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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.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,446.80%
7,139.03%
KNX
CP

Key characteristics

Sharpe Ratio

KNX:

-0.31

CP:

-0.28

Sortino Ratio

KNX:

-0.27

CP:

-0.25

Omega Ratio

KNX:

0.97

CP:

0.97

Calmar Ratio

KNX:

-0.34

CP:

-0.27

Martin Ratio

KNX:

-0.67

CP:

-0.55

Ulcer Index

KNX:

13.04%

CP:

10.65%

Daily Std Dev

KNX:

28.15%

CP:

20.62%

Max Drawdown

KNX:

-60.91%

CP:

-69.21%

Current Drawdown

KNX:

-15.96%

CP:

-20.54%

Fundamentals

Market Cap

KNX:

$8.73B

CP:

$68.75B

EPS

KNX:

$0.23

CP:

$2.66

PE Ratio

KNX:

234.52

CP:

27.64

PEG Ratio

KNX:

1.03

CP:

2.37

Total Revenue (TTM)

KNX:

$7.48B

CP:

$14.45B

Gross Profit (TTM)

KNX:

$775.67M

CP:

$6.01B

EBITDA (TTM)

KNX:

$968.81M

CP:

$7.36B

Returns By Period

In the year-to-date period, KNX achieves a -8.78% return, which is significantly lower than CP's -8.14% return. Over the past 10 years, KNX has underperformed CP with an annualized return of 5.17%, while CP has yielded a comparatively higher 7.32% annualized return.


KNX

YTD

-8.78%

1M

-6.98%

6M

8.09%

1Y

-10.53%

5Y*

8.77%

10Y*

5.17%

CP

YTD

-8.14%

1M

-1.73%

6M

-7.83%

1Y

-8.05%

5Y*

8.26%

10Y*

7.32%

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 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 -0.31, compared to the broader market-4.00-2.000.002.00-0.31-0.28
The chart of Sortino ratio for KNX, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.27-0.25
The chart of Omega ratio for KNX, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.97
The chart of Calmar ratio for KNX, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.27
The chart of Martin ratio for KNX, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.67-0.55
KNX
CP

The current KNX Sharpe Ratio is -0.31, which is comparable to the CP Sharpe Ratio of -0.28. 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-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.28
KNX
CP

Dividends

KNX vs. CP - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.23%, more than CP's 0.78% yield.


TTM20232022202120202019201820172016201520142013
KNX
Knight-Swift Transportation Holdings Inc.
1.23%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%1.31%
CP
Canadian Pacific Railway Limited
0.78%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%0.89%

Drawdowns

KNX vs. CP - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, smaller than the maximum CP drawdown of -69.21%. 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%JulyAugustSeptemberOctoberNovemberDecember
-15.96%
-20.54%
KNX
CP

Volatility

KNX vs. CP - Volatility Comparison

Knight-Swift Transportation Holdings Inc. (KNX) and Canadian Pacific Railway Limited (CP) have volatilities of 6.62% and 6.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
6.87%
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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