FDX vs. CNI
Compare and contrast key facts about FedEx Corporation (FDX) and Canadian National Railway Company (CNI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDX or CNI.
Key characteristics
| FDX | CNI | |
|---|---|---|
| YTD Return | 3.59% | -3.21% |
| 1Y Return | 16.50% | 4.31% |
| 3Y Return (Ann) | -1.74% | 5.95% |
| 5Y Return (Ann) | 8.59% | 7.30% |
| 10Y Return (Ann) | 8.01% | 9.49% |
| Sharpe Ratio | 0.62 | 0.17 |
| Daily Std Dev | 24.98% | 18.34% |
| Max Drawdown | -71.32% | -46.86% |
| Current Drawdown | -12.72% | -8.90% |
Fundamentals
| FDX | CNI | |
|---|---|---|
| Market Cap | $65.42B | $79.76B |
| EPS | $17.33 | $6.15 |
| PE Ratio | 15.34 | 20.36 |
| PEG Ratio | 0.96 | 3.61 |
| Revenue (TTM) | $87.51B | $16.76B |
| Gross Profit (TTM) | $24.40B | $9.62B |
| EBITDA (TTM) | $11.26B | $8.79B |
Correlation
The correlation between FDX and CNI is 0.43, 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.
Performance
FDX vs. CNI - Performance Comparison
In the year-to-date period, FDX achieves a 3.59% return, which is significantly higher than CNI's -3.21% return. Over the past 10 years, FDX has underperformed CNI with an annualized return of 8.01%, while CNI has yielded a comparatively higher 9.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
FDX vs. CNI - Dividend Comparison
FDX's dividend yield for the trailing twelve months is around 1.93%, less than CNI's 1.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDX FedEx Corporation | 1.93% | 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 | 1.97% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.54% | 1.70% | 1.73% | 1.30% | 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.
Volatility
FDX vs. CNI - Volatility Comparison
The current volatility for FedEx Corporation (FDX) is 4.82%, while Canadian National Railway Company (CNI) has a volatility of 6.53%. This indicates that FDX 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.
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.
Total Revenue: Total amount of money received from sales and other business activities