This indicates that CNX's price experiences larger fluctuations and is considered to be riskier than TRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
8.82%
6.74%
CNX
TRP

Financials

CNX vs. TRP - Financials Comparison

This section allows you to compare key financial metrics between CNX Resources Corporation and TC Energy Corporation. 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 © 2025 PortfoliosLab