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

Correlation

The correlation between NTR and CTVA is 0.52, 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.


-0.50.00.51.00.5

Performance

NTR vs. CTVA - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
12.32%
113.37%
NTR
CTVA

Key characteristics

Sharpe Ratio

NTR:

-0.62

CTVA:

0.83

Sortino Ratio

NTR:

-0.78

CTVA:

1.61

Omega Ratio

NTR:

0.91

CTVA:

1.20

Calmar Ratio

NTR:

-0.28

CTVA:

0.75

Martin Ratio

NTR:

-1.10

CTVA:

4.75

Ulcer Index

NTR:

14.74%

CTVA:

5.22%

Daily Std Dev

NTR:

26.40%

CTVA:

29.80%

Max Drawdown

NTR:

-58.18%

CTVA:

-34.76%

Current Drawdown

NTR:

-57.67%

CTVA:

-12.58%

Fundamentals

Market Cap

NTR:

$22.93B

CTVA:

$40.25B

EPS

NTR:

$1.48

CTVA:

$0.96

PE Ratio

NTR:

31.34

CTVA:

61.01

PEG Ratio

NTR:

1.15

CTVA:

1.15

Total Revenue (TTM)

NTR:

$31.02B

CTVA:

$16.64B

Gross Profit (TTM)

NTR:

$9.09B

CTVA:

$6.94B

EBITDA (TTM)

NTR:

$5.31B

CTVA:

$2.64B

Returns By Period

In the year-to-date period, NTR achieves a -18.30% return, which is significantly lower than CTVA's 21.35% return.


NTR

YTD

-18.30%

1M

-2.85%

6M

-11.67%

1Y

-18.05%

5Y*

1.76%

10Y*

N/A

CTVA

YTD

21.35%

1M

-1.91%

6M

9.25%

1Y

22.97%

5Y*

16.84%

10Y*

N/A

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Risk-Adjusted Performance

NTR vs. CTVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and Corteva, Inc. (CTVA). 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 -0.62, compared to the broader market-4.00-2.000.002.00-0.620.83
The chart of Sortino ratio for NTR, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.781.61
The chart of Omega ratio for NTR, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.20
The chart of Calmar ratio for NTR, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.280.75
The chart of Martin ratio for NTR, currently valued at -1.10, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.104.75
NTR
CTVA

The current NTR Sharpe Ratio is -0.62, which is lower than the CTVA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NTR and CTVA, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
0.83
NTR
CTVA

Dividends

NTR vs. CTVA - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 4.82%, more than CTVA's 1.15% yield.


TTM202320222021202020192018
NTR
Nutrien Ltd.
4.82%3.76%2.63%2.45%3.74%3.67%3.47%
CTVA
Corteva, Inc.
1.15%1.29%0.99%1.14%1.34%0.88%0.00%

Drawdowns

NTR vs. CTVA - Drawdown Comparison

The maximum NTR drawdown since its inception was -58.18%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for NTR and CTVA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.67%
-12.58%
NTR
CTVA

Volatility

NTR vs. CTVA - Volatility Comparison

The current volatility for Nutrien Ltd. (NTR) is 7.36%, while Corteva, Inc. (CTVA) has a volatility of 8.33%. This indicates that NTR experiences smaller price fluctuations and is considered to be less risky than CTVA based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
7.36%
8.33%
NTR
CTVA

Financials

NTR vs. CTVA - Financials Comparison

This section allows you to compare key financial metrics between Nutrien Ltd. and Corteva, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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