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CNQ vs. NTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNQ vs. NTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Natural Resources Limited (CNQ) and Nutrien Ltd. (NTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNQ achieves a 37.99% return, which is significantly higher than NTR's 9.80% return.


CNQ

1D
1.29%
1M
3.95%
YTD
37.99%
6M
38.89%
1Y
53.83%
3Y*
23.71%
5Y*
26.79%
10Y*
18.22%

NTR

1D
0.12%
1M
-1.54%
YTD
9.80%
6M
15.63%
1Y
16.58%
3Y*
8.74%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNQ vs. NTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CNQ
Canadian Natural Resources Limited
37.99%15.58%-1.31%23.72%42.82%83.55%-19.06%39.72%-31.49%
NTR
Nutrien Ltd.
9.80%43.33%-16.97%-20.19%0.23%60.78%5.60%5.57%-11.36%

Correlation

The correlation between CNQ and NTR is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2018

0.52

The correlation between CNQ and NTR has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap

CNQ:

$97.03B

NTR:

$32.41B

EPS

CNQ:

$4.65

NTR:

$4.93

PE Ratio

CNQ:

9.95

NTR:

13.65

PEG Ratio

CNQ:

0.48

NTR:

0.20

PS Ratio

CNQ:

2.37

NTR:

1.17

PB Ratio

CNQ:

2.17

NTR:

1.28

Total Revenue (TTM)

CNQ:

$40.74B

NTR:

$27.76B

Gross Profit (TTM)

CNQ:

$12.53B

NTR:

$8.66B

EBITDA (TTM)

CNQ:

$22.99B

NTR:

$6.33B

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Return for Risk

CNQ vs. NTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNQ
CNQ Risk / Return Rank: 8585
Overall Rank
CNQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CNQ Sortino Ratio Rank: 8181
Sortino Ratio Rank
CNQ Omega Ratio Rank: 8181
Omega Ratio Rank
CNQ Calmar Ratio Rank: 8888
Calmar Ratio Rank
CNQ Martin Ratio Rank: 8686
Martin Ratio Rank

NTR
NTR Risk / Return Rank: 5858
Overall Rank
NTR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NTR Sortino Ratio Rank: 5454
Sortino Ratio Rank
NTR Omega Ratio Rank: 5353
Omega Ratio Rank
NTR Calmar Ratio Rank: 6161
Calmar Ratio Rank
NTR Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNQ vs. NTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ) and Nutrien Ltd. (NTR). 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.


CNQNTRDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.30

1.11

+0.19

Calmar ratioReturn relative to maximum drawdown

3.82

0.86

+2.96

Martin ratioReturn relative to average drawdown

8.73

2.06

+6.68

CNQ vs. NTR - Sharpe Ratio Comparison

The current CNQ Sharpe Ratio is 1.87, which is higher than the NTR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CNQ and NTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNQNTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.53

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.13

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.18

+0.23

Drawdowns

CNQ vs. NTR - Drawdown Comparison

The maximum CNQ drawdown since its inception was -80.75%, which is greater than NTR's maximum drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for CNQ and NTR.


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Drawdown Indicators


CNQNTRDifference

Max Drawdown

Largest peak-to-trough decline

-80.75%

-57.80%

-22.95%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-19.36%

+5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-32.82%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.85%

-57.80%

+21.95%

Max Drawdown (10Y)

Largest decline over 10 years

-77.84%

Current Drawdown

Current decline from peak

-7.60%

-31.68%

+24.08%

Average Drawdown

Average peak-to-trough decline

-23.52%

-26.17%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

8.08%

-1.90%

Volatility

CNQ vs. NTR - Volatility Comparison

Canadian Natural Resources Limited (CNQ) has a higher volatility of 8.80% compared to Nutrien Ltd. (NTR) at 6.83%. This indicates that CNQ's price experiences larger fluctuations and is considered to be riskier than NTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNQNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

6.83%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

23.90%

25.59%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

28.96%

31.67%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.84%

34.18%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.26%

33.97%

+6.29%

Dividends

CNQ vs. NTR - Dividend Comparison

CNQ's dividend yield for the trailing twelve months is around 3.76%, more than NTR's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQ
Canadian Natural Resources Limited
3.76%5.01%5.02%4.17%6.31%3.78%5.26%3.49%4.56%3.08%2.94%4.21%
NTR
Nutrien Ltd.
3.25%3.53%4.83%3.76%3.51%2.45%3.74%3.67%3.47%0.00%0.00%0.00%

Financials

CNQ vs. NTR - Financials Comparison

This section allows you to compare key financial metrics between Canadian Natural Resources Limited and Nutrien Ltd.. 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


4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
10.84B
5.96B
(CNQ) Total Revenue
(NTR) Total Revenue
Values in USD except per share items

CNQ vs. NTR - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Natural Resources Limited and Nutrien Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
32.1%
27.2%
Portfolio components
CNQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a gross profit of 3.48B and revenue of 10.84B. Therefore, the gross margin over that period was 32.1%.

NTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a gross profit of 1.62B and revenue of 5.96B. Therefore, the gross margin over that period was 27.2%.

CNQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported an operating income of 2.68B and revenue of 10.84B, resulting in an operating margin of 24.7%.

NTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported an operating income of 419.11M and revenue of 5.96B, resulting in an operating margin of 7.0%.

CNQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Natural Resources Limited reported a net income of 1.35B and revenue of 10.84B, resulting in a net margin of 12.5%.

NTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a net income of 129.19M and revenue of 5.96B, resulting in a net margin of 2.2%.


Frequently Asked Questions


CNQ and NTR have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNQ has higher volatility (8.80%) compared to NTR (6.83%). In terms of maximum drawdown, CNQ dropped -80.75% vs NTR's -57.80%.

CNQ currently has the higher Sharpe Ratio (1.87 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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