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FER.AS vs. CNI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

FER.AS vs. CNI

Last updated Jun 5, 2026

FER.AS (Ferrovial SE) and CNI (Canadian National Railway Company) are both stocks. Both are in the Industrials sector — FER.AS in Infrastructure Operations, CNI in Railroads. Over the past year, FER.AS returned 31.33% vs 16.70% for CNI. At a 0.07 correlation, their price movements are largely independent.

Performance

FER.AS vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ferrovial SE (FER.AS) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FER.AS is traded in EUR, while CNI is traded in USD. To make them comparable, the CNI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FER.AS achieves a 3.96% return, which is significantly lower than CNI's 25.25% return.

FER.AS

1D
-0.07%
1M
-4.01%
YTD
3.96%
6M
0.02%
1Y
31.33%
3Y*
—
5Y*
—
10Y*
—

CNI

1D
0.24%
1M
10.57%
YTD
25.25%
6M
25.66%
1Y
16.70%
3Y*
1.64%
5Y*
4.98%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FER.AS vs. CNI - Yearly Performance Comparison

2026 (YTD)202520242023
FER.AS
Ferrovial SE		3.96%40.71%24.16%12.52%
CNI
Canadian National Railway Company		25.25%-11.96%-12.07%5.75%

Correlation

The correlation between FER.AS and CNI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2023

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Ferrovial SE

Canadian National Railway Company

Often compared with FER.AS:
FER.AS vs. FER.MCFER.AS vs. ASRFER.AS vs. ROADFER.AS vs. ALFER.AS vs. CAAPFER.AS vs. WELLFER.AS vs. LNG
Often compared with CNI:
CNI vs. CPCNI vs. NSCCNI vs. BAMCNI vs. SPYCNI vs. UPSCNI vs. FDXCNI vs. ECL

Return for Risk

FER.AS vs. CNI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FER.AS
FER.AS Risk / Return Rank: 6767
Overall Rank
FER.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FER.AS Sortino Ratio Rank: 6161
Sortino Ratio Rank
FER.AS Omega Ratio Rank: 6262
Omega Ratio Rank
FER.AS Calmar Ratio Rank: 7171
Calmar Ratio Rank
FER.AS Martin Ratio Rank: 7474
Martin Ratio Rank
CNI
CNI Risk / Return Rank: 6464
Overall Rank
CNI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 6060
Sortino Ratio Rank
CNI Omega Ratio Rank: 6161
Omega Ratio Rank
CNI Calmar Ratio Rank: 6767
Calmar Ratio Rank
CNI Martin Ratio Rank: 6464
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.

FER.AS vs. CNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrovial SE (FER.AS) 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.

FER.ASCNIDifference
Sharpe ratioReturn per unit of total volatility
0.83
0.78

+0.04

Sortino ratioReturn per unit of downside risk
1.30
1.14

+0.15

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.64

1.11

+0.54

Martin ratioReturn relative to average drawdown

4.63

1.99

+2.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FER.AS vs. CNI - Sharpe Ratio Comparison

The current FER.AS Sharpe Ratio is 0.83, which is comparable to the CNI Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FER.AS and CNI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FER.ASCNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.78

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.23

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.40

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.47

+0.21

Drawdowns

FER.AS vs. CNI - Drawdown Comparison

The maximum FER.AS drawdown since its inception was -16.10%, smaller than the maximum CNI drawdown of -40.75%. Use the drawdown chart below to compare losses from any high point for FER.AS and CNI.

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Drawdown Indicators

FER.ASCNIDifference

Max Drawdown

Largest peak-to-trough decline

-16.10%

-40.75%

+24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.40%

-15.13%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

—

-34.04%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-34.04%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.04%

—

Current Drawdown

Current decline from peak

-8.82%

-10.26%

+1.44%

Average Drawdown

Average peak-to-trough decline

-4.43%

-9.89%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

8.41%

-2.90%

Volatility

FER.AS vs. CNI - Volatility Comparison

Ferrovial SE (FER.AS) has a higher volatility of 10.00% compared to Canadian National Railway Company (CNI) at 4.03%. This indicates that FER.AS'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

FER.ASCNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

4.03%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

20.13%

16.87%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

21.48%

+9.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.37%

21.74%

+17.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.37%

22.84%

+16.53%

Dividends

FER.AS vs. CNI - Dividend Comparison

FER.AS's dividend yield for the trailing twelve months is around 1.95%, less than CNI's 2.16% yield.

PositionTTM20252024202320222021202020192018201720162015
CNI
Canadian National Railway Company		2.16%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%
FER.AS
Ferrovial SE		1.95%1.58%1.99%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FER.AS vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between Ferrovial SE 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

Please note, different currencies. FER.AS values in EUR, CNI values in USD

Frequently Asked Questions

FER.AS and CNI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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