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PPL-PC.TO vs. CNQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PPL-PC.TO vs. CNQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Pembina Pipeline Corporation (PPL-PC.TO) and Canadian Natural Resources Limited (CNQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPL-PC.TO achieves a 5.04% return, which is significantly lower than CNQ.TO's 43.73% return. Over the past 10 years, PPL-PC.TO has underperformed CNQ.TO with an annualized return of 11.14%, while CNQ.TO has yielded a comparatively higher 18.54% annualized return.


PPL-PC.TO

1D
0.00%
1M
-0.08%
YTD
5.04%
6M
5.72%
1Y
15.51%
3Y*
23.23%
5Y*
10.13%
10Y*
11.14%

CNQ.TO

1D
-0.21%
1M
1.47%
YTD
43.73%
6M
40.76%
1Y
64.26%
3Y*
27.06%
5Y*
30.18%
10Y*
18.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPL-PC.TO vs. CNQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL-PC.TO
Pembina Pipeline Corporation
5.04%21.55%32.83%14.31%-18.29%52.16%-5.77%-0.08%-14.42%20.07%
CNQ.TO
Canadian Natural Resources Limited
43.73%10.42%7.11%21.06%49.65%82.41%-20.75%32.78%-24.17%7.75%

Correlation

The correlation between PPL-PC.TO and CNQ.TO is 0.01, 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

0.01

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

0.06

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

0.11

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2013

0.14

The correlation between PPL-PC.TO and CNQ.TO shifts across timeframes, from 0.01 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PPL-PC.TO:

CA$14.71B

CNQ.TO:

CA$138.80B

EPS

PPL-PC.TO:

CA$2.90

CNQ.TO:

CA$4.65

PE Ratio

PPL-PC.TO:

8.71

CNQ.TO:

14.24

PEG Ratio

PPL-PC.TO:

0.33

CNQ.TO:

0.68

PS Ratio

PPL-PC.TO:

1.93

CNQ.TO:

3.49

PB Ratio

PPL-PC.TO:

0.97

CNQ.TO:

3.11

Total Revenue (TTM)

PPL-PC.TO:

CA$7.61B

CNQ.TO:

CA$39.61B

Gross Profit (TTM)

PPL-PC.TO:

CA$2.90B

CNQ.TO:

CA$12.42B

EBITDA (TTM)

PPL-PC.TO:

CA$3.41B

CNQ.TO:

CA$17.78B

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Return for Risk

PPL-PC.TO vs. CNQ.TO — Risk / Return Rank

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

PPL-PC.TO
PPL-PC.TO Risk / Return Rank: 9494
Overall Rank
PPL-PC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PPL-PC.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
PPL-PC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PPL-PC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
PPL-PC.TO Martin Ratio Rank: 9696
Martin Ratio Rank

CNQ.TO
CNQ.TO Risk / Return Rank: 8888
Overall Rank
CNQ.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CNQ.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CNQ.TO Omega Ratio Rank: 8686
Omega Ratio Rank
CNQ.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNQ.TO Martin Ratio Rank: 8989
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.

PPL-PC.TO vs. CNQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pembina Pipeline Corporation (PPL-PC.TO) and Canadian Natural Resources Limited (CNQ.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.


PPL-PC.TOCNQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

5.42

4.21

+1.20

Martin ratioReturn relative to average drawdown

21.66

11.05

+10.61

PPL-PC.TO vs. CNQ.TO - Sharpe Ratio Comparison

The current PPL-PC.TO Sharpe Ratio is 2.50, which is comparable to the CNQ.TO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of PPL-PC.TO and CNQ.TO, 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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Sharpe Ratios by Period


PPL-PC.TOCNQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.26

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.00

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.63

-0.30

Drawdowns

PPL-PC.TO vs. CNQ.TO - Drawdown Comparison

The maximum PPL-PC.TO drawdown since its inception was -57.07%, smaller than the maximum CNQ.TO drawdown of -76.20%. Use the drawdown chart below to compare losses from any high point for PPL-PC.TO and CNQ.TO.


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Drawdown Indicators


PPL-PC.TOCNQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-57.07%

-76.20%

+19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-15.33%

+12.22%

Max Drawdown (3Y)

Largest decline over 3 years

-9.57%

-33.11%

+23.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-33.11%

+7.23%

Max Drawdown (10Y)

Largest decline over 10 years

-57.07%

-76.20%

+19.13%

Current Drawdown

Current decline from peak

-0.86%

-4.66%

+3.80%

Average Drawdown

Average peak-to-trough decline

-11.92%

-18.90%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

5.83%

-5.05%

Volatility

PPL-PC.TO vs. CNQ.TO - Volatility Comparison

The current volatility for Pembina Pipeline Corporation (PPL-PC.TO) is 1.57%, while Canadian Natural Resources Limited (CNQ.TO) has a volatility of 9.59%. This indicates that PPL-PC.TO experiences smaller price fluctuations and is considered to be less risky than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPL-PC.TOCNQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

9.59%

-8.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

23.65%

-19.43%

Volatility (1Y)

Calculated over the trailing 1-year period

6.77%

28.61%

-21.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

30.46%

-15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

38.02%

-18.00%

Dividends

PPL-PC.TO vs. CNQ.TO - Dividend Comparison

PPL-PC.TO's dividend yield for the trailing twelve months is around 5.95%, more than CNQ.TO's 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ.TO
Canadian Natural Resources Limited
3.61%5.06%4.82%4.26%6.12%3.66%5.44%3.50%3.98%2.40%2.15%3.02%
PPL-PC.TO
Pembina Pipeline Corporation
5.95%6.07%6.47%6.37%6.83%5.26%7.56%6.64%6.44%5.23%5.95%6.49%

Financials

PPL-PC.TO vs. CNQ.TO - Financials Comparison

This section allows you to compare key financial metrics between Pembina Pipeline Corporation 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
2.07B
10.81B
(PPL-PC.TO) Total Revenue
(CNQ.TO) Total Revenue
Values in CAD except per share items

PPL-PC.TO vs. CNQ.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Pembina Pipeline Corporation 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

10.0%20.0%30.0%40.0%50.0%20222023202420252026
38.5%
32.1%
Portfolio components
PPL-PC.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pembina Pipeline Corporation reported a gross profit of 795.00M and revenue of 2.07B. Therefore, the gross margin over that period was 38.5%.

CNQ.TO - 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 3.47B and revenue of 10.81B. Therefore, the gross margin over that period was 32.1%.

PPL-PC.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pembina Pipeline Corporation reported an operating income of 669.00M and revenue of 2.07B, resulting in an operating margin of 32.4%.

CNQ.TO - 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 2.67B and revenue of 10.81B, resulting in an operating margin of 24.7%.

PPL-PC.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pembina Pipeline Corporation reported a net income of 498.00M and revenue of 2.07B, resulting in a net margin of 24.1%.

CNQ.TO - 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 10.81B, resulting in a net margin of 12.5%.


Frequently Asked Questions


PPL-PC.TO and CNQ.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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