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

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%10.00%JuneJulyAugustSeptemberOctoberNovember
3.93%
-15.36%
ECL
CNI

Returns By Period

In the year-to-date period, ECL achieves a 22.76% return, which is significantly higher than CNI's -13.67% return. Over the past 10 years, ECL has outperformed CNI with an annualized return of 9.01%, while CNI has yielded a comparatively lower 6.01% annualized return.


ECL

YTD

22.76%

1M

-6.72%

6M

3.93%

1Y

30.87%

5Y (annualized)

6.95%

10Y (annualized)

9.01%

CNI

YTD

-13.67%

1M

-4.83%

6M

-15.36%

1Y

-4.77%

5Y (annualized)

5.57%

10Y (annualized)

6.01%

Fundamentals


ECLCNI
Market Cap$68.46B$67.18B
EPS$7.13$6.04
PE Ratio33.9117.69
PEG Ratio2.433.38
Total Revenue (TTM)$15.67B$18.64B
Gross Profit (TTM)$6.77B$7.96B
EBITDA (TTM)$3.89B$8.45B

Key characteristics


ECLCNI
Sharpe Ratio1.71-0.27
Sortino Ratio2.47-0.26
Omega Ratio1.360.97
Calmar Ratio1.69-0.26
Martin Ratio12.86-0.55
Ulcer Index2.49%8.93%
Daily Std Dev18.69%18.03%
Max Drawdown-47.18%-46.86%
Current Drawdown-7.53%-18.74%

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Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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 1.71, compared to the broader market-4.00-2.000.002.004.001.71-0.27
The chart of Sortino ratio for ECL, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.002.47-0.26
The chart of Omega ratio for ECL, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.97
The chart of Calmar ratio for ECL, currently valued at 1.69, compared to the broader market0.002.004.006.001.69-0.26
The chart of Martin ratio for ECL, currently valued at 12.86, compared to the broader market-10.000.0010.0020.0030.0012.86-0.55
ECL
CNI

The current ECL Sharpe Ratio is 1.71, which is higher than the CNI Sharpe Ratio of -0.27. 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.71
-0.27
ECL
CNI

Dividends

ECL vs. CNI - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.94%, less than CNI's 2.29% yield.


TTM20232022202120202019201820172016201520142013
ECL
Ecolab Inc.
0.94%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
CNI
Canadian National Railway Company
2.29%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%

Drawdowns

ECL vs. CNI - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.18%, 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%JuneJulyAugustSeptemberOctoberNovember
-7.53%
-18.74%
ECL
CNI

Volatility

ECL vs. CNI - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 4.54%, while Canadian National Railway Company (CNI) has a volatility of 5.22%. This indicates that ECL experiences smaller price fluctuations and is considered to be less risky than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.54%
5.22%
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