NTR vs. GSG
NTR (Nutrien Ltd.) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 5 years, NTR returned 6.79%/yr vs 14.47%/yr for GSG. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
NTR vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, NTR achieves a 13.74% return, which is significantly lower than GSG's 38.94% return.
NTR
- 1D
- -2.33%
- 1M
- 8.65%
- 6M
- 1.90%
- YTD
- 13.74%
- 1Y
- 20.50%
- 3Y*
- 4.99%
- 5Y*
- 6.79%
- 10Y*
- —
- ALL TIME*
- 7.03%
GSG
- 1D
- 0.28%
- 1M
- 13.10%
- 6M
- 25.75%
- YTD
- 38.94%
- 1Y
- 40.53%
- 3Y*
- 14.13%
- 5Y*
- 14.47%
- 10Y*
- 8.91%
- ALL TIME*
- -2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.60M | $17.31M | $26.52M | |
NTR Nutrien Ltd. | $147.85M | $152.00M | $188.14M |
NTR vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTR Nutrien Ltd. | 13.74% | 43.33% | -16.97% | -20.19% | 0.23% | 60.78% | 5.60% | 5.57% | -7.73% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 38.94% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% |
Correlation
The correlation between NTR and GSG is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.37 |
The correlation between NTR and GSG shifts across timeframes, from 0.35 (3 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NTR vs. GSG — Risk / Return Rank
NTR
GSG
NTR vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.16 | -1.42 |
| Martin ratioReturn relative to average drawdown | 1.91 | 6.99 | -5.08 |
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Drawdowns
NTR vs. GSG - Drawdown Comparison
The maximum NTR drawdown since its inception was -57.80%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for NTR and GSG.
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Drawdown Indicators
| NTR | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.80% | -89.62% | +31.82% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -18.81% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -31.81% | -18.81% | -13.00% |
Max Drawdown (5Y)Largest decline over 5 years | -57.80% | -29.12% | -28.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -29.23% | -58.05% | +28.82% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -63.67% | +37.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.78% | 5.84% | +4.94% |
Volatility
NTR vs. GSG - Volatility Comparison
Nutrien Ltd. (NTR) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 8.20% and 8.11%, 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.
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Volatility by Period
| NTR | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.20% | 8.11% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 24.47% | 22.18% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.29% | 24.23% | +8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.20% | 22.86% | +11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.90% | 22.06% | +11.84% |
Dividends
NTR vs. GSG - Dividend Comparison
NTR's dividend yield for the trailing twelve months is around 3.17%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR Nutrien Ltd. | 3.17% | 3.53% | 4.83% | 3.76% | 3.51% | 2.45% | 3.74% | 3.67% | 3.47% |
Frequently Asked Questions
NTR and GSG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTR has higher volatility (8.20%) compared to GSG (8.11%). In terms of maximum drawdown, NTR dropped -57.80% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (1.68 vs 0.64), 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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