NTR vs. COMT
NTR (Nutrien Ltd.) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 5 years, NTR returned 5.01%/yr vs 11.09%/yr for COMT. At a 0.39 correlation, their price movements are largely independent.
Performance
NTR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, NTR achieves a 7.75% return, which is significantly lower than COMT's 26.00% return.
NTR
- 1D
- 1.33%
- 1M
- 0.71%
- 6M
- 11.17%
- YTD
- 7.75%
- 1Y
- 11.02%
- 3Y*
- 6.86%
- 5Y*
- 5.01%
- 10Y*
- —
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
NTR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTR Nutrien Ltd. | 7.75% | 43.33% | -16.97% | -20.19% | 0.23% | 60.78% | 5.60% | 5.57% | -7.73% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% |
Correlation
The correlation between NTR and COMT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.39 |
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Return for Risk
NTR vs. COMT — Risk / Return Rank
NTR
COMT
NTR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
| NTR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.66 | -1.25 |
| Martin ratioReturn relative to average drawdown | 1.12 | 5.78 | -4.66 |
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Drawdowns
NTR vs. COMT - Drawdown Comparison
The maximum NTR drawdown since its inception was -57.80%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for NTR and COMT.
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Drawdown Indicators
| NTR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.80% | -51.89% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -17.57% | -9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -32.82% | -17.57% | -15.25% |
Max Drawdown (5Y)Largest decline over 5 years | -57.80% | -29.00% | -28.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -32.96% | -14.13% | -18.83% |
Average DrawdownAverage peak-to-trough decline | -26.25% | -23.97% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.14% | 5.05% | +5.09% |
Volatility
NTR vs. COMT - Volatility Comparison
Nutrien Ltd. (NTR) has a higher volatility of 8.92% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 5.68% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 25.80% | 19.60% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.15% | 21.45% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.17% | 21.17% | +13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 18.84% | +15.11% |
Dividends
NTR vs. COMT - Dividend Comparison
NTR's dividend yield for the trailing twelve months is around 3.35%, less than COMT's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
NTR Nutrien Ltd. | 3.35% | 3.53% | 4.83% | 3.76% | 3.51% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTR and COMT have a correlation of 0.45, 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 COMT (5.68%). In terms of maximum drawdown, NTR dropped -57.80% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.36 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.
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