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NTR vs. CF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NTR vs. CF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutrien Ltd. (NTR) and CF Industries Holdings, Inc. (CF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.81%
16.28%
NTR
CF

Returns By Period

In the year-to-date period, NTR achieves a -15.90% return, which is significantly lower than CF's 16.00% return.


NTR

YTD

-15.90%

1M

-3.00%

6M

-22.27%

1Y

-15.04%

5Y (annualized)

3.30%

10Y (annualized)

N/A

CF

YTD

16.00%

1M

7.43%

6M

14.21%

1Y

20.56%

5Y (annualized)

17.80%

10Y (annualized)

7.93%

Fundamentals


NTRCF
Market Cap$22.64B$15.65B
EPS$1.48$6.31
PE Ratio31.0114.25
PEG Ratio1.1548.17
Total Revenue (TTM)$31.02B$5.98B
Gross Profit (TTM)$9.09B$2.03B
EBITDA (TTM)$5.31B$2.74B

Key characteristics


NTRCF
Sharpe Ratio-0.570.73
Sortino Ratio-0.711.16
Omega Ratio0.921.15
Calmar Ratio-0.270.51
Martin Ratio-1.162.36
Ulcer Index13.54%8.39%
Daily Std Dev27.45%27.11%
Max Drawdown-57.51%-76.73%
Current Drawdown-56.42%-20.16%

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Correlation

-0.50.00.51.00.7

The correlation between NTR and CF is 0.68, 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.

Risk-Adjusted Performance

NTR vs. CF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and CF Industries Holdings, Inc. (CF). 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.


Sharpe ratio
The chart of Sharpe ratio for NTR, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.570.73
The chart of Sortino ratio for NTR, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.711.16
The chart of Omega ratio for NTR, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.15
The chart of Calmar ratio for NTR, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.270.51
The chart of Martin ratio for NTR, currently valued at -1.16, compared to the broader market-10.000.0010.0020.0030.00-1.162.36
NTR
CF

The current NTR Sharpe Ratio is -0.57, which is lower than the CF Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NTR and CF, 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
-0.57
0.73
NTR
CF

Dividends

NTR vs. CF - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 4.69%, more than CF's 2.22% yield.


TTM20232022202120202019201820172016201520142013
NTR
Nutrien Ltd.
4.69%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%0.00%
CF
CF Industries Holdings, Inc.
2.22%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%

Drawdowns

NTR vs. CF - Drawdown Comparison

The maximum NTR drawdown since its inception was -57.51%, smaller than the maximum CF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for NTR and CF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-56.42%
-20.16%
NTR
CF

Volatility

NTR vs. CF - Volatility Comparison

Nutrien Ltd. (NTR) and CF Industries Holdings, Inc. (CF) have volatilities of 7.69% and 7.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
7.69%
7.49%
NTR
CF

Financials

NTR vs. CF - Financials Comparison

This section allows you to compare key financial metrics between Nutrien Ltd. and CF Industries Holdings, Inc.. 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