ITOCY vs. CNI
ITOCY (Itochu Corp ADR) and CNI (Canadian National Railway Company) are both stocks. Both are in the Industrials sector — ITOCY in Conglomerates, CNI in Railroads. Over the past 10 years, ITOCY returned 18.48%/yr vs 9.46%/yr for CNI. At a 0.29 correlation, their price movements are largely independent.
Performance
ITOCY vs. CNI - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -8.19% return, which is significantly lower than CNI's 22.98% return. Over the past 10 years, ITOCY has outperformed CNI with an annualized return of 18.48%, while CNI has yielded a comparatively lower 9.46% annualized return.
ITOCY
- 1D
- 1.57%
- 1M
- -9.65%
- YTD
- -8.19%
- 6M
- -3.02%
- 1Y
- 10.95%
- 3Y*
- 15.64%
- 5Y*
- 14.03%
- 10Y*
- 18.48%
CNI
- 1D
- 0.36%
- 1M
- 8.21%
- YTD
- 22.98%
- 6M
- 24.55%
- 1Y
- 18.14%
- 3Y*
- 4.05%
- 5Y*
- 3.84%
- 10Y*
- 9.46%
ITOCY vs. CNI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -8.19% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
CNI Canadian National Railway Company | 22.98% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 24.26% | -8.49% | 25.03% |
Correlation
The correlation between ITOCY and CNI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2006 | 0.29 |
Fundamentals
ITOCY:
$81.15B
CNI:
$73.92B
ITOCY:
$86.32
CNI:
$7.60
ITOCY:
0.13
CNI:
15.90
ITOCY:
0.01
CNI:
4.33
ITOCY:
0.01
CNI:
3.44
ITOCY:
$15.03T
CNI:
$17.29B
ITOCY:
$2.51T
CNI:
$7.64B
ITOCY:
$1.26T
CNI:
$8.60B
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Return for Risk
ITOCY vs. CNI — Risk / Return Rank
ITOCY
CNI
ITOCY vs. CNI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) and Canadian National Railway Company (CNI). 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.
| ITOCY | CNI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.29 | -0.79 |
| Martin ratioReturn relative to average drawdown | 1.37 | 2.37 | -1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOCY | CNI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.83 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.17 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.42 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.59 | -0.20 |
Drawdowns
ITOCY vs. CNI - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for ITOCY and CNI.
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Drawdown Indicators
| ITOCY | CNI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -46.66% | -22.45% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -14.15% | -7.88% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -29.14% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -29.14% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -29.15% | -1.03% |
Current DrawdownCurrent decline from peak | -20.80% | -4.61% | -16.19% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -9.50% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 7.68% | +0.35% |
Volatility
ITOCY vs. CNI - Volatility Comparison
Itochu Corp ADR (ITOCY) has a higher volatility of 6.96% compared to Canadian National Railway Company (CNI) at 4.06%. This indicates that ITOCY's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOCY | CNI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 4.06% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 17.25% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.91% | 21.95% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 22.38% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 22.69% | +1.30% |
Dividends
ITOCY vs. CNI - Dividend Comparison
ITOCY has not paid dividends to shareholders, while CNI's dividend yield for the trailing twelve months is around 2.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.16% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
ITOCY vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR and Canadian National Railway Company. 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
ITOCY vs. CNI - Profitability Comparison
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
CNI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
CNI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
CNI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.
Frequently Asked Questions
ITOCY and CNI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOCY has higher volatility (6.96%) compared to CNI (4.06%). In terms of maximum drawdown, ITOCY dropped -69.11% vs CNI's -46.66%.
CNI currently has the higher Sharpe Ratio (0.83 vs 0.41), 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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