DE vs. CP
DE (Deere & Company) and CP (Canadian Pacific Railway Limited) are both stocks. Both are in the Industrials sector — DE in Farm & Heavy Construction Machinery, CP in Railroads. Over the past 10 years, DE returned 23.07%/yr vs 14.53%/yr for CP. At a 0.35 correlation, their price movements are largely independent.
Performance
DE vs. CP - Performance Comparison
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Returns By Period
In the year-to-date period, DE achieves a 24.40% return, which is significantly higher than CP's 22.60% return. Over the past 10 years, DE has outperformed CP with an annualized return of 23.07%, while CP has yielded a comparatively lower 14.53% annualized return.
DE
- 1D
- 1.55%
- 1M
- -0.55%
- YTD
- 24.40%
- 6M
- 19.88%
- 1Y
- 13.19%
- 3Y*
- 14.77%
- 5Y*
- 12.54%
- 10Y*
- 23.07%
CP
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 22.60%
- 6M
- 20.36%
- 1Y
- 11.97%
- 3Y*
- 6.19%
- 5Y*
- 3.16%
- 10Y*
- 14.53%
DE vs. CP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 24.40% | 11.39% | 7.56% | -5.48% | 26.59% | 28.86% | 57.96% | 18.30% | -2.90% | 54.83% |
CP Canadian Pacific Railway Limited | 22.60% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
Correlation
The correlation between DE and CP is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.35 |
Fundamentals
DE:
$17.76
CP:
$4.47
DE:
32.52
CP:
20.16
DE:
7.64
CP:
8.47
DE:
3.40
CP:
5.49
DE:
$46.01B
CP:
$14.98B
DE:
$16.40B
CP:
$8.47B
DE:
$11.54B
CP:
$8.30B
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Return for Risk
DE vs. CP — Risk / Return Rank
DE
CP
DE vs. CP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Canadian Pacific Railway Limited (CP). 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.
| DE | CP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.74 | -0.07 |
| Martin ratioReturn relative to average drawdown | 1.38 | 1.41 | -0.03 |
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Drawdowns
DE vs. CP - Drawdown Comparison
The maximum DE drawdown since its inception was -73.27%, which is greater than CP's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for DE and CP.
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Drawdown Indicators
| DE | CP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.27% | -69.17% | -4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -16.23% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -25.88% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -33.81% | -25.88% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -37.91% | -33.70% | -4.21% |
Current DrawdownCurrent decline from peak | -12.58% | -1.29% | -11.29% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -20.29% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.58% | 8.50% | +1.08% |
Volatility
DE vs. CP - Volatility Comparison
Deere & Company (DE) has a higher volatility of 10.51% compared to Canadian Pacific Railway Limited (CP) at 5.88%. This indicates that DE's price experiences larger fluctuations and is considered to be riskier than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DE | CP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.51% | 5.88% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 17.25% | +7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.03% | 22.48% | +7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.39% | 24.45% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 25.60% | +4.80% |
Dividends
DE vs. CP - Dividend Comparison
DE's dividend yield for the trailing twelve months is around 1.12%, more than CP's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
DE Deere & Company | 1.12% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
Financials
DE vs. CP - Financials Comparison
This section allows you to compare key financial metrics between Deere & Company and Canadian Pacific Railway Limited. 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
DE vs. CP - Profitability Comparison
DE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a gross profit of 3.33B and revenue of 9.61B. Therefore, the gross margin over that period was 34.7%.
CP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 2.55B and revenue of 3.70B. Therefore, the gross margin over that period was 69.0%.
DE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported an operating income of 1.56B and revenue of 9.61B, resulting in an operating margin of 16.2%.
CP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.26B and revenue of 3.70B, resulting in an operating margin of 34.0%.
DE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deere & Company reported a net income of 656.00M and revenue of 9.61B, resulting in a net margin of 6.8%.
CP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.
Frequently Asked Questions
DE and CP have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DE has higher volatility (10.51%) compared to CP (5.88%). In terms of maximum drawdown, DE dropped -73.27% vs CP's -69.17%.
CP currently has the higher Sharpe Ratio (0.53 vs 0.44), 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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