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.
Key characteristics
| CP | CNI | |
|---|---|---|
| YTD Return | 4.57% | 1.78% |
| 1Y Return | 1.83% | 6.99% |
| 3Y Return (Ann) | 1.95% | 5.96% |
| 5Y Return (Ann) | 15.59% | 8.60% |
| 10Y Return (Ann) | 11.32% | 9.75% |
| Sharpe Ratio | 0.13 | 0.43 |
| Daily Std Dev | 20.88% | 18.31% |
| Max Drawdown | -69.21% | -46.86% |
| Current Drawdown | -9.54% | -4.20% |
Fundamentals
| CP | CNI | |
|---|---|---|
| Market Cap | $74.45B | $78.65B |
| EPS | $3.05 | $6.14 |
| PE Ratio | 26.14 | 20.12 |
| PEG Ratio | 2.37 | 3.61 |
| Revenue (TTM) | $13.81B | $16.76B |
| Gross Profit (TTM) | $4.80B | $9.62B |
| EBITDA (TTM) | $7.03B | $8.79B |
Correlation
The correlation between CP and CNI is 0.65, 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.
Performance
CP vs. CNI - Performance Comparison
In the year-to-date period, CP achieves a 4.57% return, which is significantly higher than CNI's 1.78% return. Over the past 10 years, CP has outperformed CNI with an annualized return of 11.32%, while CNI has yielded a comparatively lower 9.75% 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 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 0.69%, less than CNI's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.69% | 0.72% | 0.77% | 1.67% | 3.82% | 0.93% | 1.07% | 0.93% | 0.98% | 0.84% | 0.65% | 0.89% |
CNI Canadian National Railway Company | 1.87% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.54% | 1.70% | 1.73% | 1.30% | 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) has a higher volatility of 9.29% compared to Canadian National Railway Company (CNI) at 7.18%. This indicates that CP's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. 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