PRM vs. CP

Last updated Apr 2, 2026

Compare and contrast key facts about Perimeter Solutions, SA (PRM) and Canadian Pacific Railway Limited (CP).

Performance

PRM vs. CP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perimeter Solutions, SA (PRM) and Canadian Pacific Railway Limited (CP). The values are adjusted to include any dividend payments, if applicable.

PRM vs. CP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PRM Perimeter Solutions, SA	-5.99%	115.41%	177.83%	-49.67%	-34.20%	15.75%
CP Canadian Pacific Railway Limited	6.18%	2.60%	-7.84%	6.85%	4.71%	-7.45%

Fundamentals

Market Cap PRM : $3.85B CP : $70.09B
EPS PRM : -$1.40 CP : $4.54
PS Ratio PRM : 5.85 CP : 4.72
PB Ratio PRM : 3.79 CP : 1.50
Total Revenue (TTM) PRM : $652.86M CP : $15.08B
Gross Profit (TTM) PRM : $375.15M CP : $9.38B
EBITDA (TTM) PRM : -$146.24M CP : $8.38B

Returns By Period

In the year-to-date period, PRM achieves a -5.99% return, which is significantly lower than CP's 6.18% return.

PRM

• 1D: 5.98%
• 1M: 11.26%
• YTD: -5.99%
• 6M: 18.07%
• 1Y: 153.73%
• 3Y*: 47.41%
• 5Y*: —
• 10Y*: —

CP

• 1D: -0.81%
• 1M: -12.54%
• YTD: 6.18%
• 6M: 4.72%
• 1Y: 10.77%
• 3Y*: 1.26%
• 5Y*: 1.09%
• 10Y*: 12.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRM vs. CP — Risk / Return Rank

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

PRM

PRM Risk / Return Rank: 96
PRM Sharpe Ratio Rank: 97
PRM Sortino Ratio Rank: 97
PRM Omega Ratio Rank: 95
PRM Calmar Ratio Rank: 94
PRM Martin Ratio Rank: 96

CP

CP Risk / Return Rank: 54
CP Sharpe Ratio Rank: 57
CP Sortino Ratio Rank: 52
CP Omega Ratio Rank: 48
CP Calmar Ratio Rank: 58
CP Martin Ratio Rank: 56

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.

PRM vs. CP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perimeter Solutions, SA (PRM) 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.

	PRM	CP	Difference
Sharpe ratio Return per unit of total volatility	3.16	0.45	+2.71
Sortino ratio Return per unit of downside risk	4.01	0.90	+3.12
Omega ratio Gain probability vs. loss probability	1.53	1.10	+0.43
Calmar ratio Return relative to maximum drawdown	5.20	0.74	+4.45
Martin ratio Return relative to average drawdown	18.07	1.48	+16.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRM vs. CP - Sharpe Ratio Comparison

The current PRM Sharpe Ratio is 3.16, which is higher than the CP Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PRM and CP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRM	CP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	0.45	+2.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.33	+0.06

Correlation

The correlation between PRM and CP is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PRM vs. CP - Dividend Comparison

PRM has not paid dividends to shareholders, while CP's dividend yield for the trailing twelve months is around 0.85%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRM Perimeter Solutions, SA	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CP Canadian Pacific Railway Limited	0.85%	0.86%	0.76%	0.78%	0.96%	0.84%	0.76%	0.93%	1.07%	0.92%	0.98%	0.98%

Drawdowns

PRM vs. CP - Drawdown Comparison

The maximum PRM drawdown since its inception was -79.51%, which is greater than CP's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for PRM and CP.

Drawdown Indicators

	PRM	CP	Difference
Max Drawdown Largest peak-to-trough decline	-79.51%	-69.17%	-10.34%
Max Drawdown (1Y) Largest decline over 1 year	-30.20%	-16.23%	-13.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.70%	—
Current Drawdown Current decline from peak	-12.69%	-13.14%	+0.45%
Average Drawdown Average peak-to-trough decline	-30.62%	-20.36%	-10.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.69%	8.18%	+0.51%

Volatility

PRM vs. CP - Volatility Comparison

Perimeter Solutions, SA (PRM) has a higher volatility of 18.01% compared to Canadian Pacific Railway Limited (CP) at 5.65%. This indicates that PRM'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.

Volatility by Period

	PRM	CP	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.01%	5.65%	+12.36%
Volatility (6M) Calculated over the trailing 6-month period	36.90%	16.18%	+20.72%
Volatility (1Y) Calculated over the trailing 1-year period	48.88%	23.96%	+24.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.80%	24.31%	+25.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.80%	25.63%	+24.17%

Financials