IMO.TO vs. CNQ.TO
Compare and contrast key facts about Imperial Oil Limited (IMO.TO) and Canadian Natural Resources Limited (CNQ.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMO.TO or CNQ.TO.
Key characteristics
| IMO.TO | CNQ.TO | |
|---|---|---|
| YTD Return | 25.61% | 20.46% |
| 1Y Return | 58.27% | 45.58% |
| 3Y Return (Ann) | 37.94% | 42.61% |
| 5Y Return (Ann) | 23.76% | 30.29% |
| 10Y Return (Ann) | 8.26% | 13.97% |
| Sharpe Ratio | 2.34 | 1.67 |
| Daily Std Dev | 23.97% | 25.14% |
| Max Drawdown | -78.70% | -76.20% |
| Current Drawdown | -6.78% | -8.12% |
Fundamentals
| IMO.TO | CNQ.TO | |
|---|---|---|
| Market Cap | CA$51.14B | CA$111.71B |
| EPS | CA$8.59 | CA$6.76 |
| PE Ratio | 11.11 | 15.47 |
| PEG Ratio | 0.53 | 0.33 |
| Revenue (TTM) | CA$50.89B | CA$35.58B |
| Gross Profit (TTM) | CA$12.09B | CA$23.61B |
| EBITDA (TTM) | CA$8.03B | CA$15.87B |
Correlation
The correlation between IMO.TO and CNQ.TO is 0.57, 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.
Performance
IMO.TO vs. CNQ.TO - Performance Comparison
In the year-to-date period, IMO.TO achieves a 25.61% return, which is significantly higher than CNQ.TO's 20.46% return. Over the past 10 years, IMO.TO has underperformed CNQ.TO with an annualized return of 8.26%, while CNQ.TO has yielded a comparatively higher 13.97% 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
IMO.TO vs. CNQ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO.TO) and Canadian Natural Resources Limited (CNQ.TO). 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
IMO.TO vs. CNQ.TO - Dividend Comparison
IMO.TO's dividend yield for the trailing twelve months is around 1.65%, less than CNQ.TO's 3.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMO.TO Imperial Oil Limited | 1.65% | 1.90% | 1.70% | 1.81% | 2.76% | 1.86% | 1.62% | 1.25% | 0.96% | 0.91% | 1.19% | 1.00% |
CNQ.TO Canadian Natural Resources Limited | 3.72% | 4.26% | 6.08% | 3.66% | 5.44% | 3.50% | 3.98% | 2.40% | 2.15% | 3.02% | 2.49% | 1.59% |
Drawdowns
IMO.TO vs. CNQ.TO - Drawdown Comparison
The maximum IMO.TO drawdown since its inception was -78.70%, roughly equal to the maximum CNQ.TO drawdown of -76.20%. Use the drawdown chart below to compare losses from any high point for IMO.TO and CNQ.TO. For additional features, visit the drawdowns tool.
Volatility
IMO.TO vs. CNQ.TO - Volatility Comparison
Imperial Oil Limited (IMO.TO) has a higher volatility of 5.50% compared to Canadian Natural Resources Limited (CNQ.TO) at 4.65%. This indicates that IMO.TO's price experiences larger fluctuations and is considered to be riskier than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IMO.TO vs. CNQ.TO - Financials Comparison
This section allows you to compare key financial metrics between Imperial Oil Limited 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.
Total Revenue: Total amount of money received from sales and other business activities