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CP vs. CN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CP and CN is 0.03, 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.


-0.50.00.51.00.0

Performance

CP vs. CN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Pacific Railway Limited (CP) and Xtrackers MSCI All China Equity ETF (CN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
-8.22%
-3.70%
CP
CN

Key characteristics

Daily Std Dev

CP:

20.62%

CN:

95.29%

Max Drawdown

CP:

-69.21%

CN:

-45.00%

Current Drawdown

CP:

-20.54%

CN:

-35.00%

Returns By Period


CP

YTD

-8.14%

1M

-1.73%

6M

-7.83%

1Y

-8.05%

5Y*

8.26%

10Y*

7.32%

CN

YTD

N/A

1M

-13.33%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

CP vs. CN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Xtrackers MSCI All China Equity ETF (CN). 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 CP, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.28
The chart of Sortino ratio for CP, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.25
The chart of Omega ratio for CP, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
The chart of Calmar ratio for CP, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27
The chart of Martin ratio for CP, currently valued at -0.55, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.55
CP
CN


Chart placeholderNot enough data

Dividends

CP vs. CN - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.78%, less than CN's 18,231.42% yield.


TTM20232022202120202019201820172016201520142013
CP
Canadian Pacific Railway Limited
0.78%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%0.89%
CN
Xtrackers MSCI All China Equity ETF
18,231.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CP vs. CN - Drawdown Comparison

The maximum CP drawdown since its inception was -69.21%, which is greater than CN's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for CP and CN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-17.07%
-35.00%
CP
CN

Volatility

CP vs. CN - Volatility Comparison

The current volatility for Canadian Pacific Railway Limited (CP) is 6.43%, while Xtrackers MSCI All China Equity ETF (CN) has a volatility of 35.89%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than CN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
6.43%
35.89%
CP
CN
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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.

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