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KNX vs. CP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KNX and CP is 0.31, 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.


-0.50.00.51.00.3

Performance

KNX vs. CP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Knight-Swift Transportation Holdings Inc. (KNX) and Canadian Pacific Railway Limited (CP). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.61%
-8.43%
KNX
CP

Key characteristics

Sharpe Ratio

KNX:

0.13

CP:

-0.04

Sortino Ratio

KNX:

0.39

CP:

0.09

Omega Ratio

KNX:

1.04

CP:

1.01

Calmar Ratio

KNX:

0.14

CP:

-0.04

Martin Ratio

KNX:

0.27

CP:

-0.07

Ulcer Index

KNX:

13.21%

CP:

11.66%

Daily Std Dev

KNX:

28.49%

CP:

20.83%

Max Drawdown

KNX:

-60.91%

CP:

-69.11%

Current Drawdown

KNX:

-11.27%

CP:

-17.57%

Fundamentals

Market Cap

KNX:

$9.12B

CP:

$70.19B

EPS

KNX:

$0.22

CP:

$2.63

PE Ratio

KNX:

249.32

CP:

28.45

PEG Ratio

KNX:

1.04

CP:

2.37

Total Revenue (TTM)

KNX:

$5.55B

CP:

$10.67B

Gross Profit (TTM)

KNX:

$623.89M

CP:

$4.46B

EBITDA (TTM)

KNX:

$774.19M

CP:

$5.35B

Returns By Period

The year-to-date returns for both stocks are quite close, with KNX having a 3.41% return and CP slightly lower at 3.39%. Over the past 10 years, KNX has underperformed CP with an annualized return of 6.12%, while CP has yielded a comparatively higher 8.88% annualized return.


KNX

YTD

3.41%

1M

5.58%

6M

10.36%

1Y

0.94%

5Y*

9.31%

10Y*

6.12%

CP

YTD

3.39%

1M

3.73%

6M

-10.21%

1Y

-4.05%

5Y*

8.65%

10Y*

8.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KNX vs. CP — Risk-Adjusted Performance Rank

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

KNX
The Risk-Adjusted Performance Rank of KNX is 4747
Overall Rank
The Sharpe Ratio Rank of KNX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of KNX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of KNX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of KNX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KNX is 4949
Martin Ratio Rank

CP
The Risk-Adjusted Performance Rank of CP is 3939
Overall Rank
The Sharpe Ratio Rank of CP is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 3434
Sortino Ratio Rank
The Omega Ratio Rank of CP is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CP is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KNX vs. CP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight-Swift Transportation Holdings Inc. (KNX) 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.


Sharpe ratio
The chart of Sharpe ratio for KNX, currently valued at 0.13, compared to the broader market-2.000.002.004.000.13-0.04
The chart of Sortino ratio for KNX, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.006.000.390.09
The chart of Omega ratio for KNX, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.01
The chart of Calmar ratio for KNX, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.04
The chart of Martin ratio for KNX, currently valued at 0.27, compared to the broader market-10.000.0010.0020.0030.000.27-0.07
KNX
CP

The current KNX Sharpe Ratio is 0.13, which is higher than the CP Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of KNX and CP, 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 Ratio-0.40-0.200.000.200.400.600.80AugustSeptemberOctoberNovemberDecember2025
0.13
-0.04
KNX
CP

Dividends

KNX vs. CP - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.17%, more than CP's 0.74% yield.


TTM20242023202220212020201920182017201620152014
KNX
Knight-Swift Transportation Holdings Inc.
1.17%1.21%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%
CP
Canadian Pacific Railway Limited
0.74%0.76%0.72%0.96%0.84%0.76%1.18%1.07%0.93%0.98%0.85%0.65%

Drawdowns

KNX vs. CP - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, smaller than the maximum CP drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for KNX and CP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-11.27%
-17.57%
KNX
CP

Volatility

KNX vs. CP - Volatility Comparison

Knight-Swift Transportation Holdings Inc. (KNX) has a higher volatility of 8.36% compared to Canadian Pacific Railway Limited (CP) at 6.18%. This indicates that KNX'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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
8.36%
6.18%
KNX
CP

Financials

KNX vs. CP - Financials Comparison

This section allows you to compare key financial metrics between Knight-Swift Transportation Holdings 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.


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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