NSRGY vs. CP.TO
NSRGY (Nestlé S.A.) and CP.TO (Canadian Pacific Railway Limited) are both stocks. NSRGY operates in Packaged Foods (Consumer Defensive), while CP.TO operates in Railroads (Industrials). Over the past 10 years, NSRGY returned 6.67%/yr vs 16.86%/yr for CP.TO. At a 0.20 correlation, their price movements are largely independent.
Performance
NSRGY vs. CP.TO - Performance Comparison
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Different Trading Currencies
NSRGY is traded in USD, while CP.TO is traded in CAD. To make them comparable, the CP.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly lower than CP.TO's 22.22% return. Over the past 10 years, NSRGY has underperformed CP.TO with an annualized return of 6.67%, while CP.TO has yielded a comparatively higher 16.86% annualized return.
NSRGY
- 1D
- -0.20%
- 1M
- 2.01%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- -0.82%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
CP.TO
- 1D
- 0.66%
- 1M
- 5.02%
- YTD
- 22.22%
- 6M
- 20.47%
- 1Y
- 12.33%
- 3Y*
- 6.28%
- 5Y*
- 2.97%
- 10Y*
- 16.86%
NSRGY vs. CP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
CP.TO Canadian Pacific Railway Limited | 22.22% | 2.59% | -7.85% | 7.17% | 5.17% | 4.84% | 43.50% | 50.20% | 2.51% | 35.44% |
Correlation
The correlation between NSRGY and CP.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.20 |
The correlation between NSRGY and CP.TO shifts across timeframes, from 0.19 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
NSRGY:
$258.63B
CP.TO:
CA$112.95B
NSRGY:
CHF 7.72
CP.TO:
CA$4.49
NSRGY:
10.34
CP.TO:
28.03
NSRGY:
1.14
CP.TO:
7.63
NSRGY:
6.27
CP.TO:
2.43
NSRGY:
CHF 181.02B
CP.TO:
CA$14.98B
NSRGY:
CHF 83.86B
CP.TO:
CA$6.94B
NSRGY:
CHF 36.34B
CP.TO:
CA$8.23B
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Return for Risk
NSRGY vs. CP.TO — Risk / Return Rank
NSRGY
CP.TO
NSRGY vs. CP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and Canadian Pacific Railway Limited (CP.TO). 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.
| NSRGY | CP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.77 | -0.82 |
| Martin ratioReturn relative to average drawdown | -0.10 | 1.46 | -1.56 |
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Drawdowns
NSRGY vs. CP.TO - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than CP.TO's maximum drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for NSRGY and CP.TO.
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Drawdown Indicators
| NSRGY | CP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -66.07% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -16.04% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -25.70% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -25.70% | -12.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -33.22% | -5.02% |
Current DrawdownCurrent decline from peak | -17.25% | -1.56% | -15.69% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -12.84% | -11.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 8.44% | +0.87% |
Volatility
NSRGY vs. CP.TO - Volatility Comparison
Nestlé S.A. (NSRGY) and Canadian Pacific Railway Limited (CP.TO) have volatilities of 5.46% and 5.22%, 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.
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Volatility by Period
| NSRGY | CP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.22% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 17.42% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 22.53% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 23.54% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 24.69% | -6.25% |
Dividends
NSRGY vs. CP.TO - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.00%, more than CP.TO's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CP.TO Canadian Pacific Railway Limited | 0.72% | 0.86% | 0.73% | 0.72% | 0.75% | 1.67% | 4.03% | 4.74% | 5.19% | 4.76% | 4.83% | 3.96% |
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Financials
NSRGY vs. CP.TO - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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.
Total Revenue: Total amount of money received from sales and other business activities
NSRGY vs. CP.TO - Profitability Comparison
NSRGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a gross profit of 20.01B and revenue of 44.89B. Therefore, the gross margin over that period was 44.6%.
CP.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a gross profit of 1.36B and revenue of 3.70B. Therefore, the gross margin over that period was 36.8%.
NSRGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported an operating income of 6.93B and revenue of 44.89B, resulting in an operating margin of 15.4%.
CP.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported an operating income of 1.27B and revenue of 3.70B, resulting in an operating margin of 34.2%.
NSRGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a net income of 3.94B and revenue of 44.89B, resulting in a net margin of 8.8%.
CP.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Pacific Railway Limited reported a net income of 846.00M and revenue of 3.70B, resulting in a net margin of 22.9%.
Frequently Asked Questions
NSRGY and CP.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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