COR vs. CNI
COR (Cencora Inc.) and CNI (Canadian National Railway Company) are both stocks. COR operates in Medical Distribution (Healthcare), while CNI operates in Railroads (Industrials). Over the past 10 years, COR returned 17.00%/yr vs 9.46%/yr for CNI. At a 0.24 correlation, their price movements are largely independent.
Performance
COR vs. CNI - Performance Comparison
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Returns By Period
In the year-to-date period, COR achieves a -18.53% return, which is significantly lower than CNI's 22.98% return. Over the past 10 years, COR has outperformed CNI with an annualized return of 17.00%, while CNI has yielded a comparatively lower 9.46% annualized return.
COR
- 1D
- -0.35%
- 1M
- 5.22%
- YTD
- -18.53%
- 6M
- -18.54%
- 1Y
- -4.43%
- 3Y*
- 16.42%
- 5Y*
- 20.49%
- 10Y*
- 17.00%
CNI
- 1D
- 0.36%
- 1M
- 8.21%
- YTD
- 22.98%
- 6M
- 24.55%
- 1Y
- 18.14%
- 3Y*
- 4.05%
- 5Y*
- 3.84%
- 10Y*
- 9.46%
COR vs. CNI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COR Cencora Inc. | -18.53% | 51.48% | 10.37% | 25.33% | 26.26% | 44.09% | 23.37% | 23.51% | -17.57% | 19.51% |
CNI Canadian National Railway Company | 22.98% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 24.26% | -8.49% | 25.03% |
Correlation
The correlation between COR and CNI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 1996 | 0.24 |
Over the past year, the correlation between COR and CNI has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
Fundamentals
COR:
$53.55B
CNI:
$73.92B
COR:
$13.07
CNI:
$7.60
COR:
20.97
CNI:
15.90
COR:
0.16
CNI:
4.33
COR:
15.76
CNI:
3.44
COR:
$328.68B
CNI:
$17.29B
COR:
$11.66B
CNI:
$7.64B
COR:
$3.64B
CNI:
$8.60B
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Return for Risk
COR vs. CNI — Risk / Return Rank
COR
CNI
COR vs. CNI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cencora Inc. (COR) and Canadian National Railway Company (CNI). 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.
| COR | CNI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.29 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.39 | 2.37 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COR | CNI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.83 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.17 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.42 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.59 | -0.04 |
Drawdowns
COR vs. CNI - Drawdown Comparison
The maximum COR drawdown since its inception was -71.01%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for COR and CNI.
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Drawdown Indicators
| COR | CNI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.01% | -46.66% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -32.44% | -14.15% | -18.29% |
Max Drawdown (3Y)Largest decline over 3 years | -32.44% | -29.14% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.44% | -29.14% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -29.15% | -3.29% |
Current DrawdownCurrent decline from peak | -26.57% | -4.61% | -21.96% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -9.50% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.26% | 7.68% | +3.58% |
Volatility
COR vs. CNI - Volatility Comparison
Cencora Inc. (COR) has a higher volatility of 7.05% compared to Canadian National Railway Company (CNI) at 4.06%. This indicates that COR's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COR | CNI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 4.06% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 26.87% | 17.25% | +9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 21.95% | +8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 22.38% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.49% | 22.69% | +4.80% |
Dividends
COR vs. CNI - Dividend Comparison
COR's dividend yield for the trailing twelve months is around 0.86%, less than CNI's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.16% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
COR Cencora Inc. | 0.86% | 0.67% | 0.93% | 0.96% | 1.13% | 5.13% | 6.74% | 7.48% | 2.07% | 1.61% | 1.77% | 1.17% |
Financials
COR vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between Cencora Inc. and Canadian National Railway Company. 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
COR vs. CNI - Profitability Comparison
COR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a gross profit of 3.59B and revenue of 78.36B. Therefore, the gross margin over that period was 4.6%.
CNI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.
COR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported an operating income of 1.14B and revenue of 78.36B, resulting in an operating margin of 1.5%.
CNI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.
COR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a net income of 1.64B and revenue of 78.36B, resulting in a net margin of 2.1%.
CNI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.
Frequently Asked Questions
COR and CNI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COR has higher volatility (7.05%) compared to CNI (4.06%). In terms of maximum drawdown, COR dropped -71.01% vs CNI's -46.66%.
CNI currently has the higher Sharpe Ratio (0.83 vs -0.15), 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.
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