CP.TO vs. NSRGY
CP.TO (Canadian Pacific Railway Limited) and NSRGY (Nestlé S.A.) are both stocks. CP.TO operates in Railroads (Industrials), while NSRGY operates in Packaged Foods (Consumer Defensive). Over the past 10 years, CP.TO returned 17.88%/yr vs 7.60%/yr for NSRGY. At a 0.14 correlation, their price movements are largely independent.
Performance
CP.TO vs. NSRGY - Performance Comparison
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Different Trading Currencies
CP.TO is traded in CAD, while NSRGY is traded in USD. To make them comparable, the NSRGY 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 NSRGY's 7.92% return. Over the past 10 years, CP.TO has outperformed NSRGY with an annualized return of 17.88%, while NSRGY has yielded a comparatively lower 7.60% 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%
NSRGY
- 1D
- 0.09%
- 1M
- 4.17%
- YTD
- 7.92%
- 6M
- 8.35%
- 1Y
- 1.51%
- 3Y*
- -0.37%
- 5Y*
- 1.29%
- 10Y*
- 7.60%
CP.TO vs. NSRGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NSRGY Nestlé S.A. | 7.92% | 19.10% | -20.87% | 0.43% | -10.62% | 22.26% | 8.98% | 31.60% | 5.44% | 18.82% |
Correlation
The correlation between CP.TO and NSRGY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.14 |
The correlation between CP.TO and NSRGY shifts across timeframes, from 0.14 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CP.TO:
CA$112.95B
NSRGY:
$258.63B
CP.TO:
CA$4.49
NSRGY:
CHF 7.72
CP.TO:
28.03
NSRGY:
10.34
CP.TO:
7.63
NSRGY:
1.14
CP.TO:
2.43
NSRGY:
6.27
CP.TO:
CA$14.98B
NSRGY:
CHF 181.02B
CP.TO:
CA$6.94B
NSRGY:
CHF 83.86B
CP.TO:
CA$8.23B
NSRGY:
CHF 36.34B
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Return for Risk
CP.TO vs. NSRGY — Risk / Return Rank
CP.TO
NSRGY
CP.TO vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP.TO) and Nestlé S.A. (NSRGY). 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.TO | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.03 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.09 | +1.01 |
| Martin ratioReturn relative to average drawdown | 1.98 | 0.17 | +1.81 |
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Drawdowns
CP.TO vs. NSRGY - Drawdown Comparison
The maximum CP.TO drawdown since its inception was -58.01%, smaller than the maximum NSRGY drawdown of -74.57%. Use the drawdown chart below to compare losses from any high point for CP.TO and NSRGY.
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Drawdown Indicators
| CP.TO | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.01% | -74.57% | +16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -15.99% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.60% | -28.23% | +6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.60% | -33.02% | +11.42% |
Max Drawdown (10Y)Largest decline over 10 years | -27.38% | -33.02% | +5.64% |
Current DrawdownCurrent decline from peak | -0.29% | -12.53% | +12.24% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -25.91% | +15.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 9.53% | -1.97% |
Volatility
CP.TO vs. NSRGY - Volatility Comparison
Canadian Pacific Railway Limited (CP.TO) and Nestlé S.A. (NSRGY) have volatilities of 5.36% and 5.42%, 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.
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Volatility by Period
| CP.TO | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.42% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 15.59% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 23.56% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 20.82% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 19.50% | +4.20% |
Dividends
CP.TO vs. NSRGY - Dividend Comparison
CP.TO's dividend yield for the trailing twelve months is around 0.72%, less than NSRGY's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Financials
CP.TO vs. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and Nestlé S.A.. 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
CP.TO vs. NSRGY - Profitability Comparison
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%.
NSRGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a gross profit of 20.01B and revenue of 44.89B. Therefore, the gross margin over that period was 44.6%.
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%.
NSRGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported an operating income of 6.93B and revenue of 44.89B, resulting in an operating margin of 15.4%.
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%.
NSRGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a net income of 3.94B and revenue of 44.89B, resulting in a net margin of 8.8%.
Frequently Asked Questions
CP.TO and NSRGY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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