FERG vs. CP
FERG (Ferguson plc) and CP (Canadian Pacific Railway Limited) are both stocks. Both are in the Industrials sector — FERG in Industrial Distribution, CP in Railroads. Over the past 10 years, FERG returned 18.22%/yr vs 14.53%/yr for CP. At a 0.22 correlation, their price movements are largely independent.
Performance
FERG vs. CP - Performance Comparison
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Returns By Period
In the year-to-date period, FERG achieves a 4.55% return, which is significantly lower than CP's 22.60% return. Over the past 10 years, FERG has outperformed CP with an annualized return of 18.22%, while CP has yielded a comparatively lower 14.53% annualized return.
FERG
- 1D
- 0.90%
- 1M
- -0.45%
- YTD
- 4.55%
- 6M
- 3.60%
- 1Y
- 10.18%
- 3Y*
- 17.85%
- 5Y*
- 13.42%
- 10Y*
- 18.22%
CP
- 1D
- 0.86%
- 1M
- 5.89%
- YTD
- 22.60%
- 6M
- 20.36%
- 1Y
- 12.99%
- 3Y*
- 6.19%
- 5Y*
- 3.16%
- 10Y*
- 14.53%
FERG vs. CP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FERG Ferguson plc | 4.55% | 29.90% | -8.62% | 55.10% | -27.17% | 56.42% | 33.97% | 49.90% | -14.35% | 23.91% |
CP Canadian Pacific Railway Limited | 22.60% | 2.60% | -7.84% | 6.85% | 4.71% | 4.64% | 37.33% | 45.04% | -1.81% | 29.32% |
Correlation
The correlation between FERG and CP is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.22 |
The correlation between FERG and CP shifts across timeframes, from 0.22 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FERG:
$44.82B
CP:
$80.83B
FERG:
$10.54
CP:
$4.47
FERG:
21.82
CP:
20.16
FERG:
1.97
CP:
8.47
FERG:
1.43
CP:
5.49
FERG:
7.63
CP:
1.70
FERG:
$31.63B
CP:
$14.98B
FERG:
$9.72B
CP:
$8.47B
FERG:
$2.75B
CP:
$8.30B
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Return for Risk
FERG vs. CP — Risk / Return Rank
FERG
CP
FERG vs. CP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferguson plc (FERG) and Canadian Pacific Railway Limited (CP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FERG | CP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.74 | -0.21 |
| Martin ratioReturn relative to average drawdown | 1.29 | 1.41 | -0.12 |
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Drawdowns
FERG vs. CP - Drawdown Comparison
The maximum FERG drawdown since its inception was -55.35%, smaller than the maximum CP drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for FERG and CP.
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Drawdown Indicators
| FERG | CP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -69.17% | +13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -16.23% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -32.92% | -25.88% | -7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -43.31% | -25.88% | -17.43% |
Max Drawdown (10Y)Largest decline over 10 years | -55.35% | -33.70% | -21.65% |
Current DrawdownCurrent decline from peak | -13.73% | -1.29% | -12.44% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -20.29% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 8.50% | -0.95% |
Volatility
FERG vs. CP - Volatility Comparison
Ferguson plc (FERG) has a higher volatility of 9.53% compared to Canadian Pacific Railway Limited (CP) at 5.88%. This indicates that FERG's price experiences larger fluctuations and is considered to be riskier than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FERG | CP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 5.88% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 17.25% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.12% | 22.48% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 24.45% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.59% | 25.60% | +5.99% |
Dividends
FERG vs. CP - Dividend Comparison
FERG's dividend yield for the trailing twelve months is around 1.88%, more than CP's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP Canadian Pacific Railway Limited | 0.74% | 0.86% | 0.76% | 0.78% | 0.96% | 0.84% | 0.76% | 0.93% | 1.07% | 0.92% | 0.98% | 0.98% |
FERG Ferguson plc | 1.88% | 1.12% | 1.84% | 1.57% | 2.76% | 2.34% | 2.33% | 2.43% | 3.75% | 3.52% | 1.11% | 0.00% |
Financials
FERG vs. CP - Financials Comparison
This section allows you to compare key financial metrics between Ferguson plc and Canadian Pacific Railway Limited. 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
FERG vs. CP - Profitability Comparison
FERG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ferguson plc reported a gross profit of 2.32B and revenue of 7.47B. Therefore, the gross margin over that period was 31.0%.
CP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 2.55B and revenue of 3.70B. Therefore, the gross margin over that period was 69.0%.
FERG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ferguson plc reported an operating income of 612.00M and revenue of 7.47B, resulting in an operating margin of 8.2%.
CP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.26B and revenue of 3.70B, resulting in an operating margin of 34.0%.
FERG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ferguson plc reported a net income of 414.00M and revenue of 7.47B, resulting in a net margin of 5.5%.
CP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.
Frequently Asked Questions
FERG and CP have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FERG has higher volatility (9.53%) compared to CP (5.88%). In terms of maximum drawdown, FERG dropped -55.35% vs CP's -69.17%.
CP currently has the higher Sharpe Ratio (0.53 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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