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CP.TO vs. BLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CP.TO vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Pacific Railway Limited (CP.TO) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CP.TO is traded in CAD, while BLK is traded in USD. To make them comparable, the BLK values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CP.TO achieves a 24.83% return, which is significantly higher than BLK's -0.42% return. Over the past 10 years, CP.TO has outperformed BLK with an annualized return of 17.88%, while BLK has yielded a comparatively lower 15.54% annualized return.


CP.TO

1D
0.95%
1M
7.24%
YTD
24.83%
6M
22.32%
1Y
14.97%
3Y*
7.91%
5Y*
6.01%
10Y*
17.88%

BLK

1D
1.81%
1M
-3.14%
YTD
-0.42%
6M
-2.71%
1Y
9.12%
3Y*
18.87%
5Y*
8.86%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CP.TO vs. BLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CP.TO
Canadian Pacific Railway Limited
24.83%-2.09%-0.05%4.62%11.83%4.79%40.10%44.01%11.13%26.27%
BLK
BlackRock, Inc.
-0.42%1.69%40.24%15.06%-15.35%29.33%43.71%26.43%-14.99%28.84%

Correlation

The correlation between CP.TO and BLK is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.38

Fundamentals

Market Cap

CP.TO:

CA$112.95B

BLK:

$170.28B

EPS

CP.TO:

CA$4.49

BLK:

$38.89

PE Ratio

CP.TO:

28.03

BLK:

26.53

PS Ratio

CP.TO:

7.63

BLK:

6.46

PB Ratio

CP.TO:

2.43

BLK:

3.00

Total Revenue (TTM)

CP.TO:

CA$14.98B

BLK:

$25.71B

Gross Profit (TTM)

CP.TO:

CA$6.94B

BLK:

$15.21B

EBITDA (TTM)

CP.TO:

CA$8.23B

BLK:

$9.79B

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Return for Risk

CP.TO vs. BLK — Risk / Return Rank

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

CP.TO
CP.TO Risk / Return Rank: 6262
Overall Rank
CP.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CP.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
CP.TO Omega Ratio Rank: 5656
Omega Ratio Rank
CP.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
CP.TO Martin Ratio Rank: 6363
Martin Ratio Rank

BLK
BLK Risk / Return Rank: 4848
Overall Rank
BLK Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 4444
Sortino Ratio Rank
BLK Omega Ratio Rank: 4545
Omega Ratio Rank
BLK Calmar Ratio Rank: 5050
Calmar Ratio Rank
BLK Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CP.TO vs. BLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP.TO) and BlackRock, Inc. (BLK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CP.TOBLKDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

1.11

0.37

+0.74

Martin ratioReturn relative to average drawdown

1.98

0.82

+1.17

CP.TO vs. BLK - Sharpe Ratio Comparison

The current CP.TO Sharpe Ratio is 0.68, which is higher than the BLK Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CP.TO and BLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CP.TO vs. BLK - Drawdown Comparison

The maximum CP.TO drawdown since its inception was -58.01%, which is greater than BLK's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for CP.TO and BLK.


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Drawdown Indicators


CP.TOBLKDifference

Max Drawdown

Largest peak-to-trough decline

-58.01%

-52.03%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-24.90%

+11.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.60%

-25.28%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.60%

-38.61%

+17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-27.38%

-38.61%

+11.23%

Current Drawdown

Current decline from peak

-0.29%

-13.16%

+12.87%

Average Drawdown

Average peak-to-trough decline

-10.27%

-11.89%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.56%

11.21%

-3.65%

Volatility

CP.TO vs. BLK - Volatility Comparison

The current volatility for Canadian Pacific Railway Limited (CP.TO) is 5.36%, while BlackRock, Inc. (BLK) has a volatility of 8.83%. This indicates that CP.TO experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CP.TOBLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

8.83%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

20.45%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

25.91%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

27.31%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

28.44%

-4.74%

Dividends

CP.TO vs. BLK - Dividend Comparison

CP.TO's dividend yield for the trailing twelve months is around 0.72%, less than BLK's 2.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BLK
BlackRock, Inc.
2.12%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%
CP.TO
Canadian Pacific Railway Limited
0.72%0.86%0.73%0.72%0.75%1.67%4.03%4.74%5.19%4.76%4.83%3.96%

Financials

CP.TO vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and BlackRock, Inc.. 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


2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
3.70B
6.77B
(CP.TO) Total Revenue
(BLK) Total Revenue
Please note, different currencies. CP.TO values in CAD, BLK values in USD

CP.TO vs. BLK - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Pacific Railway Limited and BlackRock, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
36.8%
81.4%
Portfolio components
CP.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 1.36B and revenue of 3.70B. Therefore, the gross margin over that period was 36.8%.

BLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported a gross profit of 5.51B and revenue of 6.77B. Therefore, the gross margin over that period was 81.4%.

CP.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.27B and revenue of 3.70B, resulting in an operating margin of 34.2%.

BLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported an operating income of 2.33B and revenue of 6.77B, resulting in an operating margin of 34.5%.

CP.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.

BLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported a net income of 2.21B and revenue of 6.77B, resulting in a net margin of 32.7%.


Frequently Asked Questions


CP.TO and BLK have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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