CP vs. CNI
Compare and contrast key facts about Canadian Pacific Railway Limited (CP) and Canadian National Railway Company (CNI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CP or CNI.
Performance
CP vs. CNI - Performance Comparison
Returns By Period
In the year-to-date period, CP achieves a -5.94% return, which is significantly higher than CNI's -12.00% return. Over the past 10 years, CP has outperformed CNI with an annualized return of 7.10%, while CNI has yielded a comparatively lower 6.28% annualized return.
CP
-5.94%
-7.60%
-9.53%
3.87%
10.15%
7.10%
CNI
-12.00%
-4.15%
-13.60%
-3.66%
5.50%
6.28%
Fundamentals
| CP | CNI | |
|---|---|---|
| Market Cap | $72.34B | $70.29B |
| EPS | $2.71 | $6.07 |
| PE Ratio | 28.37 | 18.38 |
| PEG Ratio | 2.37 | 3.38 |
| Total Revenue (TTM) | $14.45B | $18.64B |
| Gross Profit (TTM) | $7.89B | $7.96B |
| EBITDA (TTM) | $7.32B | $8.91B |
Key characteristics
| CP | CNI | |
|---|---|---|
| Sharpe Ratio | 0.20 | -0.15 |
| Sortino Ratio | 0.42 | -0.09 |
| Omega Ratio | 1.05 | 0.99 |
| Calmar Ratio | 0.22 | -0.15 |
| Martin Ratio | 0.45 | -0.31 |
| Ulcer Index | 9.15% | 8.70% |
| Daily Std Dev | 20.88% | 17.99% |
| Max Drawdown | -69.21% | -46.86% |
| Current Drawdown | -18.63% | -17.18% |
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Correlation
The correlation between CP and CNI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CP vs. CNI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Canadian National Railway Company (CNI). 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 vs. CNI - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.76%, less than CNI's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.76% | 0.72% | 0.77% | 0.84% | 0.76% | 0.93% | 1.07% | 0.93% | 0.98% | 0.85% | 0.65% | 0.89% |
CNI Canadian National Railway Company | 2.25% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 1.44% |
Drawdowns
CP vs. CNI - Drawdown Comparison
The maximum CP drawdown since its inception was -69.21%, which is greater than CNI's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for CP and CNI. For additional features, visit the drawdowns tool.
Volatility
CP vs. CNI - Volatility Comparison
Canadian Pacific Railway Limited (CP) and Canadian National Railway Company (CNI) have volatilities of 5.16% and 5.12%, 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.
Financials
CP vs. CNI - 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