TROW vs. CNI
TROW (T. Rowe Price Group, Inc.) and CNI (Canadian National Railway Company) are both stocks. TROW operates in Asset Management (Financial Services), while CNI operates in Railroads (Industrials). Over the past 10 years, TROW returned 7.66%/yr vs 9.46%/yr for CNI. At a 0.45 correlation, their price movements are largely independent.
Performance
TROW vs. CNI - Performance Comparison
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Returns By Period
In the year-to-date period, TROW achieves a 4.53% return, which is significantly lower than CNI's 22.98% return. Over the past 10 years, TROW has underperformed CNI with an annualized return of 7.66%, while CNI has yielded a comparatively higher 9.46% annualized return.
TROW
- 1D
- -0.51%
- 1M
- 0.11%
- YTD
- 4.53%
- 6M
- 3.65%
- 1Y
- 17.89%
- 3Y*
- 2.09%
- 5Y*
- -7.40%
- 10Y*
- 7.66%
CNI
- 1D
- 0.36%
- 1M
- 8.21%
- YTD
- 22.98%
- 6M
- 24.55%
- 1Y
- 18.14%
- 3Y*
- 4.05%
- 5Y*
- 3.84%
- 10Y*
- 9.46%
TROW vs. CNI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 4.53% | -4.67% | 9.68% | 3.35% | -42.24% | 34.91% | 28.11% | 35.61% | -9.75% | 43.38% |
CNI Canadian National Railway Company | 22.98% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 24.26% | -8.49% | 25.03% |
Correlation
The correlation between TROW and CNI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 1996 | 0.45 |
The correlation between TROW and CNI shifts across timeframes, from 0.36 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TROW:
$22.95B
CNI:
$73.92B
TROW:
$9.80
CNI:
$7.60
TROW:
10.77
CNI:
15.90
TROW:
3.14
CNI:
4.33
TROW:
2.13
CNI:
3.44
TROW:
$7.41B
CNI:
$17.29B
TROW:
$3.66B
CNI:
$7.64B
TROW:
$2.87B
CNI:
$8.60B
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Return for Risk
TROW vs. CNI — Risk / Return Rank
TROW
CNI
TROW vs. CNI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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.
| TROW | CNI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.29 | -0.38 |
| Martin ratioReturn relative to average drawdown | 2.23 | 2.37 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TROW | CNI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.83 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.17 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.42 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.59 | -0.19 |
Drawdowns
TROW vs. CNI - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for TROW and CNI.
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Drawdown Indicators
| TROW | CNI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.43% | -46.66% | -20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -14.15% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | -29.14% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -58.16% | -29.14% | -29.02% |
Max Drawdown (10Y)Largest decline over 10 years | -58.16% | -29.15% | -29.01% |
Current DrawdownCurrent decline from peak | -42.07% | -4.61% | -37.46% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -9.50% | -7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 7.68% | +0.35% |
Volatility
TROW vs. CNI - Volatility Comparison
T. Rowe Price Group, Inc. (TROW) has a higher volatility of 4.72% compared to Canadian National Railway Company (CNI) at 4.06%. This indicates that TROW'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
| TROW | CNI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.06% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 17.20% | 17.25% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 21.95% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.48% | 22.38% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 22.69% | +7.32% |
Dividends
TROW vs. CNI - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.85%, more than CNI's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.16% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
TROW T. Rowe Price Group, Inc. | 4.85% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
Financials
TROW vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between T. Rowe Price Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
TROW vs. CNI - Profitability Comparison
TROW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a gross profit of 0.00 and revenue of 1.86B. Therefore, the gross margin over that period was 0.0%.
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%.
TROW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported an operating income of 680.50M and revenue of 1.86B, resulting in an operating margin of 36.7%.
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%.
TROW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a net income of 562.00M and revenue of 1.86B, resulting in a net margin of 30.3%.
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
TROW and CNI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TROW has higher volatility (4.72%) compared to CNI (4.06%). In terms of maximum drawdown, TROW dropped -67.43% vs CNI's -46.66%.
CNI currently has the higher Sharpe Ratio (0.83 vs 0.76), 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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