NSC vs. CNI
Compare and contrast key facts about Norfolk Southern Corporation (NSC) and Canadian National Railway Company (CNI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSC or CNI.
Performance
NSC vs. CNI - Performance Comparison
Returns By Period
In the year-to-date period, NSC achieves a 13.95% return, which is significantly higher than CNI's -12.00% return. Over the past 10 years, NSC has outperformed CNI with an annualized return of 11.01%, while CNI has yielded a comparatively lower 6.28% annualized return.
NSC
13.95%
4.92%
15.60%
27.64%
8.99%
11.01%
CNI
-12.00%
-4.15%
-13.60%
-3.66%
5.50%
6.28%
Fundamentals
NSC | CNI | |
---|---|---|
Market Cap | $60.51B | $70.29B |
EPS | $10.65 | $6.07 |
PE Ratio | 25.11 | 18.38 |
PEG Ratio | 2.41 | 3.38 |
Total Revenue (TTM) | $12.17B | $18.64B |
Gross Profit (TTM) | $4.67B | $7.96B |
EBITDA (TTM) | $3.71B | $8.91B |
Key characteristics
NSC | CNI | |
---|---|---|
Sharpe Ratio | 1.06 | -0.15 |
Sortino Ratio | 1.94 | -0.09 |
Omega Ratio | 1.22 | 0.99 |
Calmar Ratio | 1.13 | -0.15 |
Martin Ratio | 3.68 | -0.31 |
Ulcer Index | 7.96% | 8.70% |
Daily Std Dev | 27.69% | 17.99% |
Max Drawdown | -67.74% | -46.86% |
Current Drawdown | -5.38% | -17.18% |
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Correlation
The correlation between NSC and CNI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NSC vs. CNI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) 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.
Dividends
NSC vs. CNI - Dividend Comparison
NSC's dividend yield for the trailing twelve months is around 2.05%, less than CNI's 2.25% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Norfolk Southern Corporation | 2.05% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
Canadian National Railway Company | 2.25% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 1.44% |
Drawdowns
NSC vs. CNI - Drawdown Comparison
The maximum NSC drawdown since its inception was -67.74%, which is greater than CNI's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for NSC and CNI. For additional features, visit the drawdowns tool.
Volatility
NSC vs. CNI - Volatility Comparison
Norfolk Southern Corporation (NSC) has a higher volatility of 12.03% compared to Canadian National Railway Company (CNI) at 5.10%. This indicates that NSC'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.
Financials
NSC vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between Norfolk Southern Corporation 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