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

Key characteristics


MG.TONTR.TO
YTD Return-26.56%-13.26%
1Y Return-23.70%-22.37%
3Y Return (Ann)-14.57%-4.94%
5Y Return (Ann)-2.13%1.48%
Sharpe Ratio-0.85-0.83
Daily Std Dev27.88%27.01%
Max Drawdown-78.56%-54.78%
Current Drawdown-51.51%-53.14%

Fundamentals


MG.TONTR.TO
Market CapCA$16.10BCA$31.56B
EPSCA$4.67CA$2.17
PE Ratio12.0029.39
PEG Ratio0.431.07
Total Revenue (TTM)CA$43.07BCA$26.84B
Gross Profit (TTM)CA$5.71BCA$7.84B
EBITDA (TTM)CA$4.04BCA$5.27B

Correlation

-0.50.00.51.00.5

The correlation between MG.TO and NTR.TO is 0.47, 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

MG.TO vs. NTR.TO - Performance Comparison

In the year-to-date period, MG.TO achieves a -26.56% return, which is significantly lower than NTR.TO's -13.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-24.81%
-11.26%
MG.TO
NTR.TO

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

MG.TO vs. NTR.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MG.TO) and Nutrien Ltd. (NTR.TO). 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.


MG.TO
Sharpe ratio
The chart of Sharpe ratio for MG.TO, currently valued at -0.81, compared to the broader market-4.00-2.000.002.00-0.81
Sortino ratio
The chart of Sortino ratio for MG.TO, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00-1.06
Omega ratio
The chart of Omega ratio for MG.TO, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for MG.TO, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00-0.40
Martin ratio
The chart of Martin ratio for MG.TO, currently valued at -1.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-1.36
NTR.TO
Sharpe ratio
The chart of Sharpe ratio for NTR.TO, currently valued at -0.79, compared to the broader market-4.00-2.000.002.00-0.79
Sortino ratio
The chart of Sortino ratio for NTR.TO, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00-1.06
Omega ratio
The chart of Omega ratio for NTR.TO, currently valued at 0.88, compared to the broader market0.501.001.502.000.88
Calmar ratio
The chart of Calmar ratio for NTR.TO, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00-0.40
Martin ratio
The chart of Martin ratio for NTR.TO, currently valued at -1.47, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-1.47

MG.TO vs. NTR.TO - Sharpe Ratio Comparison

The current MG.TO Sharpe Ratio is -0.85, which roughly equals the NTR.TO Sharpe Ratio of -0.83. The chart below compares the 12-month rolling Sharpe Ratio of MG.TO and NTR.TO.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-0.81
-0.79
MG.TO
NTR.TO

Dividends

MG.TO vs. NTR.TO - Dividend Comparison

MG.TO's dividend yield for the trailing twelve months is around 3.35%, which matches NTR.TO's 3.36% yield.


TTM20232022202120202019201820172016201520142013
MG.TO
Magna International Inc.
3.35%2.35%2.37%1.68%1.78%2.05%2.83%2.04%2.29%1.70%0.00%0.00%
NTR.TO
Nutrien Ltd.
3.36%2.84%2.61%2.55%2.94%2.83%2.54%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MG.TO vs. NTR.TO - Drawdown Comparison

The maximum MG.TO drawdown since its inception was -78.56%, which is greater than NTR.TO's maximum drawdown of -54.78%. Use the drawdown chart below to compare losses from any high point for MG.TO and NTR.TO. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%AprilMayJuneJulyAugustSeptember
-56.93%
-56.54%
MG.TO
NTR.TO

Volatility

MG.TO vs. NTR.TO - Volatility Comparison

Magna International Inc. (MG.TO) has a higher volatility of 8.60% compared to Nutrien Ltd. (NTR.TO) at 6.74%. This indicates that MG.TO's price experiences larger fluctuations and is considered to be riskier than NTR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
8.60%
6.74%
MG.TO
NTR.TO

Financials

MG.TO vs. NTR.TO - Financials Comparison

This section allows you to compare key financial metrics between Magna International 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 CAD except per share items