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OMAB vs. CP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OMAB vs. CP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) and Canadian Pacific Railway Limited (CP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OMAB achieves a -3.71% return, which is significantly lower than CP's 22.60% return. Over the past 10 years, OMAB has underperformed CP with an annualized return of 13.30%, while CP has yielded a comparatively higher 14.53% annualized return.


OMAB

1D
2.59%
1M
-1.07%
YTD
-3.71%
6M
-4.20%
1Y
1.82%
3Y*
11.21%
5Y*
22.34%
10Y*
13.30%

CP

1D
0.86%
1M
5.18%
YTD
22.60%
6M
20.36%
1Y
11.97%
3Y*
6.19%
5Y*
3.16%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMAB vs. CP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
-3.71%66.22%-13.57%43.53%30.18%7.98%-13.78%62.40%-4.90%20.53%
CP
Canadian Pacific Railway Limited
22.60%2.60%-7.84%6.85%4.71%4.64%37.33%45.04%-1.81%29.32%

Correlation

The correlation between OMAB and CP is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.28

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

0.32

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

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2006

0.32

The correlation between OMAB and CP shifts across timeframes, from 0.19 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OMAB:

$4.91B

CP:

$80.83B

EPS

OMAB:

MX$109.59

CP:

$4.47

PE Ratio

OMAB:

16.01

CP:

20.16

PEG Ratio

OMAB:

0.88

CP:

8.47

PS Ratio

OMAB:

5.23

CP:

5.49

PB Ratio

OMAB:

6.78

CP:

1.70

Total Revenue (TTM)

OMAB:

MX$16.21B

CP:

$14.98B

Gross Profit (TTM)

OMAB:

MX$12.07B

CP:

$8.47B

EBITDA (TTM)

OMAB:

MX$9.83B

CP:

$8.30B

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Return for Risk

OMAB vs. CP — Risk / Return Rank

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

OMAB
OMAB Risk / Return Rank: 4242
Overall Rank
OMAB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
OMAB Sortino Ratio Rank: 3939
Sortino Ratio Rank
OMAB Omega Ratio Rank: 3939
Omega Ratio Rank
OMAB Calmar Ratio Rank: 4444
Calmar Ratio Rank
OMAB Martin Ratio Rank: 4444
Martin Ratio Rank

CP
CP Risk / Return Rank: 5757
Overall Rank
CP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CP Sortino Ratio Rank: 5555
Sortino Ratio Rank
CP Omega Ratio Rank: 5252
Omega Ratio Rank
CP Calmar Ratio Rank: 5959
Calmar Ratio Rank
CP Martin Ratio Rank: 5858
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.

OMAB vs. CP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) 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.

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.


OMABCPDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.04

1.11

-0.07

Calmar ratioReturn relative to maximum drawdown

0.07

0.74

-0.67

Martin ratioReturn relative to average drawdown

0.15

1.41

-1.26

OMAB vs. CP - Sharpe Ratio Comparison

The current OMAB Sharpe Ratio is 0.06, which is lower than the CP Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of OMAB and CP, 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

OMAB vs. CP - Drawdown Comparison

The maximum OMAB drawdown since its inception was -77.75%, which is greater than CP's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for OMAB and CP.


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Drawdown Indicators


OMABCPDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-69.17%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-16.23%

-10.64%

Max Drawdown (3Y)

Largest decline over 3 years

-41.78%

-25.88%

-15.90%

Max Drawdown (5Y)

Largest decline over 5 years

-41.78%

-25.88%

-15.90%

Max Drawdown (10Y)

Largest decline over 10 years

-68.88%

-33.70%

-35.18%

Current Drawdown

Current decline from peak

-22.41%

-1.29%

-21.12%

Average Drawdown

Average peak-to-trough decline

-22.70%

-20.29%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

8.50%

+3.32%

Volatility

OMAB vs. CP - Volatility Comparison

Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) has a higher volatility of 8.11% compared to Canadian Pacific Railway Limited (CP) at 5.88%. This indicates that OMAB'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.


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Volatility by Period


OMABCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.11%

5.88%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

22.71%

17.25%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

29.68%

22.48%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.78%

24.45%

+11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.28%

25.60%

+12.68%

Dividends

OMAB vs. CP - Dividend Comparison

OMAB's dividend yield for the trailing twelve months is around 5.34%, more than CP's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
CP
Canadian Pacific Railway Limited
0.74%0.86%0.76%0.78%0.96%0.84%0.76%0.93%1.07%0.92%0.98%0.98%
OMAB
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.
5.34%4.52%6.97%4.80%10.87%3.55%0.00%2.45%3.74%0.40%3.11%3.89%

Financials

OMAB vs. CP - Financials Comparison

This section allows you to compare key financial metrics between Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. 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


1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
3.82B
3.70B
(OMAB) Total Revenue
(CP) Total Revenue
Please note, different currencies. OMAB values in MXN, CP values in USD

OMAB vs. CP - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. and Canadian Pacific Railway Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
69.2%
69.0%
Portfolio components
OMAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a gross profit of 2.64B and revenue of 3.82B. Therefore, the gross margin over that period was 69.2%.

CP - 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 2.55B and revenue of 3.70B. Therefore, the gross margin over that period was 69.0%.

OMAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported an operating income of 2.08B and revenue of 3.82B, resulting in an operating margin of 54.5%.

CP - 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 1.26B and revenue of 3.70B, resulting in an operating margin of 34.0%.

OMAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a net income of 1.23B and revenue of 3.82B, resulting in a net margin of 32.3%.

CP - 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


OMAB and CP have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OMAB has higher volatility (8.11%) compared to CP (5.88%). In terms of maximum drawdown, OMAB dropped -77.75% vs CP's -69.17%.

CP currently has the higher Sharpe Ratio (0.53 vs 0.06), 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.

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