CP.TO vs. CNR.TO
Compare and contrast key facts about Canadian Pacific Railway Limited (CP.TO) and Canadian National Railway Company (CNR.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CP.TO or CNR.TO.
Key characteristics
CP.TO | CNR.TO | |
---|---|---|
YTD Return | 6.69% | 4.49% |
1Y Return | 0.80% | 9.50% |
3Y Return (Ann) | 5.39% | 13.46% |
5Y Return (Ann) | 14.22% | 8.78% |
10Y Return (Ann) | 13.18% | 12.29% |
Sharpe Ratio | 0.08 | 0.63 |
Daily Std Dev | 18.82% | 16.20% |
Max Drawdown | -61.33% | -37.85% |
Current Drawdown | -9.16% | -3.60% |
Fundamentals
CP.TO | CNR.TO | |
---|---|---|
Market Cap | CA$104.16B | CA$110.18B |
EPS | CA$4.18 | CA$8.43 |
PE Ratio | 26.72 | 20.54 |
PEG Ratio | 2.38 | 3.62 |
Revenue (TTM) | CA$13.81B | CA$16.76B |
Gross Profit (TTM) | CA$4.80B | CA$9.62B |
EBITDA (TTM) | CA$7.03B | CA$8.79B |
Correlation
The correlation between CP.TO and CNR.TO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CP.TO vs. CNR.TO - Performance Comparison
In the year-to-date period, CP.TO achieves a 6.69% return, which is significantly higher than CNR.TO's 4.49% return. Over the past 10 years, CP.TO has outperformed CNR.TO with an annualized return of 13.18%, while CNR.TO has yielded a comparatively lower 12.29% 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
CP.TO vs. CNR.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP.TO) and Canadian National Railway Company (CNR.TO). 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
CP.TO vs. CNR.TO - Dividend Comparison
CP.TO's dividend yield for the trailing twelve months is around 0.51%, less than CNR.TO's 1.37% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian Pacific Railway Limited | 0.51% | 0.54% | 0.57% | 0.67% | 0.60% | 0.72% | 0.79% | 0.73% | 0.74% | 0.60% | 0.55% | 0.83% |
Canadian National Railway Company | 1.37% | 1.40% | 1.40% | 1.26% | 1.24% | 1.38% | 1.38% | 1.23% | 1.27% | 1.24% | 1.12% | 1.37% |
Drawdowns
CP.TO vs. CNR.TO - Drawdown Comparison
The maximum CP.TO drawdown since its inception was -61.33%, which is greater than CNR.TO's maximum drawdown of -37.85%. Use the drawdown chart below to compare losses from any high point for CP.TO and CNR.TO. For additional features, visit the drawdowns tool.
Volatility
CP.TO vs. CNR.TO - Volatility Comparison
Canadian Pacific Railway Limited (CP.TO) has a higher volatility of 9.23% compared to Canadian National Railway Company (CNR.TO) at 7.14%. This indicates that CP.TO's price experiences larger fluctuations and is considered to be riskier than CNR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CP.TO vs. CNR.TO - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited 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