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CP vs. SCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CP vs. SCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Pacific Railway Limited (CP) and Service Corporation International (SCI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-10.21%
24.88%
CP
SCI

Returns By Period

In the year-to-date period, CP achieves a -5.99% return, which is significantly lower than SCI's 27.29% return. Over the past 10 years, CP has underperformed SCI with an annualized return of 7.06%, while SCI has yielded a comparatively higher 16.49% annualized return.


CP

YTD

-5.99%

1M

-7.65%

6M

-10.21%

1Y

3.81%

5Y (annualized)

10.28%

10Y (annualized)

7.06%

SCI

YTD

27.29%

1M

13.62%

6M

24.88%

1Y

43.92%

5Y (annualized)

16.45%

10Y (annualized)

16.49%

Fundamentals


CPSCI
Market Cap$72.34B$12.46B
EPS$2.71$3.43
PE Ratio28.3725.12
PEG Ratio2.371.79
Total Revenue (TTM)$14.45B$4.15B
Gross Profit (TTM)$7.89B$1.07B
EBITDA (TTM)$7.32B$606.68M

Key characteristics


CPSCI
Sharpe Ratio0.192.19
Sortino Ratio0.413.02
Omega Ratio1.051.40
Calmar Ratio0.212.61
Martin Ratio0.4310.79
Ulcer Index9.22%4.30%
Daily Std Dev20.92%21.22%
Max Drawdown-69.21%-96.50%
Current Drawdown-18.68%-1.03%

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Correlation

-0.50.00.51.00.3

The correlation between CP and SCI is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CP vs. SCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Service Corporation International (SCI). 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.


Sharpe ratio
The chart of Sharpe ratio for CP, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.192.19
The chart of Sortino ratio for CP, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.413.02
The chart of Omega ratio for CP, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.40
The chart of Calmar ratio for CP, currently valued at 0.21, compared to the broader market0.002.004.006.000.212.61
The chart of Martin ratio for CP, currently valued at 0.43, compared to the broader market-10.000.0010.0020.0030.000.4310.79
CP
SCI

The current CP Sharpe Ratio is 0.19, which is lower than the SCI Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CP and SCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.19
2.19
CP
SCI

Dividends

CP vs. SCI - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.76%, less than SCI's 1.38% yield.


TTM20232022202120202019201820172016201520142013
CP
Canadian Pacific Railway Limited
0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%0.89%
SCI
Service Corporation International
1.38%1.64%1.48%1.24%1.59%1.56%1.69%1.55%1.80%1.69%1.50%1.49%

Drawdowns

CP vs. SCI - Drawdown Comparison

The maximum CP drawdown since its inception was -69.21%, smaller than the maximum SCI drawdown of -96.50%. Use the drawdown chart below to compare losses from any high point for CP and SCI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.68%
-1.03%
CP
SCI

Volatility

CP vs. SCI - Volatility Comparison

The current volatility for Canadian Pacific Railway Limited (CP) is 5.08%, while Service Corporation International (SCI) has a volatility of 9.04%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than SCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.08%
9.04%
CP
SCI

Financials

CP vs. SCI - Financials Comparison

This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and Service Corporation International. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items