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NTCO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

NTCO vs. SPY

Last updated May 11, 2025

Compare and contrast key facts about Natura &Co Holding S.A. (NTCO) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTCO or SPY.

Correlation

The correlation between NTCO and SPY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

NTCO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natura &Co Holding S.A. (NTCO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

NTCO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

7.58%

6M

-5.06%

1Y

9.73%

5Y*

15.77%

10Y*

12.35%

*Annualized

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Risk-Adjusted Performance

NTCO vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NTCO
The Risk-Adjusted Performance Rank of NTCO is 7171
Overall Rank
The Sharpe Ratio Rank of NTCO is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NTCO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of NTCO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of NTCO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of NTCO is 7171
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTCO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natura &Co Holding S.A. (NTCO) and SPDR S&P 500 ETF (SPY). 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.

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Dividends

NTCO vs. SPY - Dividend Comparison

NTCO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
NTCO
Natura &Co Holding S.A.		0.00%4.51%0.00%1.15%0.00%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NTCO vs. SPY - Drawdown Comparison

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Volatility

NTCO vs. SPY - Volatility Comparison

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