PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IPI vs. NTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IPINTR
YTD Return14.69%-13.88%
1Y Return49.81%-9.83%
3Y Return (Ann)-14.83%-8.93%
5Y Return (Ann)2.61%2.61%
Sharpe Ratio0.99-0.31
Sortino Ratio1.79-0.27
Omega Ratio1.230.97
Calmar Ratio0.51-0.15
Martin Ratio3.20-0.64
Ulcer Index15.60%13.41%
Daily Std Dev50.50%27.99%
Max Drawdown-99.06%-57.51%
Current Drawdown-96.13%-55.38%

Fundamentals


IPINTR
Market Cap$365.15M$24.17B
EPS-$3.38$1.48
PEG Ratio0.341.15
Total Revenue (TTM)$255.55M$25.67B
Gross Profit (TTM)$25.88M$7.35B
EBITDA (TTM)$2.22M$3.19B

Correlation

-0.50.00.51.00.6

The correlation between IPI and NTR is 0.59, 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

IPI vs. NTR - Performance Comparison

In the year-to-date period, IPI achieves a 14.69% return, which is significantly higher than NTR's -13.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.11%
-16.49%
IPI
NTR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IPI vs. NTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrepid Potash, Inc. (IPI) 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.


IPI
Sharpe ratio
The chart of Sharpe ratio for IPI, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.99
Sortino ratio
The chart of Sortino ratio for IPI, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for IPI, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for IPI, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for IPI, currently valued at 3.20, compared to the broader market0.0010.0020.0030.003.20
NTR
Sharpe ratio
The chart of Sharpe ratio for NTR, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31
Sortino ratio
The chart of Sortino ratio for NTR, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.27
Omega ratio
The chart of Omega ratio for NTR, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for NTR, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for NTR, currently valued at -0.64, compared to the broader market0.0010.0020.0030.00-0.64

IPI vs. NTR - Sharpe Ratio Comparison

The current IPI Sharpe Ratio is 0.99, which is higher than the NTR Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of IPI and NTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.99
-0.31
IPI
NTR

Dividends

IPI vs. NTR - Dividend Comparison

IPI has not paid dividends to shareholders, while NTR's dividend yield for the trailing twelve months is around 4.58%.


TTM202320222021202020192018
IPI
Intrepid Potash, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTR
Nutrien Ltd.
4.58%3.76%2.63%2.45%3.74%3.67%3.47%

Drawdowns

IPI vs. NTR - Drawdown Comparison

The maximum IPI drawdown since its inception was -99.06%, which is greater than NTR's maximum drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for IPI and NTR. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-77.07%
-55.38%
IPI
NTR

Volatility

IPI vs. NTR - Volatility Comparison

Intrepid Potash, Inc. (IPI) has a higher volatility of 14.60% compared to Nutrien Ltd. (NTR) at 7.99%. This indicates that IPI'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.60%
7.99%
IPI
NTR

Financials

IPI vs. NTR - Financials Comparison

This section allows you to compare key financial metrics between Intrepid Potash, Inc. 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



Values in USD except per share items