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CP vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CPCNI
YTD Return-1.50%-0.75%
1Y Return1.63%11.09%
3Y Return (Ann)-0.70%5.53%
5Y Return (Ann)14.06%9.00%
10Y Return (Ann)10.30%9.47%
Sharpe Ratio0.080.62
Daily Std Dev20.79%18.22%
Max Drawdown-69.21%-46.86%
Current Drawdown-14.79%-6.59%

Fundamentals


CPCNI
Market Cap$74.46B$80.74B
EPS$3.05$6.16
PE Ratio26.1720.60
PEG Ratio2.373.61
Revenue (TTM)$13.81B$16.76B
Gross Profit (TTM)$4.80B$9.62B
EBITDA (TTM)$7.03B$8.79B

Correlation

-0.50.00.51.00.7

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 -1.50% return, which is significantly lower than CNI's -0.75% return. Over the past 10 years, CP has outperformed CNI with an annualized return of 10.30%, while CNI has yielded a comparatively lower 9.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%December2024FebruaryMarchAprilMay
6,187.40%
16,943.96%
CP
CNI

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Canadian Pacific Railway Limited

Canadian National Railway Company

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.


CP
Sharpe ratio
The chart of Sharpe ratio for CP, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.004.000.08
Sortino ratio
The chart of Sortino ratio for CP, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.006.000.26
Omega ratio
The chart of Omega ratio for CP, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for CP, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for CP, currently valued at 0.21, compared to the broader market-10.000.0010.0020.0030.000.21
CNI
Sharpe ratio
The chart of Sharpe ratio for CNI, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.004.000.62
Sortino ratio
The chart of Sortino ratio for CNI, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.006.000.95
Omega ratio
The chart of Omega ratio for CNI, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for CNI, currently valued at 0.54, compared to the broader market0.002.004.006.000.54
Martin ratio
The chart of Martin ratio for CNI, currently valued at 2.06, compared to the broader market-10.000.0010.0020.0030.002.06

CP vs. CNI - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.08, which is lower than the CNI Sharpe Ratio of 0.62. The chart below compares the 12-month rolling Sharpe Ratio of CP and CNI.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.08
0.62
CP
CNI

Dividends

CP vs. CNI - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.73%, less than CNI's 1.92% yield.


TTM20232022202120202019201820172016201520142013
CP
Canadian Pacific Railway Limited
0.73%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
1.92%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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.79%
-6.59%
CP
CNI

Volatility

CP vs. CNI - Volatility Comparison

Canadian Pacific Railway Limited (CP) has a higher volatility of 6.59% compared to Canadian National Railway Company (CNI) at 5.13%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
6.59%
5.13%
CP
CNI

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items