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DOL.TO vs. CNQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOL.TO vs. CNQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dollarama Inc. (DOL.TO) and Canadian Natural Resources Limited (CNQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOL.TO achieves a -6.81% return, which is significantly lower than CNQ.TO's 37.61% return. Over the past 10 years, DOL.TO has underperformed CNQ.TO with an annualized return of 20.60%, while CNQ.TO has yielded a comparatively higher 23.43% annualized return.


DOL.TO

1D
-2.46%
1M
11.68%
YTD
-6.81%
6M
-5.47%
1Y
-1.31%
3Y*
31.52%
5Y*
28.29%
10Y*
20.60%

CNQ.TO

1D
-0.19%
1M
-1.99%
YTD
37.61%
6M
40.79%
1Y
47.63%
3Y*
27.02%
5Y*
33.86%
10Y*
23.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOL.TO vs. CNQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOL.TO
Dollarama Inc.
-6.81%46.59%47.34%20.96%25.45%22.47%16.69%38.01%-37.58%61.41%
CNQ.TO
Canadian Natural Resources Limited
37.61%10.42%8.27%26.98%63.10%91.26%-12.94%38.84%-21.36%10.89%

Correlation

The correlation between DOL.TO and CNQ.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.04

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2009

0.09

The correlation between DOL.TO and CNQ.TO shifts across timeframes, from -0.06 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DOL.TO:

CA$52.20B

CNQ.TO:

CA$132.89B

EPS

DOL.TO:

CA$4.86

CNQ.TO:

CA$4.65

PE Ratio

DOL.TO:

39.32

CNQ.TO:

13.64

PEG Ratio

DOL.TO:

1.83

CNQ.TO:

0.66

PS Ratio

DOL.TO:

6.94

CNQ.TO:

3.34

PB Ratio

DOL.TO:

38.10

CNQ.TO:

2.98

Total Revenue (TTM)

DOL.TO:

CA$7.58B

CNQ.TO:

CA$39.61B

Gross Profit (TTM)

DOL.TO:

CA$3.09B

CNQ.TO:

CA$12.42B

EBITDA (TTM)

DOL.TO:

CA$2.23B

CNQ.TO:

CA$17.78B

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Return for Risk

DOL.TO vs. CNQ.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOL.TO
DOL.TO Risk / Return Rank: 3838
Overall Rank
DOL.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DOL.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
DOL.TO Omega Ratio Rank: 3434
Omega Ratio Rank
DOL.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DOL.TO Martin Ratio Rank: 4141
Martin Ratio Rank

CNQ.TO
CNQ.TO Risk / Return Rank: 8383
Overall Rank
CNQ.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CNQ.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNQ.TO Omega Ratio Rank: 7979
Omega Ratio Rank
CNQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
CNQ.TO Martin Ratio Rank: 8585
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.

DOL.TO vs. CNQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollarama Inc. (DOL.TO) and Canadian Natural Resources Limited (CNQ.TO). 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.


DOL.TOCNQ.TODifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.01

1.28

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.07

3.12

-3.19

Martin ratioReturn relative to average drawdown

-0.15

7.98

-8.14

DOL.TO vs. CNQ.TO - Sharpe Ratio Comparison

The current DOL.TO Sharpe Ratio is -0.06, which is lower than the CNQ.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DOL.TO and CNQ.TO, 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

DOL.TO vs. CNQ.TO - Drawdown Comparison

The maximum DOL.TO drawdown since its inception was -44.98%, smaller than the maximum CNQ.TO drawdown of -74.63%. Use the drawdown chart below to compare losses from any high point for DOL.TO and CNQ.TO.


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Drawdown Indicators


DOL.TOCNQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-44.98%

-74.63%

+29.65%

Max Drawdown (1Y)

Largest decline over 1 year

-19.07%

-15.33%

-3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

-33.12%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.07%

-33.12%

+14.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-74.63%

+29.65%

Current Drawdown

Current decline from peak

-7.27%

-8.72%

+1.45%

Average Drawdown

Average peak-to-trough decline

-6.43%

-17.63%

+11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

5.98%

+2.63%

Volatility

DOL.TO vs. CNQ.TO - Volatility Comparison

Dollarama Inc. (DOL.TO) has a higher volatility of 11.02% compared to Canadian Natural Resources Limited (CNQ.TO) at 8.91%. This indicates that DOL.TO's price experiences larger fluctuations and is considered to be riskier than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOL.TOCNQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

8.91%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

24.23%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

28.98%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.82%

30.61%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

38.12%

-13.73%

Dividends

DOL.TO vs. CNQ.TO - Dividend Comparison

DOL.TO's dividend yield for the trailing twelve months is around 0.23%, less than CNQ.TO's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ.TO
Canadian Natural Resources Limited
3.77%5.05%6.00%8.53%12.23%7.63%11.35%7.29%8.31%5.00%4.49%6.22%
DOL.TO
Dollarama Inc.
0.23%0.20%0.25%0.28%0.27%0.31%0.34%0.39%0.95%0.82%1.19%1.31%

Financials

DOL.TO vs. CNQ.TO - Financials Comparison

This section allows you to compare key financial metrics between Dollarama Inc. and Canadian Natural Resources 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
1.85B
10.81B
(DOL.TO) Total Revenue
(CNQ.TO) Total Revenue
Values in CAD except per share items

DOL.TO vs. CNQ.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Dollarama Inc. and Canadian Natural Resources Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
37.2%
32.1%
Portfolio components
DOL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a gross profit of 686.75M and revenue of 1.85B. Therefore, the gross margin over that period was 37.2%.

CNQ.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a gross profit of 3.47B and revenue of 10.81B. Therefore, the gross margin over that period was 32.1%.

DOL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported an operating income of 382.72M and revenue of 1.85B, resulting in an operating margin of 20.7%.

CNQ.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported an operating income of 2.67B and revenue of 10.81B, resulting in an operating margin of 24.7%.

DOL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a net income of 302.27M and revenue of 1.85B, resulting in a net margin of 16.4%.

CNQ.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a net income of 1.35B and revenue of 10.81B, resulting in a net margin of 12.5%.


Frequently Asked Questions


DOL.TO and CNQ.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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