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ECL vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ECL and CNI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ECL vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecolab Inc. (ECL) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-2.31%
-17.25%
ECL
CNI

Key characteristics

Sharpe Ratio

ECL:

1.04

CNI:

-1.02

Sortino Ratio

ECL:

1.58

CNI:

-1.36

Omega Ratio

ECL:

1.22

CNI:

0.84

Calmar Ratio

ECL:

1.35

CNI:

-0.79

Martin Ratio

ECL:

5.16

CNI:

-1.58

Ulcer Index

ECL:

3.89%

CNI:

11.73%

Daily Std Dev

ECL:

19.23%

CNI:

18.21%

Max Drawdown

ECL:

-47.19%

CNI:

-46.86%

Current Drawdown

ECL:

-9.29%

CNI:

-22.98%

Fundamentals

Market Cap

ECL:

$66.98B

CNI:

$63.31B

EPS

ECL:

$7.12

CNI:

$5.89

PE Ratio

ECL:

33.22

CNI:

17.10

PEG Ratio

ECL:

2.36

CNI:

3.72

Total Revenue (TTM)

ECL:

$11.74B

CNI:

$14.17B

Gross Profit (TTM)

ECL:

$5.11B

CNI:

$5.99B

EBITDA (TTM)

ECL:

$3.02B

CNI:

$6.45B

Returns By Period

In the year-to-date period, ECL achieves a 0.95% return, which is significantly higher than CNI's -0.81% return. Over the past 10 years, ECL has outperformed CNI with an annualized return of 10.02%, while CNI has yielded a comparatively lower 6.25% annualized return.


ECL

YTD

0.95%

1M

-4.52%

6M

-2.31%

1Y

20.01%

5Y*

5.02%

10Y*

10.02%

CNI

YTD

-0.81%

1M

-2.02%

6M

-17.25%

1Y

-17.82%

5Y*

3.08%

10Y*

6.25%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ECL vs. CNI — Risk-Adjusted Performance Rank

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

ECL
The Risk-Adjusted Performance Rank of ECL is 8080
Overall Rank
The Sharpe Ratio Rank of ECL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ECL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ECL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ECL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ECL is 8383
Martin Ratio Rank

CNI
The Risk-Adjusted Performance Rank of CNI is 66
Overall Rank
The Sharpe Ratio Rank of CNI is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 77
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 99
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 55
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECL vs. CNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) and Canadian National Railway Company (CNI). 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 ECL, currently valued at 1.04, compared to the broader market-2.000.002.001.04-1.02
The chart of Sortino ratio for ECL, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58-1.36
The chart of Omega ratio for ECL, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.84
The chart of Calmar ratio for ECL, currently valued at 1.35, compared to the broader market0.002.004.006.001.35-0.79
The chart of Martin ratio for ECL, currently valued at 5.16, compared to the broader market-30.00-20.00-10.000.0010.0020.005.16-1.58
ECL
CNI

The current ECL Sharpe Ratio is 1.04, which is higher than the CNI Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ECL and CNI, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.04
-1.02
ECL
CNI

Dividends

ECL vs. CNI - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 1.00%, less than CNI's 2.46% yield.


TTM20242023202220212020201920182017201620152014
ECL
Ecolab Inc.
1.00%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
CNI
Canadian National Railway Company
2.46%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%

Drawdowns

ECL vs. CNI - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.19%, roughly equal to the maximum CNI drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for ECL and CNI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.29%
-22.98%
ECL
CNI

Volatility

ECL vs. CNI - Volatility Comparison

Ecolab Inc. (ECL) has a higher volatility of 5.65% compared to Canadian National Railway Company (CNI) at 4.61%. This indicates that ECL's price experiences larger fluctuations and is considered to be riskier than CNI 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%AugustSeptemberOctoberNovemberDecember2025
5.65%
4.61%
ECL
CNI

Financials

ECL vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between Ecolab Inc. and Canadian National Railway Company. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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