CP vs. FER.AS
CP (Canadian Pacific Railway Limited) and FER.AS (Ferrovial SE) are both stocks. Both are in the Industrials sector — CP in Railroads, FER.AS in Infrastructure Operations. Over the past year, CP returned 12.99% vs 31.57% for FER.AS. At a 0.13 correlation, their price movements are largely independent.
Performance
CP vs. FER.AS - Performance Comparison
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Different Trading Currencies
CP is traded in USD, while FER.AS is traded in EUR. To make them comparable, the FER.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CP achieves a 22.60% return, which is significantly higher than FER.AS's 2.77% return.
CP
- 1D
- 0.86%
- 1M
- 5.89%
- YTD
- 22.60%
- 6M
- 20.36%
- 1Y
- 12.99%
- 3Y*
- 6.19%
- 5Y*
- 3.16%
- 10Y*
- 14.53%
FER.AS
- 1D
- 0.04%
- 1M
- -0.89%
- YTD
- 2.77%
- 6M
- 0.89%
- 1Y
- 31.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CP vs. FER.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 22.60% | 2.60% | -7.84% | 1.43% |
FER.AS Ferrovial SE | 2.77% | 59.61% | 16.48% | 16.03% |
Correlation
The correlation between CP and FER.AS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.13 |
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Return for Risk
CP vs. FER.AS — Risk / Return Rank
CP
FER.AS
CP vs. FER.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Ferrovial SE (FER.AS). 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 | FER.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.60 | -0.86 |
| Martin ratioReturn relative to average drawdown | 1.41 | 4.64 | -3.22 |
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Drawdowns
CP vs. FER.AS - Drawdown Comparison
The maximum CP drawdown since its inception was -69.17%, which is greater than FER.AS's maximum drawdown of -17.16%. Use the drawdown chart below to compare losses from any high point for CP and FER.AS.
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Drawdown Indicators
| CP | FER.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.17% | -17.16% | -52.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -17.16% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -17.16% | -8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | — | — |
Current DrawdownCurrent decline from peak | -1.29% | -10.41% | +9.12% |
Average DrawdownAverage peak-to-trough decline | -20.29% | -4.95% | -15.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | 5.95% | +2.55% |
Volatility
CP vs. FER.AS - Volatility Comparison
The current volatility for Canadian Pacific Railway Limited (CP) is 5.88%, while Ferrovial SE (FER.AS) has a volatility of 10.67%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than FER.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CP | FER.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 10.67% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 21.73% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 32.27% | -9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 40.39% | -15.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 40.39% | -14.79% |
Dividends
CP vs. FER.AS - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.74%, less than FER.AS's 1.95% 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% |
FER.AS Ferrovial SE | 1.95% | 1.58% | 1.99% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CP vs. FER.AS - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and Ferrovial SE. 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 FER.AS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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