CP vs. DB1.DE
CP (Canadian Pacific Railway Limited) and DB1.DE (Deutsche Börse AG) are both stocks. CP operates in Railroads (Industrials), while DB1.DE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, CP returned 14.29%/yr vs 14.66%/yr for DB1.DE. At a 0.27 correlation, their price movements are largely independent.
Performance
CP vs. DB1.DE - Performance Comparison
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Different Trading Currencies
CP is traded in USD, while DB1.DE is traded in EUR. To make them comparable, the DB1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CP achieves a 22.56% return, which is significantly higher than DB1.DE's 10.27% return. Both investments have delivered pretty close results over the past 10 years, with CP having a 14.29% annualized return and DB1.DE not far ahead at 14.66%.
CP
- 1D
- 0.13%
- 1M
- 4.66%
- YTD
- 22.56%
- 6M
- 22.02%
- 1Y
- 10.91%
- 3Y*
- 6.45%
- 5Y*
- 3.14%
- 10Y*
- 14.29%
DB1.DE
- 1D
- 1.94%
- 1M
- 1.31%
- YTD
- 10.27%
- 6M
- 11.95%
- 1Y
- -10.88%
- 3Y*
- 19.79%
- 5Y*
- 13.78%
- 10Y*
- 14.66%
CP vs. DB1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 22.56% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
DB1.DE Deutsche Börse AG | 10.27% | 15.19% | 14.85% | 21.76% | 5.74% | -0.53% | 11.18% | 33.71% | 5.57% | 48.34% |
Correlation
The correlation between CP and DB1.DE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.27 |
Over the past year, the correlation between CP and DB1.DE has dropped to 0.00 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
CP vs. DB1.DE — Risk / Return Rank
CP
DB1.DE
CP vs. DB1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Deutsche Börse AG (DB1.DE). 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 | DB1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.94 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | -0.36 | +1.04 |
| Martin ratioReturn relative to average drawdown | 1.29 | -0.62 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CP | DB1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | -0.45 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.62 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.62 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.25 | +0.09 |
Drawdowns
CP vs. DB1.DE - Drawdown Comparison
The maximum CP drawdown since its inception was -69.17%, smaller than the maximum DB1.DE drawdown of -80.24%. Use the drawdown chart below to compare losses from any high point for CP and DB1.DE.
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Drawdown Indicators
| CP | DB1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.17% | -80.24% | +11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -27.68% | +11.45% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -28.19% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -28.19% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -37.32% | +3.62% |
Current DrawdownCurrent decline from peak | -1.33% | -11.84% | +10.51% |
Average DrawdownAverage peak-to-trough decline | -20.30% | -30.67% | +10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 16.18% | -7.68% |
Volatility
CP vs. DB1.DE - Volatility Comparison
The current volatility for Canadian Pacific Railway Limited (CP) is 6.15%, while Deutsche Börse AG (DB1.DE) has a volatility of 7.57%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CP | DB1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 7.57% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 17.43% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.51% | 22.47% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 22.02% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 23.33% | +2.31% |
Dividends
CP vs. DB1.DE - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.74%, less than DB1.DE's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
DB1.DE Deutsche Börse AG | 1.71% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
Financials
CP vs. DB1.DE - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and Deutsche Börse AG. 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
Frequently Asked Questions
CP and DB1.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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