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UNP vs. CP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


UNPCP
YTD Return-5.04%1.14%
1Y Return22.93%4.47%
3Y Return (Ann)3.79%-0.08%
5Y Return (Ann)8.51%14.38%
10Y Return (Ann)11.38%10.65%
Sharpe Ratio1.200.23
Daily Std Dev19.83%20.58%
Max Drawdown-67.49%-69.21%
Current Drawdown-12.04%-12.51%

Fundamentals


UNPCP
Market Cap$141.58B$74.46B
EPS$10.47$3.05
PE Ratio22.1626.17
PEG Ratio2.532.37
Revenue (TTM)$24.09B$13.81B
Gross Profit (TTM)$13.37B$4.80B
EBITDA (TTM)$11.55B$7.03B

Correlation

-0.50.00.51.00.5

The correlation between UNP and CP is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

UNP vs. CP - Performance Comparison

In the year-to-date period, UNP achieves a -5.04% return, which is significantly lower than CP's 1.14% return. Over the past 10 years, UNP has outperformed CP with an annualized return of 11.38%, while CP has yielded a comparatively lower 10.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%12,000.00%December2024FebruaryMarchAprilMay
11,191.97%
8,174.25%
UNP
CP

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Union Pacific Corporation

Canadian Pacific Railway Limited

Risk-Adjusted Performance

UNP vs. CP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) 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.


UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for UNP, currently valued at 3.66, compared to the broader market-10.000.0010.0020.0030.003.66
CP
Sharpe ratio
The chart of Sharpe ratio for CP, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.004.000.23
Sortino ratio
The chart of Sortino ratio for CP, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.006.000.46
Omega ratio
The chart of Omega ratio for CP, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for CP, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Martin ratio
The chart of Martin ratio for CP, currently valued at 0.57, compared to the broader market-10.000.0010.0020.0030.000.57

UNP vs. CP - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 1.20, which is higher than the CP Sharpe Ratio of 0.23. The chart below compares the 12-month rolling Sharpe Ratio of UNP and CP.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
1.20
0.23
UNP
CP

Dividends

UNP vs. CP - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.24%, more than CP's 0.71% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
2.24%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
CP
Canadian Pacific Railway Limited
0.71%0.72%0.77%1.67%3.82%0.93%1.07%0.93%0.98%0.84%0.65%0.89%

Drawdowns

UNP vs. CP - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, roughly equal to the maximum CP drawdown of -69.21%. Use the drawdown chart below to compare losses from any high point for UNP and CP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.04%
-12.51%
UNP
CP

Volatility

UNP vs. CP - Volatility Comparison

The current volatility for Union Pacific Corporation (UNP) is 5.15%, while Canadian Pacific Railway Limited (CP) has a volatility of 6.09%. This indicates that UNP experiences smaller price fluctuations and is considered to be less risky than CP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.15%
6.09%
UNP
CP

Financials

UNP vs. CP - Financials Comparison

This section allows you to compare key financial metrics between Union Pacific Corporation and Canadian Pacific Railway 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items