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.
Performance
UPS vs. CNI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with UPS having a -11.70% return and CNI slightly lower at -12.00%. Over the past 10 years, UPS has underperformed CNI with an annualized return of 5.67%, while CNI has yielded a comparatively higher 6.28% annualized return.
UPS
-11.70%
-1.30%
-9.02%
-5.50%
4.94%
5.67%
CNI
-12.00%
-4.15%
-13.60%
-3.66%
5.50%
6.28%
Fundamentals
| UPS | CNI | |
|---|---|---|
| Market Cap | $111.06B | $70.29B |
| EPS | $6.62 | $6.07 |
| PE Ratio | 19.66 | 18.38 |
| PEG Ratio | 1.67 | 3.38 |
| Total Revenue (TTM) | $90.60B | $18.64B |
| Gross Profit (TTM) | $15.88B | $7.96B |
| EBITDA (TTM) | $11.81B | $8.91B |
Key characteristics
| UPS | CNI | |
|---|---|---|
| Sharpe Ratio | -0.22 | -0.15 |
| Sortino Ratio | -0.11 | -0.09 |
| Omega Ratio | 0.98 | 0.99 |
| Calmar Ratio | -0.14 | -0.15 |
| Martin Ratio | -0.46 | -0.31 |
| Ulcer Index | 12.34% | 8.70% |
| Daily Std Dev | 26.19% | 17.99% |
| Max Drawdown | -51.69% | -46.86% |
| Current Drawdown | -35.75% | -17.18% |
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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.
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 3.65%, more than CNI's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 3.65% | 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 | 2.25% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 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) has a higher volatility of 7.62% compared to Canadian National Railway Company (CNI) at 5.12%. This indicates that UPS'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.
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