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TRP vs. CNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRP vs. CNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TC Energy Corporation (TRP) and CNX Resources Corporation (CNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRP achieves a 24.76% return, which is significantly higher than CNX's -13.00% return. Over the past 10 years, TRP has outperformed CNX with an annualized return of 11.02%, while CNX has yielded a comparatively lower 6.54% annualized return.


TRP

1D
-0.93%
1M
-2.09%
6M
27.54%
YTD
24.76%
1Y
48.44%
3Y*
31.17%
5Y*
15.06%
10Y*
11.02%

CNX

1D
-1.99%
1M
-3.50%
6M
-7.28%
YTD
-13.00%
1Y
-5.99%
3Y*
21.13%
5Y*
18.26%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRP vs. CNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRP
TC Energy Corporation
24.76%24.02%39.88%6.09%-7.83%20.99%-19.09%56.30%-22.64%13.51%
CNX
CNX Resources Corporation
-13.00%0.27%83.35%18.76%22.47%27.31%22.03%-22.50%-21.94%-19.75%

Correlation

The correlation between TRP and CNX is 0.09, 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

0.09

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

0.25

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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 30, 1999

0.31

Over the past year, the correlation between TRP and CNX has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

TRP:

$70.14B

CNX:

$4.53B

EPS

TRP:

CA$3.31

CNX:

$10.84

PE Ratio

TRP:

28.82

CNX:

2.95

PEG Ratio

TRP:

0.40

CNX:

0.00

PS Ratio

TRP:

6.29

CNX:

1.43

Total Revenue (TTM)

TRP:

CA$15.76B

CNX:

$2.43B

Gross Profit (TTM)

TRP:

CA$8.07B

CNX:

$1.17B

EBITDA (TTM)

TRP:

CA$10.90B

CNX:

$2.24B

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Return for Risk

TRP vs. CNX — Risk / Return Rank

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

TRP
TRP Risk / Return Rank: 9595
Overall Rank
TRP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TRP Sortino Ratio Rank: 9696
Sortino Ratio Rank
TRP Omega Ratio Rank: 9494
Omega Ratio Rank
TRP Calmar Ratio Rank: 9494
Calmar Ratio Rank
TRP Martin Ratio Rank: 9595
Martin Ratio Rank

CNX
CNX Risk / Return Rank: 3737
Overall Rank
CNX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CNX Sortino Ratio Rank: 3434
Sortino Ratio Rank
CNX Omega Ratio Rank: 3434
Omega Ratio Rank
CNX Calmar Ratio Rank: 4040
Calmar Ratio Rank
CNX Martin Ratio Rank: 3939
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.

TRP vs. CNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) and CNX Resources Corporation (CNX). 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.


TRPCNXDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

5.05

-0.16

+5.21

Martin ratioReturn relative to average drawdown

15.49

-0.33

+15.82

TRP vs. CNX - Sharpe Ratio Comparison

The current TRP Sharpe Ratio is 2.74, which is higher than the CNX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TRP and CNX, 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

TRP vs. CNX - Drawdown Comparison

The maximum TRP drawdown since its inception was -62.52%, smaller than the maximum CNX drawdown of -95.41%. Use the drawdown chart below to compare losses from any high point for TRP and CNX.


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Drawdown Indicators


TRPCNXDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-95.41%

+32.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-24.92%

+15.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-33.37%

+18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-38.23%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

-77.19%

+35.55%

Current Drawdown

Current decline from peak

-4.18%

-70.52%

+66.34%

Average Drawdown

Average peak-to-trough decline

-11.71%

-58.45%

+46.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

12.26%

-9.12%

Volatility

TRP vs. CNX - Volatility Comparison

The current volatility for TC Energy Corporation (TRP) is 5.73%, while CNX Resources Corporation (CNX) has a volatility of 6.99%. This indicates that TRP experiences smaller price fluctuations and is considered to be less risky than CNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRPCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

6.99%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

21.06%

-7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

29.59%

-11.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

35.16%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

48.06%

-23.21%

Dividends

TRP vs. CNX - Dividend Comparison

TRP's dividend yield for the trailing twelve months is around 3.68%, while CNX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNX
CNX Resources Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.05%1.84%
TRP
TC Energy Corporation
3.68%4.45%5.93%7.73%8.52%5.94%5.92%4.25%5.85%5.14%5.01%6.38%

Financials

TRP vs. CNX - Financials Comparison

This section allows you to compare key financial metrics between TC Energy Corporation and CNX Resources Corporation. 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


0.001.00B2.00B3.00B4.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.24B
786.65M
(TRP) Total Revenue
(CNX) Total Revenue
Please note, different currencies. TRP values in CAD, CNX values in USD

TRP vs. CNX - Profitability Comparison

The chart below illustrates the profitability comparison between TC Energy Corporation and CNX Resources Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
56.7%
0
Portfolio components
TRP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, TC Energy Corporation reported a gross profit of 2.41B and revenue of 4.24B. Therefore, the gross margin over that period was 56.7%.

CNX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CNX Resources Corporation reported a gross profit of 0.00 and revenue of 786.65M. Therefore, the gross margin over that period was 0.0%.

TRP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, TC Energy Corporation reported an operating income of 2.21B and revenue of 4.24B, resulting in an operating margin of 52.1%.

CNX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CNX Resources Corporation reported an operating income of 2.03M and revenue of 786.65M, resulting in an operating margin of 0.3%.

TRP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, TC Energy Corporation reported a net income of 929.40M and revenue of 4.24B, resulting in a net margin of 21.9%.

CNX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CNX Resources Corporation reported a net income of 348.15M and revenue of 786.65M, resulting in a net margin of 44.3%.


Frequently Asked Questions


TRP and CNX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNX has higher volatility (6.99%) compared to TRP (5.73%). In terms of maximum drawdown, TRP dropped -62.52% vs CNX's -95.41%.

TRP currently has the higher Sharpe Ratio (2.74 vs -0.14), 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 TRP and CNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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