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NTR vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTR vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutrien Ltd. (NTR) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTR achieves a 7.75% return, which is significantly lower than CERY's 20.77% return.


NTR

1D
1.33%
1M
0.71%
6M
11.17%
YTD
7.75%
1Y
11.02%
3Y*
6.86%
5Y*
5.01%
10Y*

CERY

1D
0.00%
1M
-2.91%
6M
16.72%
YTD
20.77%
1Y
29.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTR vs. CERY - Yearly Performance Comparison


2026 (YTD)20252024
NTR
Nutrien Ltd.
7.75%43.33%-2.47%
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
20.77%15.68%3.80%

Correlation

The correlation between NTR and CERY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.43

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Return for Risk

NTR vs. CERY — Risk / Return Rank

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

NTR
NTR Risk / Return Rank: 5555
Overall Rank
NTR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NTR Sortino Ratio Rank: 5252
Sortino Ratio Rank
NTR Omega Ratio Rank: 5151
Omega Ratio Rank
NTR Calmar Ratio Rank: 5656
Calmar Ratio Rank
NTR Martin Ratio Rank: 5858
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 6767
Overall Rank
CERY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 7373
Sortino Ratio Rank
CERY Omega Ratio Rank: 7373
Omega Ratio Rank
CERY Calmar Ratio Rank: 5454
Calmar Ratio Rank
CERY Martin Ratio Rank: 5757
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.

NTR vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NTRCERYDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.09

1.34

-0.25

Calmar ratioReturn relative to maximum drawdown

0.41

2.15

-1.74

Martin ratioReturn relative to average drawdown

1.12

7.97

-6.85

NTR vs. CERY - Sharpe Ratio Comparison

The current NTR Sharpe Ratio is 0.36, which is lower than the CERY Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of NTR and CERY, 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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Drawdowns

NTR vs. CERY - Drawdown Comparison

The maximum NTR drawdown since its inception was -57.80%, which is greater than CERY's maximum drawdown of -14.33%. Use the drawdown chart below to compare losses from any high point for NTR and CERY.


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Drawdown Indicators


NTRCERYDifference

Max Drawdown

Largest peak-to-trough decline

-57.80%

-14.33%

-43.47%

Max Drawdown (1Y)

Largest decline over 1 year

-27.56%

-14.33%

-13.23%

Max Drawdown (3Y)

Largest decline over 3 years

-32.82%

Max Drawdown (5Y)

Largest decline over 5 years

-57.80%

Current Drawdown

Current decline from peak

-32.96%

-10.46%

-22.50%

Average Drawdown

Average peak-to-trough decline

-26.25%

-2.56%

-23.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

3.86%

+6.28%

Volatility

NTR vs. CERY - Volatility Comparison

Nutrien Ltd. (NTR) has a higher volatility of 8.92% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 4.37%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

4.37%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

25.80%

13.59%

+12.21%

Volatility (1Y)

Calculated over the trailing 1-year period

32.15%

15.73%

+16.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.17%

14.81%

+19.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.95%

14.81%

+19.14%

Dividends

NTR vs. CERY - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 3.35%, less than CERY's 4.14% yield.


PositionTTM20252024202320222021202020192018
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.14%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%
NTR
Nutrien Ltd.
3.35%3.53%4.83%3.76%3.51%2.45%3.74%3.67%3.47%

Frequently Asked Questions


NTR and CERY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTR has higher volatility (8.92%) compared to CERY (4.37%). In terms of maximum drawdown, NTR dropped -57.80% vs CERY's -14.33%.

CERY currently has the higher Sharpe Ratio (1.96 vs 0.36), 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.

Portfolio Optimizer

Find the right allocation for NTR and CERY

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