NTR vs. EQQQ.DE
Compare and contrast key facts about Nutrien Ltd. (NTR) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTR or EQQQ.DE.
Key characteristics
| NTR | EQQQ.DE | |
|---|---|---|
| YTD Return | -13.88% | 30.36% |
| 1Y Return | -9.83% | 37.67% |
| 3Y Return (Ann) | -8.93% | 12.26% |
| 5Y Return (Ann) | 2.61% | 21.85% |
| Sharpe Ratio | -0.31 | 2.26 |
| Sortino Ratio | -0.27 | 2.99 |
| Omega Ratio | 0.97 | 1.42 |
| Calmar Ratio | -0.15 | 2.79 |
| Martin Ratio | -0.64 | 9.24 |
| Ulcer Index | 13.41% | 4.05% |
| Daily Std Dev | 27.99% | 16.45% |
| Max Drawdown | -57.51% | -47.04% |
| Current Drawdown | -55.38% | 0.00% |
Correlation
The correlation between NTR and EQQQ.DE is 0.27, 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
NTR vs. EQQQ.DE - Performance Comparison
In the year-to-date period, NTR achieves a -13.88% return, which is significantly lower than EQQQ.DE's 30.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NTR vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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.
Dividends
NTR vs. EQQQ.DE - Dividend Comparison
NTR's dividend yield for the trailing twelve months is around 4.58%, more than EQQQ.DE's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTR Nutrien Ltd. | 4.58% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.38% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
NTR vs. EQQQ.DE - Drawdown Comparison
The maximum NTR drawdown since its inception was -57.51%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for NTR and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
NTR vs. EQQQ.DE - Volatility Comparison
Nutrien Ltd. (NTR) has a higher volatility of 7.99% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.58%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.