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

Correlation

The correlation between CP and CN is 0.16, 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.


-0.50.00.51.00.2

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.

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-11.16%
0
CP
CN

Key characteristics

Returns By Period


CP

YTD

2.65%

1M

0.38%

6M

-11.16%

1Y

-3.31%

5Y*

8.08%

10Y*

8.57%

CN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CP vs. CN — Risk-Adjusted Performance Rank

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

CP
The Risk-Adjusted Performance Rank of CP is 3737
Overall Rank
The Sharpe Ratio Rank of CP is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of CP is 3232
Omega Ratio Rank
The Calmar Ratio Rank of CP is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CP is 4242
Martin Ratio Rank

CN
The Risk-Adjusted Performance Rank of CN is 1313
Overall Rank
The Sharpe Ratio Rank of CN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CN is 66
Calmar Ratio Rank
The Martin Ratio Rank of CN is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.16, compared to the broader market-2.000.002.00-0.161.04
The chart of Sortino ratio for CP, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08917.90
The chart of Omega ratio for CP, currently valued at 0.99, compared to the broader market0.501.001.502.000.99262.11
The chart of Calmar ratio for CP, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.1699.70
The chart of Martin ratio for CP, currently valued at -0.29, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.293,114.24
CP
CN


Rolling 12-month Sharpe Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.16
1.04
CP
CN

Dividends

CP vs. CN - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.74%, while CN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CP
Canadian Pacific Railway Limited
0.74%0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%
CN
Xtrackers MSCI All China Equity ETF
100.13%100.13%4.04%0.21%2.00%0.78%4.18%2.09%0.81%9.12%4.03%1.15%

Drawdowns

CP vs. CN - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.15%
-52.77%
CP
CN

Volatility

CP vs. CN - Volatility Comparison

Canadian Pacific Railway Limited (CP) has a higher volatility of 6.18% compared to Xtrackers MSCI All China Equity ETF (CN) at 0.00%. This indicates that CP's price experiences larger fluctuations and is considered to be riskier than CN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.18%
0
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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