XCG.TO vs. CNR.TO
Compare and contrast key facts about iShares Canadian Growth Index ETF (XCG.TO) and Canadian National Railway Company (CNR.TO).
XCG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Nov 6, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCG.TO or CNR.TO.
Key characteristics
| XCG.TO | CNR.TO | |
|---|---|---|
| YTD Return | 5.51% | 3.98% |
| 1Y Return | 12.55% | 9.73% |
| 3Y Return (Ann) | 5.97% | 11.69% |
| 5Y Return (Ann) | 8.02% | 8.42% |
| 10Y Return (Ann) | 8.12% | 12.37% |
| Sharpe Ratio | 0.97 | 0.54 |
| Daily Std Dev | 12.40% | 16.23% |
| Max Drawdown | -52.64% | -37.85% |
| Current Drawdown | -2.83% | -4.07% |
Correlation
The correlation between XCG.TO and CNR.TO is 0.60, 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
XCG.TO vs. CNR.TO - Performance Comparison
In the year-to-date period, XCG.TO achieves a 5.51% return, which is significantly higher than CNR.TO's 3.98% return. Over the past 10 years, XCG.TO has underperformed CNR.TO with an annualized return of 8.12%, while CNR.TO has yielded a comparatively higher 12.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XCG.TO vs. CNR.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Growth Index ETF (XCG.TO) and Canadian National Railway Company (CNR.TO). 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
XCG.TO vs. CNR.TO - Dividend Comparison
XCG.TO's dividend yield for the trailing twelve months is around 1.34%, less than CNR.TO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCG.TO iShares Canadian Growth Index ETF | 1.34% | 1.43% | 1.71% | 1.57% | 1.83% | 1.65% | 1.79% | 1.11% | 1.05% | 0.78% | 0.92% | 1.50% |
CNR.TO Canadian National Railway Company | 1.38% | 1.40% | 1.40% | 1.26% | 1.24% | 1.38% | 1.38% | 1.23% | 1.27% | 1.24% | 1.12% | 0.85% |
Drawdowns
XCG.TO vs. CNR.TO - Drawdown Comparison
The maximum XCG.TO drawdown since its inception was -52.64%, which is greater than CNR.TO's maximum drawdown of -37.85%. Use the drawdown chart below to compare losses from any high point for XCG.TO and CNR.TO. For additional features, visit the drawdowns tool.
Volatility
XCG.TO vs. CNR.TO - Volatility Comparison
The current volatility for iShares Canadian Growth Index ETF (XCG.TO) is 4.61%, while Canadian National Railway Company (CNR.TO) has a volatility of 7.12%. This indicates that XCG.TO experiences smaller price fluctuations and is considered to be less risky than CNR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.