GBX vs. CP
Compare and contrast key facts about The Greenbrier Companies, Inc. (GBX) and Canadian Pacific Railway Limited (CP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBX or CP.
Key characteristics
| GBX | CP | |
|---|---|---|
| YTD Return | 53.23% | -3.55% |
| 1Y Return | 80.91% | 6.76% |
| 3Y Return (Ann) | 19.34% | 0.27% |
| 5Y Return (Ann) | 21.65% | 10.35% |
| 10Y Return (Ann) | 3.27% | 7.36% |
| Sharpe Ratio | 2.28 | 0.37 |
| Sortino Ratio | 3.10 | 0.66 |
| Omega Ratio | 1.40 | 1.08 |
| Calmar Ratio | 2.07 | 0.46 |
| Martin Ratio | 10.14 | 0.86 |
| Ulcer Index | 8.12% | 9.07% |
| Daily Std Dev | 36.07% | 20.75% |
| Max Drawdown | -95.61% | -69.21% |
| Current Drawdown | 0.00% | -16.57% |
Fundamentals
| GBX | CP | |
|---|---|---|
| Market Cap | $2.07B | $72.34B |
| EPS | $4.96 | $2.71 |
| PE Ratio | 13.30 | 28.37 |
| PEG Ratio | 1.93 | 2.37 |
| Total Revenue (TTM) | $3.54B | $14.45B |
| Gross Profit (TTM) | $555.00M | $7.89B |
| EBITDA (TTM) | $420.40M | $7.32B |
Correlation
The correlation between GBX and CP is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GBX vs. CP - Performance Comparison
In the year-to-date period, GBX achieves a 53.23% return, which is significantly higher than CP's -3.55% return. Over the past 10 years, GBX has underperformed CP with an annualized return of 3.27%, while CP has yielded a comparatively higher 7.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBX vs. CP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Greenbrier Companies, Inc. (GBX) 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.
Dividends
GBX vs. CP - Dividend Comparison
GBX's dividend yield for the trailing twelve months is around 1.81%, more than CP's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBX The Greenbrier Companies, Inc. | 1.81% | 2.58% | 3.22% | 2.35% | 2.97% | 3.08% | 2.48% | 1.65% | 1.97% | 1.99% | 0.56% | 0.00% |
CP Canadian Pacific Railway Limited | 0.74% | 0.72% | 0.77% | 0.84% | 0.76% | 0.93% | 1.07% | 0.93% | 0.98% | 0.85% | 0.65% | 0.89% |
Drawdowns
GBX vs. CP - Drawdown Comparison
The maximum GBX drawdown since its inception was -95.61%, which is greater than CP's maximum drawdown of -69.21%. Use the drawdown chart below to compare losses from any high point for GBX and CP. For additional features, visit the drawdowns tool.
Volatility
GBX vs. CP - Volatility Comparison
The Greenbrier Companies, Inc. (GBX) has a higher volatility of 17.33% compared to Canadian Pacific Railway Limited (CP) at 4.72%. This indicates that GBX'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.
Financials
GBX vs. CP - Financials Comparison
This section allows you to compare key financial metrics between The Greenbrier Companies, Inc. 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