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

Correlation

The correlation between FDX and CNI is 0.44, 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

FDX vs. CNI - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,399.22%
5,213.27%
FDX
CNI

Key characteristics

Sharpe Ratio

FDX:

0.48

CNI:

-0.86

Sortino Ratio

FDX:

0.87

CNI:

-1.13

Omega Ratio

FDX:

1.14

CNI:

0.87

Calmar Ratio

FDX:

0.67

CNI:

-0.67

Martin Ratio

FDX:

1.65

CNI:

-1.49

Ulcer Index

FDX:

8.63%

CNI:

10.42%

Daily Std Dev

FDX:

29.81%

CNI:

18.00%

Max Drawdown

FDX:

-71.32%

CNI:

-46.86%

Current Drawdown

FDX:

-11.19%

CNI:

-22.61%

Fundamentals

Market Cap

FDX:

$67.78B

CNI:

$64.86B

EPS

FDX:

$16.20

CNI:

$5.94

PE Ratio

FDX:

17.13

CNI:

17.33

PEG Ratio

FDX:

1.13

CNI:

3.38

Total Revenue (TTM)

FDX:

$65.43B

CNI:

$18.64B

Gross Profit (TTM)

FDX:

$14.04B

CNI:

$7.96B

EBITDA (TTM)

FDX:

$8.33B

CNI:

$8.45B

Returns By Period

In the year-to-date period, FDX achieves a 11.23% return, which is significantly higher than CNI's -17.78% return. Both investments have delivered pretty close results over the past 10 years, with FDX having a 5.99% annualized return and CNI not far behind at 5.95%.


FDX

YTD

11.23%

1M

-3.80%

6M

10.37%

1Y

13.76%

5Y*

15.26%

10Y*

5.99%

CNI

YTD

-17.78%

1M

-4.76%

6M

-12.39%

1Y

-16.44%

5Y*

4.37%

10Y*

5.95%

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Risk-Adjusted Performance

FDX vs. CNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) 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 FDX, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.48-0.86
The chart of Sortino ratio for FDX, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87-1.13
The chart of Omega ratio for FDX, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.87
The chart of Calmar ratio for FDX, currently valued at 0.67, compared to the broader market0.002.004.006.000.67-0.67
The chart of Martin ratio for FDX, currently valued at 1.65, compared to the broader market-5.000.005.0010.0015.0020.0025.001.65-1.49
FDX
CNI

The current FDX Sharpe Ratio is 0.48, which is higher than the CNI Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of FDX 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.48
-0.86
FDX
CNI

Dividends

FDX vs. CNI - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 1.96%, less than CNI's 2.45% yield.


TTM20232022202120202019201820172016201520142013
FDX
FedEx Corporation
1.96%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%0.41%
CNI
Canadian National Railway Company
2.45%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%

Drawdowns

FDX vs. CNI - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, which is greater than CNI's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for FDX and CNI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.19%
-22.61%
FDX
CNI

Volatility

FDX vs. CNI - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 7.22% compared to Canadian National Railway Company (CNI) at 5.44%. This indicates that FDX'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
5.44%
FDX
CNI

Financials

FDX vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between FedEx Corporation 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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