Canadian National Railway Company

10-Year Study

CNI.US · Industrials · US · Common Stock

Executive Summary: Canadian National Railway Company has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 27.0% and an annualized volatility of 50.6%.

1Y CAGR
+6.4%
3Y CAGR
+1.0%
5Y CAGR
+1.3%
10Y CAGR
+8.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +24.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -17.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.716.6-8.46.0————————10.2%
20253.0-3.0-3.3-0.78.4-0.2-10.23.6-1.91.7-0.03.8-0.1%
2024-1.34.62.0-7.84.9-6.8-2.01.8-0.0-7.93.5-8.6-17.5%
20230.2-4.44.11.1-5.57.90.1-7.1-3.3-2.49.68.97.8%
2022-0.91.98.7-12.3-3.3-0.712.6-6.1-8.79.78.4-7.0-1.4%
2021-7.98.16.5-7.24.6-5.82.98.3-1.314.9-4.8-2.613.7%
20203.3-9.1-8.16.83.83.410.46.92.2-6.67.63.023.7%
201912.72.84.73.7-4.54.92.3-2.6-2.1-0.51.9-0.224.3%
2018-2.9-3.4-5.05.78.0-1.79.1-0.31.4-4.80.4-13.3-8.6%
20173.10.46.4-2.27.15.1-2.52.52.7-2.8-3.16.224.4%
2016———-1.4-3.70.17.01.72.2-3.96.31.39.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 50.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.4% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019855.906781571326
2016-05-019492.48515044149
2016-06-019501.733010428889
2016-07-0110169.389968769205
2016-08-0110346.370889278069
2016-09-0110568.878253849904
2016-10-0110160.026510531963
2016-11-0110799.978421660031
2016-12-0110937.655937222444
2017-01-0111281.69559512869
2017-02-0111322.251314448433
2017-03-0112048.574384583817
2017-04-0111781.311230947964
2017-05-0112618.974682056647
2017-06-0113260.564235057482
2017-07-0112928.431196885012
2017-08-0113250.757650195843
2017-09-0113611.578320704226
2017-10-0113223.861790732488
2017-11-0112811.484300794353
2017-12-0113609.150757457532
2018-01-0113216.540568242464
2018-02-0112762.894503110556
2018-03-0112121.343482859667
2018-04-0112809.210868547452
2018-05-0113836.86004327228
2018-06-0113607.744312084447
2018-07-0114839.50146328118
2018-08-0114799.562267960595
2018-09-0115007.58131855217
2018-10-0114285.612449160853
2018-11-0114342.448255333413
2018-12-0112437.793691803507
2019-01-0114017.058448401758
2019-02-0114413.1365851121
2019-03-0115087.055115318886
2019-04-0115643.448758185801
2019-05-0114936.989320648352
2019-06-0115661.694015285942
2019-07-0116022.418353919455
2019-08-0115604.106820489405
2019-09-0115284.207930425266
2019-10-0115200.861592288826
2019-11-0115493.421496265213
2019-12-0115455.582335816769
2020-01-0115966.48806737066
2020-02-0114508.929001481585
2020-03-0113331.36816308601
2020-04-0114231.242738984933
2020-05-0114775.614163868226
2020-06-0115282.050096428206
2020-07-0116872.89394438568
2020-08-0118044.443673789447
2020-09-0118448.49808973892
2020-10-0117233.733881269036
2020-11-0118550.74474172461
2020-12-0119114.633004456315
2021-01-0117604.26480476419
2021-02-0119022.424133831948
2021-03-0120268.20720600957
2021-04-0118812.478445742996
2021-05-0119672.27896169652
2021-06-0118525.236061259366
2021-07-0119071.225861640454
2021-08-0120651.28053961263
2021-09-0120385.154102100227
2021-10-0123427.507374205023
2021-11-0122309.98056022765
2021-12-0121736.17011438447
2022-01-0121534.48970115926
2022-02-0121936.097287487068
2022-03-0123842.081230890166
2022-04-0120905.808619390835
2022-05-0120223.278019570782
2022-06-0120091.207019125733
2022-07-0122629.62898741713
2022-08-0121241.621535183294
2022-09-0119383.630131839804
2022-10-0121259.34660015914
2022-11-0123052.50665171596
2022-12-0121430.027416051587
2023-01-0121467.885842875006
2023-02-0120530.499634902193
2023-03-0121370.14752263317
2023-04-0121605.640423937315
2023-05-0120420.91249405151
2023-06-0122043.295397841008
2023-07-0122072.426156801317
2023-08-0120502.967985064704
2023-09-0119828.625594608497
2023-10-0119361.87839449444
2023-11-0121223.37627808315
2023-12-0123109.747051762966
2024-01-0122817.264213286475
2024-02-0123856.588811245398
2024-03-0124345.0299495799
2024-04-0122446.733289791326
2024-05-0123535.43760680797
2024-06-0121941.99279822904
2024-07-0121499.92582445635
2024-08-0121884.42486980747
2024-09-0121876.679787068024
2024-10-0120153.052082791466
2024-11-0120857.06469070725
2024-12-0119062.4596610274
2025-01-0119625.808465259834
2025-02-0119034.272954440803
2025-03-0118414.31954053549
2025-04-0118293.403771200235
2025-05-0119827.604476734887
2025-06-0119779.72753492512
2025-07-0117766.39135016829
2025-08-0118399.484431805704
2025-09-0118047.988686784618
2025-10-0118356.135088114763
2025-11-0118352.30107949499
2025-12-0119044.811661551445
2026-01-0118538.10599974183
2026-02-0121614.946083049635
2026-03-0119800.053560522425
2026-04-0120992.64217139752
Annual Return Matrix
YearAnnual Return
20170.24424747272800928
2018-0.08607128295732525
20190.2426305435506606
20200.23674621823598696
20210.1371481790582627
2022-0.01408448207397317
20230.07838159061118288
2024-0.17513334878439601
2025-0.0009257986529427331
20260.10227617602427919
Total Factor Risk
0.5062573743750478
VTI.US Exposure
-0.04156365765725225
VEA.US Exposure
0.03619580900389776
VWO.US Exposure
-0.0018054566482653784
QQQ.US Exposure
0.011255526961896398
VTV.US Exposure
-0.008687651004512891
IJR.US Exposure
0.03142765005521886
QUAL.US Exposure
0.038688476982045514
SHV.US Exposure
0.8336117858557635
TLT.US Exposure
-0.0009187904894760635
LQD.US Exposure
-0.007426858678561708
HYG.US Exposure
0.01973165127848938
GLD.US Exposure
0.011325383821177353
USO.US Exposure
0.0005386876421029781
VNQ.US Exposure
0.01067059959880031
BTC-USD.CC Exposure
0.006626309695937168
CPER.US Exposure
-0.0019989121221499835
VIX.INDX Exposure
0.0012264775048976414
UUP.US Exposure
0.004396494554780528
TIP.US Exposure
0.006874212180404858
Idiosyncratic Exposure
0.04983226146480623
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.44%
Market Cap$63.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$130
Avg Yield on Cost
1.30%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$129.861.30%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian National Railway Company a high-risk investment?

Canadian National Railway Company (CNI.US) has an annualized volatility of 50.6% and experienced a maximum drawdown of 27.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CNI.US?

Over the past 10 years, CNI.US has generated a Compound Annual Growth Rate (CAGR) of 8.3%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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