CP vs. FGR.PA

Last updated Jul 11, 2026

CP (Canadian Pacific Kansas City Limited) and FGR.PA (Eiffage SA) are both stocks. Both are in the Industrials sector — CP in Railroads, FGR.PA in Engineering & Construction. Over the past 10 years, CP returned 13.73%/yr vs 9.75%/yr for FGR.PA. At a 0.33 correlation, their price movements are largely independent.

Performance

CP vs. FGR.PA - Performance Comparison

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

Different Trading Currencies

CP is traded in USD, while FGR.PA is traded in EUR. To make them comparable, the FGR.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CP achieves a 22.92% return, which is significantly higher than FGR.PA's 0.03% return. Over the past 10 years, CP has outperformed FGR.PA with an annualized return of 13.73%, while FGR.PA has yielded a comparatively lower 9.75% 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%

FGR.PA

• 1D: 0.03%
• 1M: -3.60%
• 6M: -1.61%
• YTD: 0.03%
• 1Y: 4.91%
• 3Y*: 14.55%
• 5Y*: 10.01%
• 10Y*: 9.75%

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

CP vs. FGR.PA - 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%
FGR.PA Eiffage SA	0.03%	70.16%	-14.73%	12.70%	-1.26%	10.15%	-15.65%	40.77%	-22.31%	60.44%

Correlation

The correlation between CP and FGR.PA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007	0.33

The correlation between CP and FGR.PA shifts across timeframes, from 0.22 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CP vs. FGR.PA — 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

FGR.PA

FGR.PA Risk / Return Rank: 53
FGR.PA Sharpe Ratio Rank: 57
FGR.PA Sortino Ratio Rank: 49
FGR.PA Omega Ratio Rank: 49
FGR.PA Calmar Ratio Rank: 56
FGR.PA Martin Ratio Rank: 56

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. FGR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Kansas City Limited (CP) and Eiffage SA (FGR.PA). 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	FGR.PA	Difference
Sharpe ratio: Return per unit of total volatility	0.46	0.18	+0.28
Sortino ratio: Return per unit of downside risk	0.83	0.44	+0.39
Omega ratio: Gain probability vs. loss probability	1.10	1.06	+0.04
Calmar ratio: Return relative to maximum drawdown	0.67	0.26	+0.41
Martin ratio: Return relative to average drawdown	1.28	0.49	+0.79

CP vs. FGR.PA - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.46, which is higher than the FGR.PA Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of CP and FGR.PA, 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. FGR.PA - Drawdown Comparison

The maximum CP drawdown since its inception was -69.17%, smaller than the maximum FGR.PA drawdown of -84.14%. Use the drawdown chart below to compare losses from any high point for CP and FGR.PA.

Drawdown Indicators

	CP	FGR.PA	Difference
Max Drawdown Largest peak-to-trough decline	-69.17%	-84.14%	+14.97%
Max Drawdown (1Y) Largest decline over 1 year	-15.50%	-18.30%	+2.80%
Max Drawdown (3Y) Largest decline over 3 years	-25.88%	-24.99%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-25.88%	-28.40%	+2.52%
Max Drawdown (10Y) Largest decline over 10 years	-33.70%	-53.09%	+19.39%
Current Drawdown Current decline from peak	-1.03%	-16.76%	+15.73%
Average Drawdown Average peak-to-trough decline	-20.26%	-33.48%	+13.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.56%	9.73%	-1.17%

Volatility

CP vs. FGR.PA - Volatility Comparison

The current volatility for Canadian Pacific Kansas City Limited (CP) is 6.17%, while Eiffage SA (FGR.PA) has a volatility of 7.72%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than FGR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CP	FGR.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	7.72%	-1.55%
Volatility (6M) Calculated over the trailing 6-month period	17.32%	20.27%	-2.95%
Volatility (1Y) Calculated over the trailing 1-year period	22.69%	26.13%	-3.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	25.68%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.52%	27.54%	-2.02%

Dividends

CP vs. FGR.PA - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.76%, less than FGR.PA's 3.96% 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%
FGR.PA Eiffage SA	3.96%	3.84%	4.84%	3.71%	3.37%	3.32%	0.00%	2.35%	2.74%	1.64%	2.26%	2.02%

Financials

Frequently Asked Questions

Can I hold both CP and FGR.PA in my portfolio?

CP and FGR.PA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.