UPS vs. CNI
Compare and contrast key facts about United Parcel Service, Inc. (UPS) and Canadian National Railway Company (CNI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPS or CNI.
Key characteristics
| UPS | CNI | |
|---|---|---|
| YTD Return | -5.15% | -2.87% |
| 1Y Return | -15.64% | 3.41% |
| 3Y Return (Ann) | -7.28% | 6.08% |
| 5Y Return (Ann) | 10.49% | 7.64% |
| 10Y Return (Ann) | 7.43% | 9.54% |
| Sharpe Ratio | -0.61 | 0.21 |
| Daily Std Dev | 23.64% | 18.34% |
| Max Drawdown | -51.69% | -46.86% |
| Current Drawdown | -30.98% | -8.57% |
Fundamentals
| UPS | CNI | |
|---|---|---|
| Market Cap | $125.91B | $79.76B |
| EPS | $6.91 | $6.15 |
| PE Ratio | 21.36 | 20.36 |
| PEG Ratio | 1.79 | 3.61 |
| Revenue (TTM) | $89.74B | $16.76B |
| Gross Profit (TTM) | $25.09B | $9.62B |
| EBITDA (TTM) | $12.41B | $8.79B |
Correlation
The correlation between UPS and CNI 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
UPS vs. CNI - Performance Comparison
In the year-to-date period, UPS achieves a -5.15% return, which is significantly lower than CNI's -2.87% return. Over the past 10 years, UPS has underperformed CNI with an annualized return of 7.43%, while CNI has yielded a comparatively higher 9.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
UPS vs. CNI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.
Dividends
UPS vs. CNI - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 4.40%, more than CNI's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 4.40% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
CNI Canadian National Railway Company | 1.96% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.54% | 1.70% | 1.73% | 1.30% | 1.44% |
Drawdowns
UPS vs. CNI - Drawdown Comparison
The maximum UPS drawdown since its inception was -51.69%, which is greater than CNI's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for UPS and CNI. For additional features, visit the drawdowns tool.
Volatility
UPS vs. CNI - Volatility Comparison
United Parcel Service, Inc. (UPS) and Canadian National Railway Company (CNI) have volatilities of 6.31% and 6.56%, 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.
Financials
UPS vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between United Parcel Service, 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