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FNF vs. CNQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FNF vs. CNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity National Financial, Inc. (FNF) and Canadian Natural Resources Limited (CNQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNF achieves a -12.87% return, which is significantly lower than CNQ's 37.99% return. Over the past 10 years, FNF has underperformed CNQ with an annualized return of 10.97%, while CNQ has yielded a comparatively higher 18.22% annualized return.


FNF

1D
-0.74%
1M
-6.98%
YTD
-12.87%
6M
-12.33%
1Y
-7.43%
3Y*
15.62%
5Y*
5.47%
10Y*
10.97%

CNQ

1D
1.29%
1M
3.95%
YTD
37.99%
6M
38.89%
1Y
53.83%
3Y*
23.71%
5Y*
26.79%
10Y*
18.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNF vs. CNQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNF
Fidelity National Financial, Inc.
-12.87%4.35%14.02%42.18%-21.64%38.04%-10.34%48.75%-17.22%65.53%
CNQ
Canadian Natural Resources Limited
37.99%15.58%-1.31%23.72%42.82%83.55%-19.06%39.72%-29.92%15.97%

Correlation

The correlation between FNF and CNQ is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2005

0.24

The correlation between FNF and CNQ shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FNF:

$12.66B

CNQ:

$97.03B

EPS

FNF:

$2.81

CNQ:

$4.65

PE Ratio

FNF:

16.75

CNQ:

9.95

PS Ratio

FNF:

0.86

CNQ:

2.37

PB Ratio

FNF:

1.45

CNQ:

2.17

Total Revenue (TTM)

FNF:

$14.81B

CNQ:

$40.74B

Gross Profit (TTM)

FNF:

$7.82B

CNQ:

$12.53B

EBITDA (TTM)

FNF:

$2.12B

CNQ:

$22.99B

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Return for Risk

FNF vs. CNQ — Risk / Return Rank

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

FNF
FNF Risk / Return Rank: 2828
Overall Rank
FNF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNF Sortino Ratio Rank: 2626
Sortino Ratio Rank
FNF Omega Ratio Rank: 2626
Omega Ratio Rank
FNF Calmar Ratio Rank: 3232
Calmar Ratio Rank
FNF Martin Ratio Rank: 2727
Martin Ratio Rank

CNQ
CNQ Risk / Return Rank: 8585
Overall Rank
CNQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CNQ Sortino Ratio Rank: 8181
Sortino Ratio Rank
CNQ Omega Ratio Rank: 8181
Omega Ratio Rank
CNQ Calmar Ratio Rank: 8888
Calmar Ratio Rank
CNQ Martin Ratio Rank: 8686
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.

FNF vs. CNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Financial, Inc. (FNF) and Canadian Natural Resources Limited (CNQ). 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.


FNFCNQDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

0.97

1.30

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.31

3.82

-4.13

Martin ratioReturn relative to average drawdown

-0.78

8.73

-9.52

FNF vs. CNQ - Sharpe Ratio Comparison

The current FNF Sharpe Ratio is -0.29, which is lower than the CNQ Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FNF and CNQ, 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


FNFCNQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

1.87

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.82

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.45

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.41

-0.15

Drawdowns

FNF vs. CNQ - Drawdown Comparison

The maximum FNF drawdown since its inception was -72.49%, smaller than the maximum CNQ drawdown of -80.75%. Use the drawdown chart below to compare losses from any high point for FNF and CNQ.


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Drawdown Indicators


FNFCNQDifference

Max Drawdown

Largest peak-to-trough decline

-72.49%

-80.75%

+8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-14.16%

-10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-30.06%

-35.85%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-36.69%

-35.85%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-56.21%

-77.84%

+21.63%

Current Drawdown

Current decline from peak

-23.93%

-7.60%

-16.33%

Average Drawdown

Average peak-to-trough decline

-17.12%

-23.52%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.50%

6.18%

+3.32%

Volatility

FNF vs. CNQ - Volatility Comparison

The current volatility for Fidelity National Financial, Inc. (FNF) is 7.89%, while Canadian Natural Resources Limited (CNQ) has a volatility of 8.80%. This indicates that FNF experiences smaller price fluctuations and is considered to be less risky than CNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNFCNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

8.80%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

19.64%

23.90%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

28.96%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.10%

32.84%

-6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.13%

40.26%

-12.13%

Dividends

FNF vs. CNQ - Dividend Comparison

FNF's dividend yield for the trailing twelve months is around 4.26%, more than CNQ's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ
Canadian Natural Resources Limited
3.76%5.01%5.02%4.17%6.31%3.78%5.26%3.49%4.56%3.08%2.94%4.21%
FNF
Fidelity National Financial, Inc.
4.26%3.60%3.46%3.59%4.57%2.99%3.45%2.78%3.82%37.01%2.59%2.31%

Financials

FNF vs. CNQ - Financials Comparison

This section allows you to compare key financial metrics between Fidelity National Financial, Inc. and Canadian Natural Resources 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
3.23B
10.84B
(FNF) Total Revenue
(CNQ) Total Revenue
Values in USD except per share items

FNF vs. CNQ - Profitability Comparison

The chart below illustrates the profitability comparison between Fidelity National Financial, Inc. and Canadian Natural Resources Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
32.1%
Portfolio components
FNF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fidelity National Financial, Inc. reported a gross profit of 0.00 and revenue of 3.23B. Therefore, the gross margin over that period was 0.0%.

CNQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a gross profit of 3.48B and revenue of 10.84B. Therefore, the gross margin over that period was 32.1%.

FNF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fidelity National Financial, Inc. reported an operating income of 0.00 and revenue of 3.23B, resulting in an operating margin of 0.0%.

CNQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported an operating income of 2.68B and revenue of 10.84B, resulting in an operating margin of 24.7%.

FNF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fidelity National Financial, Inc. reported a net income of 243.00M and revenue of 3.23B, resulting in a net margin of 7.5%.

CNQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a net income of 1.35B and revenue of 10.84B, resulting in a net margin of 12.5%.


Frequently Asked Questions


FNF and CNQ have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNQ has higher volatility (8.80%) compared to FNF (7.89%). In terms of maximum drawdown, FNF dropped -72.49% vs CNQ's -80.75%.

CNQ currently has the higher Sharpe Ratio (1.87 vs -0.29), 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.

Portfolio Optimizer

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