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

Correlation

The correlation between UNP and CP is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

UNP vs. CP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Union Pacific Corporation (UNP) and Canadian Pacific Railway Limited (CP). The values are adjusted to include any dividend payments, if applicable.

11,000.00%11,500.00%12,000.00%12,500.00%13,000.00%13,500.00%NovemberDecember2025FebruaryMarchApril
10,873.40%
12,153.59%
UNP
CP

Key characteristics

Sharpe Ratio

UNP:

-0.33

CP:

-0.65

Sortino Ratio

UNP:

-0.33

CP:

-0.82

Omega Ratio

UNP:

0.96

CP:

0.91

Calmar Ratio

UNP:

-0.40

CP:

-0.65

Martin Ratio

UNP:

-1.11

CP:

-1.63

Ulcer Index

UNP:

6.91%

CP:

10.28%

Daily Std Dev

UNP:

23.39%

CP:

25.07%

Max Drawdown

UNP:

-67.48%

CP:

-69.21%

Current Drawdown

UNP:

-17.33%

CP:

-20.00%

Fundamentals

Market Cap

UNP:

$129.12B

CP:

$68.28B

EPS

UNP:

$11.10

CP:

$2.88

PE Ratio

UNP:

19.41

CP:

25.37

PEG Ratio

UNP:

2.28

CP:

2.37

PS Ratio

UNP:

5.32

CP:

4.69

PB Ratio

UNP:

7.80

CP:

1.97

Total Revenue (TTM)

UNP:

$18.23B

CP:

$11.03B

Gross Profit (TTM)

UNP:

$8.31B

CP:

$5.22B

EBITDA (TTM)

UNP:

$9.42B

CP:

$5.78B

Returns By Period

In the year-to-date period, UNP achieves a -5.95% return, which is significantly lower than CP's 0.34% return. Over the past 10 years, UNP has outperformed CP with an annualized return of 9.50%, while CP has yielded a comparatively lower 7.36% annualized return.


UNP

YTD

-5.95%

1M

-10.39%

6M

-6.34%

1Y

-10.46%

5Y*

8.81%

10Y*

9.50%

CP

YTD

0.34%

1M

-0.91%

6M

-5.66%

1Y

-11.08%

5Y*

10.61%

10Y*

7.36%

*Annualized

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Risk-Adjusted Performance

UNP vs. CP — Risk-Adjusted Performance Rank

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

UNP
The Risk-Adjusted Performance Rank of UNP is 2828
Overall Rank
The Sharpe Ratio Rank of UNP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 2626
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 2424
Martin Ratio Rank

CP
The Risk-Adjusted Performance Rank of CP is 1313
Overall Rank
The Sharpe Ratio Rank of CP is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CP is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CP is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CP is 1111
Calmar Ratio Rank
The Martin Ratio Rank of CP is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for UNP, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
UNP: -0.33
CP: -0.65
The chart of Sortino ratio for UNP, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
UNP: -0.33
CP: -0.82
The chart of Omega ratio for UNP, currently valued at 0.96, compared to the broader market0.501.001.502.00
UNP: 0.96
CP: 0.91
The chart of Calmar ratio for UNP, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00
UNP: -0.40
CP: -0.65
The chart of Martin ratio for UNP, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.00
UNP: -1.11
CP: -1.63

The current UNP Sharpe Ratio is -0.33, which is higher than the CP Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of UNP and CP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.33
-0.65
UNP
CP

Dividends

UNP vs. CP - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.49%, more than CP's 0.75% yield.


TTM20242023202220212020201920182017201620152014
UNP
Union Pacific Corporation
2.49%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
CP
Canadian Pacific Railway Limited
0.75%0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.98%0.85%0.65%

Drawdowns

UNP vs. CP - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.48%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.33%
-20.00%
UNP
CP

Volatility

UNP vs. CP - Volatility Comparison

Union Pacific Corporation (UNP) and Canadian Pacific Railway Limited (CP) have volatilities of 12.17% and 12.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.17%
12.15%
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