CP vs. EGP

Last updated Jul 11, 2026

CP (Canadian Pacific Kansas City Limited) and EGP (EastGroup Properties, Inc.) are both stocks. CP operates in Railroads (Industrials), while EGP operates in REIT - Industrial (Real Estate). Over the past 10 years, CP returned 13.73%/yr vs 14.61%/yr for EGP. At a 0.29 correlation, their price movements are largely independent.

Performance

CP vs. EGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Pacific Kansas City Limited (CP) and EastGroup Properties, Inc. (EGP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CP achieves a 22.92% return, which is significantly higher than EGP's 19.57% return. Over the past 10 years, CP has underperformed EGP with an annualized return of 13.73%, while EGP has yielded a comparatively higher 14.61% annualized return.

CP

• 1D: -0.23%
• 1M: 1.13%
• 6M: 26.46%
• YTD: 22.92%
• 1Y: 11.27%
• 3Y*: 5.61%
• 5Y*: 4.68%
• 10Y*: 13.73%

EGP

• 1D: -0.38%
• 1M: 4.21%
• 6M: 15.72%
• YTD: 19.57%
• 1Y: 29.06%
• 3Y*: 8.84%
• 5Y*: 7.33%
• 10Y*: 14.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CP vs. EGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CP Canadian Pacific Kansas City Limited	22.92%	2.60%	-7.84%	6.85%	4.71%	4.64%	37.33%	45.04%	-1.81%	29.32%
EGP EastGroup Properties, Inc.	19.57%	14.85%	-9.81%	27.69%	-33.07%	68.44%	6.76%	48.23%	6.95%	23.34%

Correlation

The correlation between CP and EGP is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992	0.29

The correlation between CP and EGP shifts across timeframes, from 0.29 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CP : $80.00B EGP : $11.27B
EPS CP : $4.49 EGP : $3.71
PE Ratio CP : 20.08 EGP : 56.53
PEG Ratio CP : 8.44 EGP : 9.81
PS Ratio CP : 5.46 EGP : 20.47
PB Ratio CP : 1.71 EGP : 3.14
Total Revenue (TTM) CP : $14.98B EGP : $546.91M
Gross Profit (TTM) CP : $8.47B EGP : $237.02M
EBITDA (TTM) CP : $8.30B EGP : $628.87M

Return for Risk

CP vs. EGP — Risk / Return Rank

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

CP

CP Risk / Return Rank: 58
CP Sharpe Ratio Rank: 62
CP Sortino Ratio Rank: 55
CP Omega Ratio Rank: 53
CP Calmar Ratio Rank: 61
CP Martin Ratio Rank: 59

EGP

EGP Risk / Return Rank: 87
EGP Sharpe Ratio Rank: 87
EGP Sortino Ratio Rank: 84
EGP Omega Ratio Rank: 81
EGP Calmar Ratio Rank: 92
EGP Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CP vs. EGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Kansas City Limited (CP) and EastGroup Properties, Inc. (EGP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CP	EGP	Difference
Sharpe ratio: Return per unit of total volatility	0.46	1.62	-1.16
Sortino ratio: Return per unit of downside risk	0.83	2.32	-1.49
Omega ratio: Gain probability vs. loss probability	1.10	1.27	-0.17
Calmar ratio: Return relative to maximum drawdown	0.67	4.42	-3.75
Martin ratio: Return relative to average drawdown	1.28	11.53	-10.24

CP vs. EGP - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.46, which is lower than the EGP Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of CP and EGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CP vs. EGP - Drawdown Comparison

The maximum CP drawdown since its inception was -69.17%, which is greater than EGP's maximum drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for CP and EGP.

Drawdown Indicators

	CP	EGP	Difference
Max Drawdown Largest peak-to-trough decline	-69.17%	-59.55%	-9.62%
Max Drawdown (1Y) Largest decline over 1 year	-15.50%	-6.83%	-8.67%
Max Drawdown (3Y) Largest decline over 3 years	-25.88%	-22.37%	-3.51%
Max Drawdown (5Y) Largest decline over 5 years	-25.88%	-38.08%	+12.20%
Max Drawdown (10Y) Largest decline over 10 years	-33.70%	-38.10%	+4.40%
Current Drawdown Current decline from peak	-1.03%	-2.33%	+1.30%
Average Drawdown Average peak-to-trough decline	-20.26%	-9.50%	-10.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.56%	2.61%	+5.95%

Volatility

CP vs. EGP - Volatility Comparison

Canadian Pacific Kansas City Limited (CP) and EastGroup Properties, Inc. (EGP) have volatilities of 6.17% and 6.31%, 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.

Volatility by Period

	CP	EGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	6.31%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	17.32%	12.90%	+4.42%
Volatility (1Y) Calculated over the trailing 1-year period	22.69%	18.64%	+4.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	23.41%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.52%	26.34%	-0.82%

Dividends

CP vs. EGP - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.76%, less than EGP's 2.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CP Canadian Pacific Kansas City Limited	0.76%	0.86%	0.76%	0.78%	0.96%	0.84%	0.76%	0.93%	1.07%	0.92%	0.98%	0.98%
EGP EastGroup Properties, Inc.	2.96%	3.31%	3.33%	2.75%	3.17%	1.57%	2.23%	2.22%	2.97%	2.85%	3.30%	4.21%

Financials

Frequently Asked Questions

Can I hold both CP and EGP in my portfolio?

CP and EGP have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CP or EGP?

EGP has higher volatility (6.31%) compared to CP (6.17%). In terms of maximum drawdown, CP dropped -69.17% vs EGP's -59.55%.

Which has better risk-adjusted returns?

EGP currently has the higher Sharpe Ratio (1.62 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.