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WCN vs. CNI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WCN vs. CNI - Performance Comparison

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

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WCN vs. CNI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCN
Waste Connections, Inc.
-7.17%2.92%15.72%13.47%-2.02%33.80%13.86%23.19%5.47%36.47%
CNI
Canadian National Railway Company
4.62%-0.10%-17.51%7.84%-1.86%13.70%23.66%24.26%-8.49%25.03%

Fundamentals

EPS

WCN:

$6.25

CNI:

$7.59

PE Ratio

WCN:

25.98

CNI:

13.55

PS Ratio

WCN:

2.95

CNI:

3.69

Total Revenue (TTM)

WCN:

$9.47B

CNI:

$17.31B

Gross Profit (TTM)

WCN:

$3.00B

CNI:

$7.54B

EBITDA (TTM)

WCN:

$2.67B

CNI:

$8.82B

Returns By Period

In the year-to-date period, WCN achieves a -7.17% return, which is significantly lower than CNI's 4.62% return. Over the past 10 years, WCN has outperformed CNI with an annualized return of 15.04%, while CNI has yielded a comparatively lower 7.22% annualized return.


WCN

1D
0.36%
1M
-5.63%
YTD
-7.17%
6M
-7.21%
1Y
-16.15%
3Y*
6.08%
5Y*
9.01%
10Y*
15.04%

CNI

1D
1.42%
1M
-7.82%
YTD
4.62%
6M
10.39%
1Y
8.19%
3Y*
-2.31%
5Y*
-0.74%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WCN vs. CNI — Risk / Return Rank

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

WCN
WCN Risk / Return Rank: 1414
Overall Rank
WCN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WCN Sortino Ratio Rank: 1313
Sortino Ratio Rank
WCN Omega Ratio Rank: 1313
Omega Ratio Rank
WCN Calmar Ratio Rank: 1818
Calmar Ratio Rank
WCN Martin Ratio Rank: 1616
Martin Ratio Rank

CNI
CNI Risk / Return Rank: 5151
Overall Rank
CNI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CNI Sortino Ratio Rank: 4848
Sortino Ratio Rank
CNI Omega Ratio Rank: 4646
Omega Ratio Rank
CNI Calmar Ratio Rank: 5555
Calmar Ratio Rank
CNI Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCN vs. CNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) 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.


WCNCNIDifference

Sharpe ratio

Return per unit of total volatility

-0.75

0.36

-1.11

Sortino ratio

Return per unit of downside risk

-0.90

0.68

-1.58

Omega ratio

Gain probability vs. loss probability

0.88

1.08

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.71

0.55

-1.26

Martin ratio

Return relative to average drawdown

-1.31

1.00

-2.31

WCN vs. CNI - Sharpe Ratio Comparison

The current WCN Sharpe Ratio is -0.75, which is lower than the CNI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of WCN 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.


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Sharpe Ratios by Period


WCNCNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

0.36

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.03

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.32

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

0.00

Correlation

The correlation between WCN and CNI is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WCN vs. CNI - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.82%, less than CNI's 2.53% yield.


TTM20252024202320222021202020192018201720162015
WCN
Waste Connections, Inc.
0.82%0.74%0.68%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.20%1.86%
CNI
Canadian National Railway Company
2.53%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%

Drawdowns

WCN vs. CNI - Drawdown Comparison

The maximum WCN drawdown since its inception was -68.85%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for WCN and CNI.


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Drawdown Indicators


WCNCNIDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-46.66%

-22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-21.39%

-14.84%

-6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-29.14%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

-29.15%

-2.44%

Current Drawdown

Current decline from peak

-18.15%

-18.86%

+0.71%

Average Drawdown

Average peak-to-trough decline

-8.31%

-9.49%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.59%

8.20%

+3.39%

Volatility

WCN vs. CNI - Volatility Comparison

Waste Connections, Inc. (WCN) and Canadian National Railway Company (CNI) have volatilities of 6.88% and 6.96%, 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.


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Volatility by Period


WCNCNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

6.96%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

15.97%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

22.96%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

22.39%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

22.61%

-2.99%

Financials

WCN vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between Waste Connections, 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


1.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.37B
4.46B
(WCN) Total Revenue
(CNI) Total Revenue
Values in USD except per share items

WCN vs. CNI - Profitability Comparison

The chart below illustrates the profitability comparison between Waste Connections, 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

0.0%10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
46.3%
Portfolio components
WCN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Waste Connections, Inc. reported a gross profit of 0.00 and revenue of 2.37B. Therefore, the gross margin over that period was 0.0%.

CNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a gross profit of 2.07B and revenue of 4.46B. Therefore, the gross margin over that period was 46.3%.

WCN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Waste Connections, Inc. reported an operating income of 420.83M and revenue of 2.37B, resulting in an operating margin of 17.7%.

CNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported an operating income of 1.73B and revenue of 4.46B, resulting in an operating margin of 38.8%.

WCN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Waste Connections, Inc. reported a net income of 258.50M and revenue of 2.37B, resulting in a net margin of 10.9%.

CNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Canadian National Railway Company reported a net income of 1.25B and revenue of 4.46B, resulting in a net margin of 28.0%.