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CP vs. URW.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

CP vs. URW.PA

Last updated Jul 11, 2026
Documentation

CP (Canadian Pacific Kansas City Limited) and URW.PA (Unibail-Rodamco-Westfield) are both stocks. CP operates in Railroads (Industrials), while URW.PA operates in REIT - Retail (Real Estate). Over the past 5 years, CP returned 4.68%/yr vs 8.14%/yr for URW.PA. At a 0.23 correlation, their price movements are largely independent.

Performance

CP vs. URW.PA - Performance Comparison

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

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Different Trading Currencies

CP is traded in USD, while URW.PA is traded in EUR. To make them comparable, the URW.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 URW.PA's 12.37% 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%

URW.PA

1D
-0.08%
1M
1.31%
6M
11.65%
YTD
12.37%
1Y
31.49%
3Y*
32.92%
5Y*
8.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CP vs. URW.PA - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CP
Canadian Pacific Kansas City Limited		22.92%2.60%-7.84%6.85%4.71%4.64%37.33%45.04%-6.81%
URW.PA
Unibail-Rodamco-Westfield		12.37%51.64%5.26%41.96%-25.82%-11.08%-45.46%5.49%-30.92%

Correlation

The correlation between CP and URW.PA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.23

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Canadian Pacific Kansas City Limited

Unibail-Rodamco-Westfield

Often compared with CP:
CP vs. CNR.TOCP vs. CNICP vs. UNPCP vs. CNCP vs. MCOCP vs. VOOCP vs. SPY
Often compared with URW.PA:
URW.PA vs. QYLDURW.PA vs. IBE1.DEURW.PA vs. IQQP.DEURW.PA vs. 0823.HKURW.PA vs. TEG.DEURW.PA vs. CLILFURW.PA vs. SURYY

Return for Risk

CP vs. URW.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CP
CP Risk / Return Rank: 5858
Overall Rank
CP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CP Sortino Ratio Rank: 5555
Sortino Ratio Rank
CP Omega Ratio Rank: 5353
Omega Ratio Rank
CP Calmar Ratio Rank: 6161
Calmar Ratio Rank
CP Martin Ratio Rank: 5959
Martin Ratio Rank
URW.PA
URW.PA Risk / Return Rank: 8787
Overall Rank
URW.PA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
URW.PA Sortino Ratio Rank: 8888
Sortino Ratio Rank
URW.PA Omega Ratio Rank: 8787
Omega Ratio Rank
URW.PA Calmar Ratio Rank: 8383
Calmar Ratio Rank
URW.PA Martin Ratio Rank: 8888
Martin Ratio Rank
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. URW.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Kansas City Limited (CP) and Unibail-Rodamco-Westfield (URW.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.

CPURW.PADifference
Sharpe ratioReturn per unit of total volatility
0.46
1.50

-1.04

Sortino ratioReturn per unit of downside risk
0.83
2.13

-1.30

Omega ratioGain probability vs. loss probability

1.10

1.27

-0.18

Calmar ratioReturn relative to maximum drawdown

0.67

1.92

-1.26

Martin ratioReturn relative to average drawdown

1.28

6.29

-5.01

CP vs. URW.PA - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.46, which is lower than the URW.PA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CP and URW.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.

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Drawdowns

CP vs. URW.PA - Drawdown Comparison

The maximum CP drawdown since its inception was -69.17%, smaller than the maximum URW.PA drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for CP and URW.PA.

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Drawdown Indicators

CPURW.PADifference

Max Drawdown

Largest peak-to-trough decline

-69.17%

-82.69%

+13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-15.37%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

-24.71%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-56.95%

+31.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

—

—

Current Drawdown

Current decline from peak

-1.03%

-34.48%

+33.45%

Average Drawdown

Average peak-to-trough decline

-20.26%

-53.97%

+33.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

4.73%

+3.83%

Volatility

CP vs. URW.PA - Volatility Comparison

Canadian Pacific Kansas City Limited (CP) has a higher volatility of 6.17% compared to Unibail-Rodamco-Westfield (URW.PA) at 4.83%. This indicates that CP's price experiences larger fluctuations and is considered to be riskier than URW.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CPURW.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

4.83%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

16.50%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

19.76%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.35%

34.85%

-10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.52%

44.16%

-18.64%

Dividends

CP vs. URW.PA - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.76%, less than URW.PA's 4.39% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
URW.PA
Unibail-Rodamco-Westfield		4.39%3.77%3.44%0.00%0.00%0.00%8.36%3.26%0.00%0.00%0.00%0.00%

Financials

CP vs. URW.PA - Financials Comparison

This section allows you to compare key financial metrics between Canadian Pacific Kansas City Limited and Unibail-Rodamco-Westfield. 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

Please note, different currencies. CP values in USD, URW.PA values in EUR

Frequently Asked Questions

CP and URW.PA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CP and URW.PA

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