Canadian Pacific Railway Ltd

10-Year Study

CP.TO · Industrials · CA · Common Stock

Executive Summary: Canadian Pacific Railway Ltd has compounded at 13.6% annually over the last 10 years, with a maximum drawdown of 15.6% and an annualized volatility of 28.4%.

1Y CAGR
-1.5%
3Y CAGR
+2.8%
5Y CAGR
+3.4%
10Y CAGR
+13.6%

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 →
15.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +38.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -2.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.218.0-8.30.3————————8.7%
202511.0-2.4-10.2-0.911.9-3.3-5.82.7-0.7-2.60.30.0-2.1%
20243.26.53.8-9.60.5-0.57.5-3.43.6-7.1-0.3-2.7-0.0%
20234.0-1.30.62.6-3.13.61.4-1.1-5.7-2.5-0.87.54.6%
2022-0.0-1.915.8-8.9-4.0-0.212.3-2.6-5.910.18.4-8.212.0%
2021-2.75.66.1-4.45.8-1.6-2.8-6.4-4.415.8-6.72.03.9%
20206.2-5.4-6.41.99.10.36.74.85.2-1.75.45.534.7%
201911.21.01.59.0-1.34.42.21.7-7.91.75.05.538.1%
2018-0.80.8-0.83.16.7-3.47.16.4-0.2-1.24.1-13.66.6%
20172.7-0.70.27.12.2-2.1-6.5-0.58.16.70.92.021.1%
2016———4.9-6.2-1.717.62.7-0.1-4.27.2-6.611.9%

