CP vs. WAB
Compare and contrast key facts about Canadian Pacific Railway Limited (CP) and Westinghouse Air Brake Technologies Corporation (WAB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CP or WAB.
Key characteristics
| CP | WAB | |
|---|---|---|
| YTD Return | 5.06% | 32.85% |
| 1Y Return | 3.18% | 72.72% |
| 3Y Return (Ann) | 2.42% | 29.26% |
| 5Y Return (Ann) | 15.68% | 18.91% |
| 10Y Return (Ann) | 11.50% | 8.91% |
| Sharpe Ratio | 0.11 | 3.57 |
| Daily Std Dev | 20.87% | 20.51% |
| Max Drawdown | -69.21% | -71.84% |
| Current Drawdown | -9.11% | 0.00% |
Fundamentals
| CP | WAB | |
|---|---|---|
| Market Cap | $74.45B | $28.61B |
| EPS | $3.05 | $5.13 |
| PE Ratio | 26.14 | 31.62 |
| PEG Ratio | 2.37 | 3.92 |
| Revenue (TTM) | $13.81B | $9.98B |
| Gross Profit (TTM) | $4.80B | $2.58B |
| EBITDA (TTM) | $7.03B | $1.93B |
Correlation
The correlation between CP and WAB is 0.39, 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.
Performance
CP vs. WAB - Performance Comparison
In the year-to-date period, CP achieves a 5.06% return, which is significantly lower than WAB's 32.85% return. Over the past 10 years, CP has outperformed WAB with an annualized return of 11.50%, while WAB has yielded a comparatively lower 8.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CP vs. WAB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) and Westinghouse Air Brake Technologies Corporation (WAB). 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.
Dividends
CP vs. WAB - Dividend Comparison
CP's dividend yield for the trailing twelve months is around 0.68%, more than WAB's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.68% | 0.72% | 0.77% | 1.67% | 3.82% | 0.93% | 1.07% | 0.93% | 0.98% | 0.84% | 0.65% | 0.89% |
WAB Westinghouse Air Brake Technologies Corporation | 0.42% | 0.54% | 0.60% | 0.52% | 0.66% | 0.62% | 0.68% | 0.54% | 0.43% | 0.39% | 0.23% | 0.18% |
Drawdowns
CP vs. WAB - Drawdown Comparison
The maximum CP drawdown since its inception was -69.21%, roughly equal to the maximum WAB drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for CP and WAB. For additional features, visit the drawdowns tool.
Volatility
CP vs. WAB - Volatility Comparison
The current volatility for Canadian Pacific Railway Limited (CP) is 9.21%, while Westinghouse Air Brake Technologies Corporation (WAB) has a volatility of 10.07%. This indicates that CP experiences smaller price fluctuations and is considered to be less risky than WAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CP vs. WAB - Financials Comparison
This section allows you to compare key financial metrics between Canadian Pacific Railway Limited and Westinghouse Air Brake Technologies 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