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STRL vs. CNI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STRL vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Infrastructure, Inc. (STRL) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRL achieves a 180.50% return, which is significantly higher than CNI's 21.78% return. Over the past 10 years, STRL has outperformed CNI with an annualized return of 67.37%, while CNI has yielded a comparatively lower 9.51% annualized return.


STRL

1D
2.44%
1M
0.55%
YTD
180.50%
6M
172.57%
1Y
320.41%
3Y*
152.83%
5Y*
104.12%
10Y*
67.37%

CNI

1D
0.60%
1M
6.94%
YTD
21.78%
6M
22.98%
1Y
15.90%
3Y*
3.44%
5Y*
3.57%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRL vs. CNI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRL
Sterling Infrastructure, Inc.
180.50%81.79%91.57%168.08%24.71%41.32%32.17%29.29%-33.11%92.43%
CNI
Canadian National Railway Company
21.78%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-8.49%25.03%

Correlation

The correlation between STRL and CNI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.21

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

0.30

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 26, 1996

0.22

The correlation between STRL and CNI shifts across timeframes, from 0.14 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

STRL:

$26.66B

CNI:

$72.80B

EPS

STRL:

$11.19

CNI:

CA$7.60

PE Ratio

STRL:

76.77

CNI:

21.89

PS Ratio

STRL:

9.22

CNI:

5.96

PB Ratio

STRL:

22.41

CNI:

4.73

Total Revenue (TTM)

STRL:

$2.88B

CNI:

CA$17.29B

Gross Profit (TTM)

STRL:

$664.66M

CNI:

CA$7.64B

EBITDA (TTM)

STRL:

$429.99M

CNI:

CA$8.60B

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Return for Risk

STRL vs. CNI — Risk / Return Rank

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

STRL
STRL Risk / Return Rank: 9797
Overall Rank
STRL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STRL Sortino Ratio Rank: 9696
Sortino Ratio Rank
STRL Omega Ratio Rank: 9595
Omega Ratio Rank
STRL Calmar Ratio Rank: 9898
Calmar Ratio Rank
STRL Martin Ratio Rank: 9898
Martin Ratio Rank

CNI
CNI Risk / Return Rank: 6262
Overall Rank
CNI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 5959
Sortino Ratio Rank
CNI Omega Ratio Rank: 5858
Omega Ratio Rank
CNI Calmar Ratio Rank: 6666
Calmar Ratio Rank
CNI Martin Ratio Rank: 6363
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.

STRL vs. CNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Infrastructure, Inc. (STRL) and Canadian National Railway Company (CNI). 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.


STRLCNIDifference
Sharpe ratioReturn per unit of total volatility

+3.19

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.54

1.14

+0.40

Calmar ratioReturn relative to maximum drawdown

10.41

1.13

+9.28

Martin ratioReturn relative to average drawdown

28.52

2.08

+26.45

STRL vs. CNI - Sharpe Ratio Comparison

The current STRL Sharpe Ratio is 3.92, which is higher than the CNI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of STRL and CNI, 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

STRL vs. CNI - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for STRL and CNI.


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Drawdown Indicators


STRLCNIDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-46.66%

-45.85%

Max Drawdown (1Y)

Largest decline over 1 year

-31.02%

-14.15%

-16.87%

Max Drawdown (3Y)

Largest decline over 3 years

-47.67%

-29.14%

-18.53%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-29.14%

-18.53%

Max Drawdown (10Y)

Largest decline over 10 years

-59.60%

-29.15%

-30.45%

Current Drawdown

Current decline from peak

-13.56%

-5.55%

-8.01%

Average Drawdown

Average peak-to-trough decline

-46.29%

-9.49%

-36.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

7.68%

+3.62%

Volatility

STRL vs. CNI - Volatility Comparison

Sterling Infrastructure, Inc. (STRL) has a higher volatility of 27.60% compared to Canadian National Railway Company (CNI) at 4.12%. This indicates that STRL's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRLCNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.60%

4.12%

+23.48%

Volatility (6M)

Calculated over the trailing 6-month period

65.26%

17.30%

+47.96%

Volatility (1Y)

Calculated over the trailing 1-year period

82.41%

21.90%

+60.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.29%

22.38%

+34.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.58%

22.67%

+30.91%

Dividends

STRL vs. CNI - Dividend Comparison

STRL has not paid dividends to shareholders, while CNI's dividend yield for the trailing twelve months is around 2.20%.


PositionTTM20252024202320222021202020192018201720162015
CNI
Canadian National Railway Company
2.20%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%
STRL
Sterling Infrastructure, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

STRL vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between Sterling Infrastructure, Inc. and Canadian National Railway Company. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
825.68M
4.39B
(STRL) Total Revenue
(CNI) Total Revenue
Please note, different currencies. STRL values in USD, CNI values in CAD

STRL vs. CNI - Profitability Comparison

The chart below illustrates the profitability comparison between Sterling Infrastructure, Inc. and Canadian National Railway Company 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
23.5%
42.8%
Portfolio components
STRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.

CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.

STRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.

STRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.


Frequently Asked Questions


STRL and CNI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRL has higher volatility (27.60%) compared to CNI (4.12%). In terms of maximum drawdown, STRL dropped -92.51% vs CNI's -46.66%.

STRL currently has the higher Sharpe Ratio (3.92 vs 0.73), 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.

Portfolio Optimizer

Find the right allocation for STRL and CNI

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