SJ.TO vs. CNQ.TO
Compare and contrast key facts about Stella-Jones Inc. (SJ.TO) and Canadian Natural Resources Limited (CNQ.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJ.TO or CNQ.TO.
Key characteristics
| SJ.TO | CNQ.TO | |
|---|---|---|
| YTD Return | 3.45% | 21.77% |
| 1Y Return | 36.07% | 45.51% |
| 3Y Return (Ann) | 17.75% | 44.45% |
| 5Y Return (Ann) | 13.68% | 29.61% |
| 10Y Return (Ann) | 11.70% | 13.86% |
| Sharpe Ratio | 1.14 | 1.77 |
| Daily Std Dev | 31.38% | 25.15% |
| Max Drawdown | -100.00% | -76.20% |
| Current Drawdown | -99.99% | -7.12% |
Fundamentals
| SJ.TO | CNQ.TO | |
|---|---|---|
| Market Cap | CA$4.50B | CA$111.71B |
| EPS | CA$5.62 | CA$6.76 |
| PE Ratio | 14.15 | 15.47 |
| PEG Ratio | 1.26 | 0.33 |
| Revenue (TTM) | CA$3.32B | CA$35.58B |
| Gross Profit (TTM) | CA$524.00M | CA$23.61B |
| EBITDA (TTM) | CA$555.00M | CA$15.87B |
Correlation
The correlation between SJ.TO and CNQ.TO is 0.25, 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.
Performance
SJ.TO vs. CNQ.TO - Performance Comparison
In the year-to-date period, SJ.TO achieves a 3.45% return, which is significantly lower than CNQ.TO's 21.77% return. Over the past 10 years, SJ.TO has underperformed CNQ.TO with an annualized return of 11.70%, while CNQ.TO has yielded a comparatively higher 13.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SJ.TO vs. CNQ.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stella-Jones Inc. (SJ.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.
Dividends
SJ.TO vs. CNQ.TO - Dividend Comparison
SJ.TO's dividend yield for the trailing twelve months is around 1.22%, less than CNQ.TO's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJ.TO Stella-Jones Inc. | 1.22% | 1.19% | 1.65% | 1.80% | 1.30% | 1.49% | 1.21% | 0.87% | 0.92% | 0.61% | 0.86% | 0.73% |
CNQ.TO Canadian Natural Resources Limited | 3.68% | 4.26% | 6.08% | 3.66% | 5.44% | 3.50% | 3.98% | 2.40% | 2.15% | 3.02% | 2.49% | 1.59% |
Drawdowns
SJ.TO vs. CNQ.TO - Drawdown Comparison
The maximum SJ.TO drawdown since its inception was -100.00%, which is greater than CNQ.TO's maximum drawdown of -76.20%. Use the drawdown chart below to compare losses from any high point for SJ.TO and CNQ.TO. For additional features, visit the drawdowns tool.
Volatility
SJ.TO vs. CNQ.TO - Volatility Comparison
Stella-Jones Inc. (SJ.TO) has a higher volatility of 15.66% compared to Canadian Natural Resources Limited (CNQ.TO) at 5.48%. This indicates that SJ.TO's price experiences larger fluctuations and is considered to be riskier than CNQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SJ.TO vs. CNQ.TO - Financials Comparison
This section allows you to compare key financial metrics between Stella-Jones Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities