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FDX vs. CNI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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FDX vs. CNI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDX
FedEx Corporation
23.81%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%
CNI
Canadian National Railway Company
4.62%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-8.49%25.03%

Fundamentals

EPS

FDX:

$24.77

CNI:

$7.59

PE Ratio

FDX:

14.38

CNI:

13.55

PS Ratio

FDX:

0.70

CNI:

3.69

Total Revenue (TTM)

FDX:

$91.93B

CNI:

$17.31B

Gross Profit (TTM)

FDX:

$22.44B

CNI:

$7.54B

EBITDA (TTM)

FDX:

$10.48B

CNI:

$8.82B

Returns By Period

In the year-to-date period, FDX achieves a 23.81% return, which is significantly higher than CNI's 4.62% return. Over the past 10 years, FDX has outperformed CNI with an annualized return of 9.80%, while CNI has yielded a comparatively lower 7.22% annualized return.


FDX

1D
4.22%
1M
-7.59%
YTD
23.81%
6M
52.44%
1Y
49.35%
3Y*
18.41%
5Y*
6.73%
10Y*
9.80%

CNI

1D
1.42%
1M
-7.82%
YTD
4.62%
6M
10.39%
1Y
8.19%
3Y*
-2.31%
5Y*
-0.74%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FDX vs. CNI — Risk / Return Rank

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

FDX
FDX Risk / Return Rank: 8484
Overall Rank
FDX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDX Omega Ratio Rank: 8282
Omega Ratio Rank
FDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FDX Martin Ratio Rank: 8585
Martin Ratio Rank

CNI
CNI Risk / Return Rank: 5151
Overall Rank
CNI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 4848
Sortino Ratio Rank
CNI Omega Ratio Rank: 4646
Omega Ratio Rank
CNI Calmar Ratio Rank: 5555
Calmar Ratio Rank
CNI Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDX vs. CNI - Risk-Adjusted Trends 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.


FDXCNIDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.36

+1.22

Sortino ratio

Return per unit of downside risk

2.16

0.68

+1.48

Omega ratio

Gain probability vs. loss probability

1.30

1.08

+0.22

Calmar ratio

Return relative to maximum drawdown

2.64

0.55

+2.08

Martin ratio

Return relative to average drawdown

7.45

1.00

+6.45

FDX vs. CNI - Sharpe Ratio Comparison

The current FDX Sharpe Ratio is 1.58, which is higher than the CNI Sharpe Ratio of 0.36. 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.


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Sharpe Ratios by Period


FDXCNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.36

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.03

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.32

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.57

-0.16

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.


Dividends

FDX vs. CNI - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 1.63%, less than CNI's 2.53% yield.


TTM20252024202320222021202020192018201720162015
FDX
FedEx Corporation
1.63%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%
CNI
Canadian National Railway Company
2.53%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%

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 -46.66%. Use the drawdown chart below to compare losses from any high point for FDX and CNI.


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Drawdown Indicators


FDXCNIDifference

Max Drawdown

Largest peak-to-trough decline

-71.32%

-46.66%

-24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-14.84%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-53.70%

-29.14%

-24.56%

Max Drawdown (10Y)

Largest decline over 10 years

-65.97%

-29.15%

-36.82%

Current Drawdown

Current decline from peak

-7.94%

-18.86%

+10.92%

Average Drawdown

Average peak-to-trough decline

-20.37%

-9.49%

-10.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

8.20%

-1.40%

Volatility

FDX vs. CNI - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 8.12% compared to Canadian National Railway Company (CNI) at 6.96%. 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.


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Volatility by Period


FDXCNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

6.96%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

15.97%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

31.49%

22.96%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.29%

22.39%

+9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.55%

22.61%

+9.94%

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


5.00B10.00B15.00B20.00B25.00B20222023202420252026
24.00B
4.46B
(FDX) Total Revenue
(CNI) Total Revenue
Values in USD except per share items

FDX vs. CNI - Profitability Comparison

The chart below illustrates the profitability comparison between FedEx Corporation and Canadian National Railway Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
26.0%
46.3%
Portfolio components
FDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, FedEx Corporation reported a gross profit of 6.24B and revenue of 24.00B. Therefore, the gross margin over that period was 26.0%.

CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a gross profit of 2.07B and revenue of 4.46B. Therefore, the gross margin over that period was 46.3%.

FDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, FedEx Corporation reported an operating income of 1.35B and revenue of 24.00B, resulting in an operating margin of 5.6%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported an operating income of 1.73B and revenue of 4.46B, resulting in an operating margin of 38.8%.

FDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, FedEx Corporation reported a net income of 1.06B and revenue of 24.00B, resulting in a net margin of 4.4%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a net income of 1.25B and revenue of 4.46B, resulting in a net margin of 28.0%.