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NSC vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NSC vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norfolk Southern Corporation (NSC) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JuneJulyAugustSeptemberOctoberNovember
1,549.84%
5,538.69%
NSC
CNI

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

YTD

13.95%

1M

4.92%

6M

15.60%

1Y

27.64%

5Y (annualized)

8.99%

10Y (annualized)

11.01%

CNI

YTD

-12.00%

1M

-4.15%

6M

-13.60%

1Y

-3.66%

5Y (annualized)

5.50%

10Y (annualized)

6.28%

Fundamentals


NSCCNI
Market Cap$60.51B$70.29B
EPS$10.65$6.07
PE Ratio25.1118.38
PEG Ratio2.413.38
Total Revenue (TTM)$12.17B$18.64B
Gross Profit (TTM)$4.67B$7.96B
EBITDA (TTM)$3.71B$8.91B

Key characteristics


NSCCNI
Sharpe Ratio1.06-0.15
Sortino Ratio1.94-0.09
Omega Ratio1.220.99
Calmar Ratio1.13-0.15
Martin Ratio3.68-0.31
Ulcer Index7.96%8.70%
Daily Std Dev27.69%17.99%
Max Drawdown-67.74%-46.86%
Current Drawdown-5.38%-17.18%

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Correlation

-0.50.00.51.00.6

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.


Sharpe ratio
The chart of Sharpe ratio for NSC, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.06-0.15
The chart of Sortino ratio for NSC, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.001.94-0.08
The chart of Omega ratio for NSC, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.99
The chart of Calmar ratio for NSC, currently valued at 1.13, compared to the broader market0.002.004.006.001.13-0.15
The chart of Martin ratio for NSC, currently valued at 3.68, compared to the broader market0.0010.0020.0030.003.68-0.30
NSC
CNI

The current NSC Sharpe Ratio is 1.06, which is higher than the CNI Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of NSC and CNI, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.06
-0.15
NSC
CNI

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.


TTM20232022202120202019201820172016201520142013
NSC
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%
CNI
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.38%
-17.18%
NSC
CNI

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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.03%
5.10%
NSC
CNI

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items