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

Correlation

The correlation between WCN and CNI is 0.42, 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.


-0.50.00.51.00.4

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.78%
-13.78%
WCN
CNI

Key characteristics

Sharpe Ratio

WCN:

1.34

CNI:

-0.91

Sortino Ratio

WCN:

2.02

CNI:

-1.21

Omega Ratio

WCN:

1.24

CNI:

0.86

Calmar Ratio

WCN:

2.00

CNI:

-0.71

Martin Ratio

WCN:

7.04

CNI:

-1.59

Ulcer Index

WCN:

2.73%

CNI:

10.32%

Daily Std Dev

WCN:

14.33%

CNI:

18.00%

Max Drawdown

WCN:

-31.59%

CNI:

-46.86%

Current Drawdown

WCN:

-9.62%

CNI:

-23.03%

Fundamentals

Market Cap

WCN:

$45.48B

CNI:

$64.86B

EPS

WCN:

$3.65

CNI:

$5.94

PE Ratio

WCN:

48.29

CNI:

17.33

PEG Ratio

WCN:

2.09

CNI:

3.38

Total Revenue (TTM)

WCN:

$8.74B

CNI:

$18.64B

Gross Profit (TTM)

WCN:

$2.84B

CNI:

$7.96B

EBITDA (TTM)

WCN:

$2.61B

CNI:

$8.45B

Returns By Period

In the year-to-date period, WCN achieves a 17.80% return, which is significantly higher than CNI's -18.23% return. Over the past 10 years, WCN has outperformed CNI with an annualized return of 16.73%, while CNI has yielded a comparatively lower 6.10% annualized return.


WCN

YTD

17.80%

1M

-6.10%

6M

1.27%

1Y

19.35%

5Y*

14.88%

10Y*

16.73%

CNI

YTD

-18.23%

1M

-5.17%

6M

-13.78%

1Y

-15.93%

5Y*

4.26%

10Y*

6.10%

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Risk-Adjusted Performance

WCN vs. CNI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WCN, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.35-0.91
The chart of Sortino ratio for WCN, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03-1.21
The chart of Omega ratio for WCN, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.86
The chart of Calmar ratio for WCN, currently valued at 2.01, compared to the broader market0.002.004.006.002.01-0.71
The chart of Martin ratio for WCN, currently valued at 6.91, compared to the broader market0.0010.0020.006.91-1.59
WCN
CNI

The current WCN Sharpe Ratio is 1.34, which is higher than the CNI Sharpe Ratio of -0.91. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.35
-0.91
WCN
CNI

Dividends

WCN vs. CNI - Dividend Comparison

WCN's dividend yield for the trailing twelve months is around 0.67%, less than CNI's 2.46% yield.


TTM20232022202120202019201820172016201520142013
WCN
Waste Connections, Inc.
0.67%0.70%0.71%0.62%0.74%0.73%0.78%0.70%1.64%3.25%2.61%3.06%
CNI
Canadian National Railway Company
2.46%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%

Drawdowns

WCN vs. CNI - Drawdown Comparison

The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum CNI drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for WCN and CNI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.62%
-23.03%
WCN
CNI

Volatility

WCN vs. CNI - Volatility Comparison

The current volatility for Waste Connections, Inc. (WCN) is 4.24%, while Canadian National Railway Company (CNI) has a volatility of 5.39%. This indicates that WCN experiences smaller price fluctuations and is considered to be less risky than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
5.39%
WCN
CNI

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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