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 28.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.9% of variance. Idiosyncratic stock-specific factors contribute 15.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110491.45725776548
2016-05-019835.990758435779
2016-06-019669.889804805234
2016-07-0111372.131422902978
2016-08-0111676.760762017044
2016-09-0111668.457298965868
2016-10-0111175.954185167226
2016-11-0111985.541832656696
2016-12-0111194.462667693508
2017-01-0111501.278796695096
2017-02-0111420.621111713272
2017-03-0111444.865956118416
2017-04-0112253.946521894837
2017-05-0112521.115199457423
2017-06-0112256.925626958999
2017-07-0111466.226773280596
2017-08-0111414.536131156685
2017-09-0112344.65076331644
2017-10-0113175.18722407624
2017-11-0113300.056095914506
2017-12-0113560.315785136801
2018-01-0113446.919637056264
2018-02-0113550.839695624201
2018-03-0113448.028878303558
2018-04-0113867.100221531324
2018-05-0114798.165631903044
2018-06-0114298.626759335848
2018-07-0115311.142169866034
2018-08-0116291.014195118705
2018-09-0116254.662774814518
2018-10-0116060.704019573353
2018-11-0116717.50160839981
2018-12-0114450.434347179833
2019-01-0116065.236062383728
2019-02-0116220.941840896774
2019-03-0116464.37275576726
2019-04-0117949.139704181205
2019-05-0117715.31164925158
2019-06-0118493.14330446137
2019-07-0118893.674472555787
2019-08-0119221.02741093585
2019-09-0117703.426921601997
2019-10-0118009.48242803401
2019-11-0118915.03528971797
2019-12-0119954.14079757615
2020-01-0121191.071558737494
2020-02-0120053.021731620665
2020-03-0118771.689627960484
2020-04-0119122.875406853844
2020-05-0120860.105663151957
2020-06-0120925.297355885792
2020-07-0122322.053934478707
2020-08-0123383.72457856756
2020-09-0124603.287791056977
2020-10-0124183.582595687905
2020-11-0125485.261353084163
2020-12-0126876.535110654735
2021-01-0126152.771043098775
2021-02-0127606.384158767283
2021-03-0129280.260893541366
2021-04-0127981.56124120926
2021-05-0129603.557178217037
2021-06-0129131.81272204633
2021-07-0128312.748985044254
2021-08-0126494.322269444212
2021-09-0125336.147636840753
2021-10-0129342.88548510289
2021-11-0127385.486687520402
2021-12-0127927.01826444945
2022-01-0127914.721532908017
2022-02-0127395.9769404591
2022-03-0131730.66988663554
2022-04-0128898.36497840149
2022-05-0127754.356941156337
2022-06-0127707.578653127584
2022-07-0131115.96007999214
2022-08-0130299.30498112705
2022-09-0128516.627526296943
2022-10-0131408.197609743573
2022-11-0134058.523568207245
2022-12-0131278.162842953625
2023-01-0132539.21167809185
2023-02-0132108.50914807103
2023-03-0132304.464537557324
2023-04-0133151.89315788306
2023-05-0132108.92115196288
2023-06-0133274.32169897728
2023-07-0133740.77348976804
2023-08-0133355.1695396015
2023-09-0131455.894983377228
2023-10-0130676.95408692014
2023-11-0130437.072744040994
2023-12-0132723.78942164161
2024-01-0133769.4236065553
2024-02-0135966.830517445196
2024-03-0137337.59915824435
2024-04-0133764.226018996545
2024-05-0133917.428081551414
2024-06-0133742.19965708599
2024-07-0136260.17728844393
2024-08-0135035.63833664521
2024-09-0136285.43629627517
2024-10-0133694.280435202876
2024-11-0133600.185084825265
2024-12-0132709.115744570267
2025-01-0136298.049953887254
2025-02-0135414.96715061277
2025-03-0131796.907435402543
2025-04-0131526.125800634483
2025-05-0135291.746294341916
2025-06-0134132.90611699009
2025-07-0132151.420938037783
2025-08-0133006.48747666632
2025-09-0132775.79698983618
2025-10-0131915.691326684224
2025-11-0132010.547299631417
2025-12-0132025.379439738088
2026-01-0132079.256871749523
2026-02-0137853.6498790927
2026-03-0134693.896954657386
2026-04-0134811.159600799925
Annual Return Matrix
YearAnnual Return
20170.2113413736481511
20180.06564143314558146
20190.3808678907613894
20200.3469151783232609
20210.039085512677497825
20220.11999650470276357
20230.046218397990521964
2024-0.000448410081188233
2025-0.02090353986245186
20260.08698664027709069
Total Factor Risk
0.2840165393782891
VTI.US Exposure
-0.0773407276196087
VEA.US Exposure
0.07066000512818726
VWO.US Exposure
-0.028771602968722707
QQQ.US Exposure
0.01611286404410079
VTV.US Exposure
0.016487946654316913
IJR.US Exposure
0.0831693031938797
QUAL.US Exposure
0.12353741591299978
SHV.US Exposure
0.5886776171481165
TLT.US Exposure
0.004249351395502087
LQD.US Exposure
-0.00965243954122674
HYG.US Exposure
0.012633931460072606
GLD.US Exposure
0.02561435260027569
USO.US Exposure
-0.0007014684787706672
VNQ.US Exposure
-0.011685195453370736
BTC-USD.CC Exposure
-0.00031358484618464357
CPER.US Exposure
0.007726299877752237
VIX.INDX Exposure
-0.011962833484471419
UUP.US Exposure
0.019915499604375882
TIP.US Exposure
0.01216266053674896
Idiosyncratic Exposure
0.15948060483602697
Value Score
40.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →24.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.81%
Market Cap$98.6B
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
$145
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$72.260.72%Solid
2026$72.260.72%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 →
+4.1%
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 →
10.1% 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 →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Canadian Pacific Railway Ltd a high-risk investment?

Canadian Pacific Railway Ltd (CP.TO) has an annualized volatility of 28.4% and experienced a maximum drawdown of 15.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CP.TO has generated a Compound Annual Growth Rate (CAGR) of 13.6%. It has had a positive return in 80% 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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