Canadian National Railway Co

10-Year Study

CNR.TO · Industrials · CA · Common Stock

Executive Summary: Canadian National Railway Co has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 25.4% and an annualized volatility of 52.1%.

1Y CAGR
+5.9%
3Y CAGR
+1.2%
5Y CAGR
+4.2%
10Y CAGR
+8.8%

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 →
25.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +21.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -10.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.516.9-6.54.2————————9.9%
20254.0-3.4-3.9-4.78.1-1.0-8.82.8-0.62.5-0.52.1-4.6%
20240.15.51.9-6.33.8-6.4-1.1-0.70.3-5.14.0-6.1-10.5%
2023-1.5-1.93.11.3-5.25.3-0.4-4.8-2.8-0.27.36.35.7%
2022-0.31.57.1-9.9-4.81.212.0-3.7-4.08.27.0-6.55.5%
2021-7.47.25.4-9.31.6-2.33.69.5-0.712.1-1.6-3.612.9%
20205.3-8.0-2.84.63.01.88.94.83.9-6.72.83.321.3%
20198.43.06.44.0-3.71.63.1-1.9-2.5-1.02.4-2.218.3%
2018-4.90.7-4.75.39.2-0.28.0-0.10.3-2.91.4-11.1-0.8%
20170.12.16.70.56.10.9-6.42.72.60.4-3.03.316.6%
2016———-4.80.6-1.48.51.82.2-1.76.51.012.9%

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 52.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019519.467794796235
2016-05-019579.841897819093
2016-06-019445.693694441521
2016-07-0110248.003711680678
2016-08-0110433.721152577646
2016-09-0110665.87907095328
2016-10-0110486.787513692752
2016-11-0111169.579634375737
2016-12-0111285.021204309938
2017-01-0111295.01191028524
2017-02-0111534.803676698384
2017-03-0112311.499539745668
2017-04-0112375.460810195857
2017-05-0113135.5252606255
2017-06-0113248.609972621907
2017-07-0112404.98823794482
2017-08-0112744.95387821715
2017-09-0113071.34164508684
2017-10-0113125.712430720978
2017-11-0112733.747685758204
2017-12-0113158.663972832395
2018-01-0112515.019410726223
2018-02-0112603.883331085177
2018-03-0112011.259555280178
2018-04-0112650.353454575637
2018-05-0113808.623135451146
2018-06-0113774.960089056618
2018-07-0114875.375577911944
2018-08-0114867.682437850843
2018-09-0114906.711412380471
2018-10-0114474.56149842802
2018-11-0114682.91366933135
2018-12-0113057.837886713696
2019-01-0114160.743640559896
2019-02-0114583.051078596025
2019-03-0115521.391820961806
2019-04-0116145.470015282519
2019-05-0115546.042479770302
2019-06-0115794.37229758074
2019-07-0116279.14388247135
2019-08-0115976.813854174234
2019-09-0115569.996457301591
2019-10-0115418.164407887618
2019-11-0115785.952830230632
2019-12-0115445.972366952405
2020-01-0116261.20804533468
2020-02-0114962.090162415676
2020-03-0114540.06436149161
2020-04-0115211.368652603587
2020-05-0115672.556835110365
2020-06-0115947.093727348594
2020-07-0117371.718001206595
2020-08-0118197.552128805994
2020-09-0118908.982296884056
2020-10-0117647.58896397565
2020-11-0118134.272716627114
2020-12-0118736.990959448704
2021-01-0117341.834821316075
2021-02-0118599.092535578922
2021-03-0119610.99985621684
2021-04-0117794.321899360682
2021-05-0118086.112770464275
2021-06-0117668.267057203462
2021-07-0118312.652769604538
2021-08-0120047.19645077947
2021-09-0119907.074576024974
2021-10-0122307.645558212167
2021-11-0121952.293637817642
2021-12-0121151.48074417419
2022-01-0121090.232083803345
2022-02-0121404.672507919193
2022-03-0122934.79211475378
2022-04-0120661.83239034311
2022-05-0119668.942986272414
2022-06-0119901.4863028014
2022-07-0122298.633170626137
2022-08-0121468.426256286806
2022-09-0120603.592800169576
2022-10-0122291.325428718388
2022-11-0123850.61671116039
2022-12-0122309.45396493173
2023-01-0121968.24319216397
2023-02-0121556.282212244692
2023-03-0122227.705087403854
2023-04-0122510.66144699219
2023-05-0121334.24840689744
2023-06-0122473.870746353172
2023-07-0122392.625851025823
2023-08-0121322.301064143594
2023-09-0120716.040122912367
2023-10-0120665.34544274095
2023-11-0122176.550894049604
2023-12-0123573.69331497257
2024-01-0123606.244635924744
2024-02-0124907.007872498434
2024-03-0125368.37393107599
2024-04-0123764.09482573333
2024-05-0124675.739334476682
2024-06-0123104.60447032212
2024-07-0122843.067354256502
2024-08-0122694.422251110616
2024-09-0122755.685734487353
2024-10-0121603.31560995928
2024-11-0122463.998624425058
2024-12-0121091.714384393155
2025-01-0121936.996295730827
2025-02-0121194.304408213724
2025-03-0120359.339308981114
2025-04-0119409.999896238958
2025-05-0120972.8487000965
2025-06-0120756.521752020006
2025-07-0118926.473443843784
2025-08-0119448.71758764473
2025-09-0119326.87247916256
2025-10-0119805.477693599576
2025-11-0119708.298066931802
2025-12-0120122.230506635522
2026-01-0119416.655425887195
2026-02-0122689.575128181943
2026-03-0121223.579844862423
2026-04-0122109.995597567246
Annual Return Matrix
YearAnnual Return
20170.1660291757189507
2018-0.007662334590112452
20190.1828889668379654
20200.21306645605152275
20210.12886219510651498
20220.05474667399238631
20230.05666832330491367
2024-0.10528595996466172
2025-0.0459651529548023
20260.09878453038674029
Total Factor Risk
0.5211198465016814
VTI.US Exposure
-0.026917965604786636
VEA.US Exposure
0.03235969352294255
VWO.US Exposure
0.00019274427226327747
QQQ.US Exposure
0.002288517661745376
VTV.US Exposure
-0.013259198445618849
IJR.US Exposure
0.023783652022599844
QUAL.US Exposure
0.03780806747130077
SHV.US Exposure
0.8561041063428508
TLT.US Exposure
0.000115798600649048
LQD.US Exposure
-0.0037998459552567587
HYG.US Exposure
0.019408423101615137
GLD.US Exposure
0.007445988711302383
USO.US Exposure
0.0017484921583290607
VNQ.US Exposure
0.006264155697444259
BTC-USD.CC Exposure
0.005946938440710305
CPER.US Exposure
-0.0016467146244864015
VIX.INDX Exposure
-0.0012236663600365767
UUP.US Exposure
-0.002346093858914103
TIP.US Exposure
0.005919827095085617
Idiosyncratic Exposure
0.049807079750260996
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.1%

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 →2.48%
Market Cap$88.6B
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
$267
Avg Yield on Cost
1.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$131.631.32%Solid
2026$135.631.36%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 →
+2.5%
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 →
+9.6%
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 →
3.5% 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 Co a high-risk investment?

Canadian National Railway Co (CNR.TO) has an annualized volatility of 52.1% and experienced a maximum drawdown of 25.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CNR.TO?

Over the past 10 years, CNR.TO has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 70% 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.

Run a Full Backtest on Canadian National Railway Co

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest