CP vs. MCO
CP (Canadian Pacific Kansas City Limited) and MCO (Moody's Corporation) are both stocks. CP operates in Railroads (Industrials), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, CP returned 12.76%/yr vs 17.61%/yr for MCO. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
CP vs. MCO - Performance Comparison
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Returns By Period
In the year-to-date period, CP achieves a 21.24% return, which is significantly higher than MCO's -5.93% return. Over the past 10 years, CP has underperformed MCO with an annualized return of 12.76%, while MCO has yielded a comparatively higher 17.61% annualized return.
CP
- 1D
- 0.83%
- 1M
- 1.25%
- 6M
- 20.08%
- YTD
- 21.24%
- 1Y
- 23.04%
- 3Y*
- 3.86%
- 5Y*
- 4.52%
- 10Y*
- 12.76%
- ALL TIME*
- 10.35%
MCO
- 1D
- -0.80%
- 1M
- -2.47%
- 6M
- -6.79%
- YTD
- -5.93%
- 1Y
- -3.77%
- 3Y*
- 11.64%
- 5Y*
- 5.88%
- 10Y*
- 17.61%
- ALL TIME*
- 15.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $233.07M | $226.64M | $247.01M | |
| $483.34M | $433.94M | $468.07M |
CP vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Kansas City Limited | 21.24% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
MCO Moody's Corporation | -5.93% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
Correlation
The correlation between CP and MCO is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.38 |
Over the past year, the correlation between CP and MCO has dropped to 0.07 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Fundamentals
CP:
$78.14B
MCO:
$82.86B
CP:
$4.85
MCO:
$15.70
CP:
18.31
MCO:
30.47
CP:
7.69
MCO:
3.98
CP:
4.91
MCO:
10.44
CP:
$16.44B
MCO:
$8.16B
CP:
$7.68B
MCO:
$5.87B
CP:
$9.05B
MCO:
$4.00B
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Return for Risk
CP vs. MCO — Risk / Return Rank
CP
MCO
CP vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Kansas City Limited (CP) and Moody's Corporation (MCO). 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 | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.98 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | -0.28 | +1.96 |
| Martin ratioReturn relative to average drawdown | 3.99 | -0.55 | +4.54 |
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Drawdowns
CP vs. MCO - Drawdown Comparison
The maximum CP drawdown since its inception was -69.17%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for CP and MCO.
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Drawdown Indicators
| CP | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.17% | -78.72% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -23.61% | +10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -24.65% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -41.66% | +15.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -42.02% | +8.32% |
Current DrawdownCurrent decline from peak | -5.14% | -10.94% | +5.80% |
Average DrawdownAverage peak-to-trough decline | -20.24% | -17.73% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 11.79% | -6.28% |
Volatility
CP vs. MCO - Volatility Comparison
The current volatility for Canadian Pacific Kansas City Limited (CP) is 6.30%, while Moody's Corporation (MCO) has a volatility of 9.41%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CP | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 9.41% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 23.32% | -6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 28.03% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 26.71% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.49% | 27.79% | -2.30% |
Dividends
CP vs. MCO - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.77%, less than MCO's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Kansas City Limited | 0.77% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
MCO Moody's Corporation | 0.82% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
CP vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Kansas City Limited and Moody's Corporation. 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
CP vs. MCO - Profitability Comparison
CP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Canadian Pacific Kansas City Limited reported a gross profit of 1.75B and revenue of 5.16B. Therefore, the gross margin over that period was 34.0%.
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a gross profit of 1.67B and revenue of 2.19B. Therefore, the gross margin over that period was 76.3%.
CP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Canadian Pacific Kansas City Limited reported an operating income of 1.75B and revenue of 5.16B, resulting in an operating margin of 34.0%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported an operating income of 1.05B and revenue of 2.19B, resulting in an operating margin of 47.9%.
CP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Canadian Pacific Kansas City Limited reported a net income of 1.18B and revenue of 5.16B, resulting in a net margin of 22.9%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a net income of 878.00M and revenue of 2.19B, resulting in a net margin of 40.2%.
Frequently Asked Questions
CP and MCO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (9.41%) compared to CP (6.30%). In terms of maximum drawdown, CP dropped -69.17% vs MCO's -78.72%.
CP currently has the higher Sharpe Ratio (0.97 vs -0.23), 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.
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