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NNN vs. CNQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NNN vs. CNQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, NNN achieves a 20.94% return, which is significantly lower than CNQ's 35.04% return. Over the past 10 years, NNN has underperformed CNQ with an annualized return of 4.86%, while CNQ has yielded a comparatively higher 17.89% annualized return.


NNN

1D
1.04%
1M
6.56%
YTD
20.94%
6M
18.43%
1Y
16.33%
3Y*
8.84%
5Y*
4.06%
10Y*
4.86%

CNQ

1D
-0.31%
1M
-5.59%
YTD
35.04%
6M
38.56%
1Y
38.90%
3Y*
23.03%
5Y*
26.12%
10Y*
17.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NNN vs. CNQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NNN
National Retail Properties, Inc.
20.94%2.81%-0.06%-0.60%-0.01%23.08%-19.29%14.78%17.82%2.00%
CNQ
Canadian Natural Resources Limited
35.04%15.58%-1.31%23.72%42.82%83.55%-19.06%39.72%-29.92%15.97%

Correlation

The correlation between NNN and CNQ is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2000

0.20

The correlation between NNN and CNQ shifts across timeframes, from 0.03 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NNN:

$8.83B

CNQ:

$94.95B

EPS

NNN:

$2.05

CNQ:

CA$4.65

PE Ratio

NNN:

22.68

CNQ:

13.62

PEG Ratio

NNN:

2.57

CNQ:

0.65

PS Ratio

NNN:

9.39

CNQ:

3.25

PB Ratio

NNN:

2.01

CNQ:

2.97

Total Revenue (TTM)

NNN:

$935.78M

CNQ:

CA$40.74B

Gross Profit (TTM)

NNN:

$761.54M

CNQ:

CA$12.53B

EBITDA (TTM)

NNN:

$870.06M

CNQ:

CA$22.99B

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Return for Risk

NNN vs. CNQ — Risk / Return Rank

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

NNN
NNN Risk / Return Rank: 7070
Overall Rank
NNN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NNN Sortino Ratio Rank: 6666
Sortino Ratio Rank
NNN Omega Ratio Rank: 6363
Omega Ratio Rank
NNN Calmar Ratio Rank: 7575
Calmar Ratio Rank
NNN Martin Ratio Rank: 7474
Martin Ratio Rank

CNQ
CNQ Risk / Return Rank: 8181
Overall Rank
CNQ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CNQ Sortino Ratio Rank: 7777
Sortino Ratio Rank
CNQ Omega Ratio Rank: 7676
Omega Ratio Rank
CNQ Calmar Ratio Rank: 8585
Calmar Ratio Rank
CNQ Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NNN vs. CNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NNNCNQDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.82

3.09

-1.27

Martin ratioReturn relative to average drawdown

4.18

6.92

-2.74

NNN vs. CNQ - Sharpe Ratio Comparison

The current NNN Sharpe Ratio is 0.97, which is lower than the CNQ Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of NNN and CNQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NNN vs. CNQ - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, smaller than the maximum CNQ drawdown of -80.75%. Use the drawdown chart below to compare losses from any high point for NNN and CNQ.


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Drawdown Indicators


NNNCNQDifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-80.75%

+24.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-14.16%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.03%

-35.85%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-35.85%

+10.63%

Max Drawdown (10Y)

Largest decline over 10 years

-54.99%

-77.84%

+22.85%

Current Drawdown

Current decline from peak

0.00%

-9.57%

+9.57%

Average Drawdown

Average peak-to-trough decline

-9.81%

-23.51%

+13.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

6.30%

-2.47%

Volatility

NNN vs. CNQ - Volatility Comparison

The current volatility for National Retail Properties, Inc. (NNN) is 5.32%, while Canadian Natural Resources Limited (CNQ) has a volatility of 8.56%. This indicates that NNN experiences smaller price fluctuations and is considered to be less risky than CNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NNNCNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

8.56%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

24.09%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

29.06%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

32.86%

-13.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.09%

40.24%

-12.15%

Dividends

NNN vs. CNQ - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.15%, more than CNQ's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ
Canadian Natural Resources Limited
2.89%5.01%5.02%4.17%6.31%3.78%5.26%3.49%4.56%3.08%2.94%4.21%
NNN
National Retail Properties, Inc.
5.15%5.96%5.61%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%

Financials

NNN vs. CNQ - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, Inc. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
240.42M
10.84B
(NNN) Total Revenue
(CNQ) Total Revenue
Please note, different currencies. NNN values in USD, CNQ values in CAD

NNN vs. CNQ - Profitability Comparison

The chart below illustrates the profitability comparison between National Retail Properties, Inc. and Canadian Natural Resources Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
95.9%
32.1%
Portfolio components
NNN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Retail Properties, Inc. reported a gross profit of 230.63M and revenue of 240.42M. Therefore, the gross margin over that period was 95.9%.

CNQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a gross profit of 3.48B and revenue of 10.84B. Therefore, the gross margin over that period was 32.1%.

NNN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Retail Properties, Inc. reported an operating income of 146.65M and revenue of 240.42M, resulting in an operating margin of 61.0%.

CNQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported an operating income of 2.68B and revenue of 10.84B, resulting in an operating margin of 24.7%.

NNN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Retail Properties, Inc. reported a net income of 93.95M and revenue of 240.42M, resulting in a net margin of 39.1%.

CNQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a net income of 1.35B and revenue of 10.84B, resulting in a net margin of 12.5%.


Frequently Asked Questions


NNN and CNQ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNQ has higher volatility (8.56%) compared to NNN (5.32%). In terms of maximum drawdown, NNN dropped -56.17% vs CNQ's -80.75%.

CNQ currently has the higher Sharpe Ratio (1.51 vs 0.97), 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.

Portfolio Optimizer

Find the right allocation for NNN and CNQ

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