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

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.


-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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.48%
-12.62%
FDX
CNI

Key characteristics

Sharpe Ratio

FDX:

0.51

CNI:

-0.83

Sortino Ratio

FDX:

0.90

CNI:

-1.08

Omega Ratio

FDX:

1.15

CNI:

0.88

Calmar Ratio

FDX:

0.72

CNI:

-0.64

Martin Ratio

FDX:

1.67

CNI:

-1.27

Ulcer Index

FDX:

9.11%

CNI:

11.96%

Daily Std Dev

FDX:

30.05%

CNI:

18.21%

Max Drawdown

FDX:

-71.32%

CNI:

-46.86%

Current Drawdown

FDX:

-11.24%

CNI:

-20.69%

Fundamentals

Market Cap

FDX:

$66.80B

CNI:

$64.17B

EPS

FDX:

$15.54

CNI:

$5.87

PE Ratio

FDX:

17.70

CNI:

17.29

PEG Ratio

FDX:

1.13

CNI:

3.72

Total Revenue (TTM)

FDX:

$87.39B

CNI:

$14.17B

Gross Profit (TTM)

FDX:

$19.68B

CNI:

$5.99B

EBITDA (TTM)

FDX:

$10.78B

CNI:

$6.45B

Returns By Period

In the year-to-date period, FDX achieves a -2.05% return, which is significantly lower than CNI's 2.14% return. Both investments have delivered pretty close results over the past 10 years, with FDX having a 6.05% annualized return and CNI not far ahead at 6.34%.


FDX

YTD

-2.05%

1M

-0.06%

6M

-7.48%

1Y

12.18%

5Y*

14.26%

10Y*

6.05%

CNI

YTD

2.14%

1M

2.48%

6M

-12.62%

1Y

-15.14%

5Y*

3.86%

10Y*

6.34%

*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

FDX vs. CNI — Risk-Adjusted Performance Rank

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

FDX
The Risk-Adjusted Performance Rank of FDX is 6363
Overall Rank
The Sharpe Ratio Rank of FDX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 6363
Martin Ratio Rank

CNI
The Risk-Adjusted Performance Rank of CNI is 1010
Overall Rank
The Sharpe Ratio Rank of CNI is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 99
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 1212
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.

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 0.51, compared to the broader market-2.000.002.004.000.51-0.83
The chart of Sortino ratio for FDX, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.006.000.90-1.08
The chart of Omega ratio for FDX, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.88
The chart of Calmar ratio for FDX, currently valued at 0.72, compared to the broader market0.002.004.006.000.72-0.64
The chart of Martin ratio for FDX, currently valued at 1.67, compared to the broader market0.0010.0020.0030.001.67-1.27
FDX
CNI

The current FDX Sharpe Ratio is 0.51, which is higher than the CNI Sharpe Ratio of -0.83. 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.51
-0.83
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 2.39% yield.


TTM20242023202220212020201920182017201620152014
FDX
FedEx Corporation
1.96%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%
CNI
Canadian National Railway Company
2.39%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%

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%AugustSeptemberOctoberNovemberDecember2025
-11.24%
-20.69%
FDX
CNI

Volatility

FDX vs. CNI - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 5.63% compared to Canadian National Railway Company (CNI) at 5.17%. 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%AugustSeptemberOctoberNovemberDecember2025
5.63%
5.17%
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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