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UPS vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UPS and CNI is 0.61, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in United Parcel Service, Inc. (UPS) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
172.29%
2,776.14%
UPS
CNI

Key characteristics

Sharpe Ratio

UPS:

-1.06

CNI:

-0.79

Sortino Ratio

UPS:

-1.33

CNI:

-1.09

Omega Ratio

UPS:

0.80

CNI:

0.88

Calmar Ratio

UPS:

-0.60

CNI:

-0.61

Martin Ratio

UPS:

-2.00

CNI:

-1.19

Ulcer Index

UPS:

16.46%

CNI:

14.68%

Daily Std Dev

UPS:

31.32%

CNI:

22.07%

Max Drawdown

UPS:

-54.77%

CNI:

-46.86%

Current Drawdown

UPS:

-53.84%

CNI:

-24.25%

Fundamentals

Market Cap

UPS:

$81.70B

CNI:

$61.93B

EPS

UPS:

$6.85

CNI:

$5.18

PE Ratio

UPS:

14.07

CNI:

19.05

PEG Ratio

UPS:

1.41

CNI:

1.83

PS Ratio

UPS:

0.89

CNI:

3.60

PB Ratio

UPS:

5.22

CNI:

4.06

Total Revenue (TTM)

UPS:

$90.86B

CNI:

$17.20B

Gross Profit (TTM)

UPS:

$17.38B

CNI:

$7.14B

EBITDA (TTM)

UPS:

$11.95B

CNI:

$8.77B

Returns By Period

In the year-to-date period, UPS achieves a -24.54% return, which is significantly lower than CNI's -2.44% return. Over the past 10 years, UPS has underperformed CNI with an annualized return of 2.72%, while CNI has yielded a comparatively higher 6.27% annualized return.


UPS

YTD

-24.54%

1M

-3.99%

6M

-28.03%

1Y

-32.75%

5Y*

3.84%

10Y*

2.72%

CNI

YTD

-2.44%

1M

2.01%

6M

-8.63%

1Y

-20.26%

5Y*

6.29%

10Y*

6.27%

*Annualized

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Risk-Adjusted Performance

UPS vs. CNI — Risk-Adjusted Performance Rank

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

UPS
The Risk-Adjusted Performance Rank of UPS is 66
Overall Rank
The Sharpe Ratio Rank of UPS is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of UPS is 88
Sortino Ratio Rank
The Omega Ratio Rank of UPS is 66
Omega Ratio Rank
The Calmar Ratio Rank of UPS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of UPS is 11
Martin Ratio Rank

CNI
The Risk-Adjusted Performance Rank of CNI is 1313
Overall Rank
The Sharpe Ratio Rank of CNI is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1414
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 1919
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.

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.


The current UPS Sharpe Ratio is -1.06, which is lower than the CNI Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of UPS and CNI, 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-1.00-0.500.00December2025FebruaryMarchAprilMay
-1.06
-0.79
UPS
CNI

Dividends

UPS vs. CNI - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.96%, more than CNI's 2.50% yield.


TTM20242023202220212020201920182017201620152014
UPS
United Parcel Service, Inc.
6.96%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
CNI
Canadian National Railway Company
2.50%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.54%1.70%1.73%1.30%

Drawdowns

UPS vs. CNI - Drawdown Comparison

The maximum UPS drawdown since its inception was -54.77%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-53.84%
-24.25%
UPS
CNI

Volatility

UPS vs. CNI - Volatility Comparison

United Parcel Service, Inc. (UPS) has a higher volatility of 11.67% compared to Canadian National Railway Company (CNI) at 10.97%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.67%
10.97%
UPS
CNI

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.


Quarterly
Annual

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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
21.55B
4.40B
(UPS) Total Revenue
(CNI) Total Revenue
Values in USD except per share items

UPS vs. CNI - Profitability Comparison

The chart below illustrates the profitability comparison between United Parcel Service, Inc. and Canadian National Railway Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
21.5%
40.4%
(UPS) Gross Margin
(CNI) Gross Margin
UPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported a gross profit of 4.63B and revenue of 21.55B. Therefore, the gross margin over that period was 21.5%.

CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a gross profit of 1.78B and revenue of 4.40B. Therefore, the gross margin over that period was 40.4%.

UPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported an operating income of 1.67B and revenue of 21.55B, resulting in an operating margin of 7.7%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported an operating income of 1.61B and revenue of 4.40B, resulting in an operating margin of 36.6%.

UPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, United Parcel Service, Inc. reported a net income of 1.19B and revenue of 21.55B, resulting in a net margin of 5.5%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Canadian National Railway Company reported a net income of 1.16B and revenue of 4.40B, resulting in a net margin of 26.4%.