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IMO vs. CNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IMO and CNQ is 0.69, 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.


-0.50.00.51.00.7

Performance

IMO vs. CNQ - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,085.29%
3,154.84%
IMO
CNQ

Key characteristics

Sharpe Ratio

IMO:

0.49

CNQ:

-0.11

Sortino Ratio

IMO:

0.82

CNQ:

0.03

Omega Ratio

IMO:

1.10

CNQ:

1.00

Calmar Ratio

IMO:

0.61

CNQ:

-0.11

Martin Ratio

IMO:

1.98

CNQ:

-0.25

Ulcer Index

IMO:

6.63%

CNQ:

11.89%

Daily Std Dev

IMO:

26.71%

CNQ:

26.43%

Max Drawdown

IMO:

-84.96%

CNQ:

-81.11%

Current Drawdown

IMO:

-21.61%

CNQ:

-25.54%

Fundamentals

Market Cap

IMO:

$34.53B

CNQ:

$64.77B

EPS

IMO:

$6.40

CNQ:

$2.47

PE Ratio

IMO:

10.30

CNQ:

12.39

PEG Ratio

IMO:

0.85

CNQ:

12.75

Total Revenue (TTM)

IMO:

$49.29B

CNQ:

$37.25B

Gross Profit (TTM)

IMO:

$7.19B

CNQ:

$10.84B

EBITDA (TTM)

IMO:

$8.23B

CNQ:

$17.12B

Returns By Period

In the year-to-date period, IMO achieves a 10.71% return, which is significantly higher than CNQ's -5.45% return. Over the past 10 years, IMO has underperformed CNQ with an annualized return of 5.75%, while CNQ has yielded a comparatively higher 11.56% annualized return.


IMO

YTD

10.71%

1M

-18.19%

6M

-5.19%

1Y

12.54%

5Y*

22.47%

10Y*

5.75%

CNQ

YTD

-5.45%

1M

-11.35%

6M

-12.11%

1Y

-4.53%

5Y*

19.97%

10Y*

11.56%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IMO vs. CNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.


Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.11
The chart of Sortino ratio for IMO, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.820.03
The chart of Omega ratio for IMO, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.00
The chart of Calmar ratio for IMO, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.11
The chart of Martin ratio for IMO, currently valued at 1.98, compared to the broader market-5.000.005.0010.0015.0020.0025.001.98-0.25
IMO
CNQ

The current IMO Sharpe Ratio is 0.49, which is higher than the CNQ Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IMO and CNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
-0.11
IMO
CNQ

Dividends

IMO vs. CNQ - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.84%, less than CNQ's 5.22% yield.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.84%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%
CNQ
Canadian Natural Resources Limited
5.22%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%1.62%

Drawdowns

IMO vs. CNQ - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.96%, roughly equal to the maximum CNQ drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for IMO and CNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.61%
-25.54%
IMO
CNQ

Volatility

IMO vs. CNQ - Volatility Comparison

Imperial Oil Limited (IMO) has a higher volatility of 9.53% compared to Canadian Natural Resources Limited (CNQ) at 7.94%. This indicates that IMO's price experiences larger fluctuations and is considered to be riskier than CNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.53%
7.94%
IMO
CNQ

Financials

IMO vs. CNQ - 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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