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

Performance

MCO vs. CP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moody's Corporation (MCO) and Canadian Pacific Railway Limited (CP). The values are adjusted to include any dividend payments, if applicable.

3,600.00%3,800.00%4,000.00%4,200.00%4,400.00%JuneJulyAugustSeptemberOctoberNovember
4,282.46%
3,711.95%
MCO
CP

Returns By Period

In the year-to-date period, MCO achieves a 21.94% return, which is significantly higher than CP's -5.94% return. Over the past 10 years, MCO has outperformed CP with an annualized return of 17.85%, while CP has yielded a comparatively lower 7.10% annualized return.


MCO

YTD

21.94%

1M

-3.41%

6M

14.56%

1Y

34.98%

5Y (annualized)

17.58%

10Y (annualized)

17.85%

CP

YTD

-5.94%

1M

-7.60%

6M

-9.53%

1Y

3.87%

5Y (annualized)

10.15%

10Y (annualized)

7.10%

Fundamentals


MCOCP
Market Cap$86.17B$72.34B
EPS$10.94$2.71
PE Ratio43.4628.37
PEG Ratio2.502.37
Total Revenue (TTM)$6.90B$14.45B
Gross Profit (TTM)$4.08B$7.89B
EBITDA (TTM)$3.33B$7.32B

Key characteristics


MCOCP
Sharpe Ratio1.860.20
Sortino Ratio2.230.42
Omega Ratio1.341.05
Calmar Ratio3.150.22
Martin Ratio9.890.45
Ulcer Index3.65%9.15%
Daily Std Dev19.44%20.88%
Max Drawdown-78.72%-69.21%
Current Drawdown-4.32%-18.63%

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Correlation

-0.50.00.51.00.4

The correlation between MCO and CP is 0.39, 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.

Risk-Adjusted Performance

MCO vs. CP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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 MCO, currently valued at 1.86, compared to the broader market-4.00-2.000.002.001.860.20
The chart of Sortino ratio for MCO, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.230.42
The chart of Omega ratio for MCO, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.05
The chart of Calmar ratio for MCO, currently valued at 3.15, compared to the broader market0.002.004.006.003.150.22
The chart of Martin ratio for MCO, currently valued at 9.89, compared to the broader market0.0010.0020.0030.009.890.45
MCO
CP

The current MCO Sharpe Ratio is 1.86, which is higher than the CP Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of MCO 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.86
0.20
MCO
CP

Dividends

MCO vs. CP - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.70%, less than CP's 0.76% yield.


TTM20232022202120202019201820172016201520142013
MCO
Moody's Corporation
0.70%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
CP
Canadian Pacific Railway Limited
0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%0.89%

Drawdowns

MCO vs. CP - Drawdown Comparison

The maximum MCO drawdown since its inception was -78.72%, which is greater than CP's maximum drawdown of -69.21%. Use the drawdown chart below to compare losses from any high point for MCO and CP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.32%
-18.63%
MCO
CP

Volatility

MCO vs. CP - Volatility Comparison

Moody's Corporation (MCO) has a higher volatility of 5.77% compared to Canadian Pacific Railway Limited (CP) at 5.16%. This indicates that MCO'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.77%
5.16%
MCO
CP

Financials

MCO vs. CP - Financials Comparison

This section allows you to compare key financial metrics between Moody's Corporation 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