NTR vs. JFLI
NTR (Nutrien Ltd.) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, NTR returned 16.58% vs 18.61% for JFLI. At a 0.08 correlation, their price movements are largely independent.
Performance
NTR vs. JFLI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTR achieves a 9.80% return, which is significantly higher than JFLI's 7.84% return.
NTR
- 1D
- 0.12%
- 1M
- -1.54%
- YTD
- 9.80%
- 6M
- 15.63%
- 1Y
- 16.58%
- 3Y*
- 8.74%
- 5Y*
- 4.29%
- 10Y*
- —
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTR vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NTR Nutrien Ltd. | 9.80% | 26.50% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
Correlation
The correlation between NTR and JFLI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTR vs. JFLI — Risk / Return Rank
NTR
JFLI
NTR vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and JPMorgan Flexible Income ETF (JFLI). 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.
| NTR | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.80 | -1.94 |
| Martin ratioReturn relative to average drawdown | 2.06 | 13.38 | -11.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NTR | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.14 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.13 | -0.95 |
Drawdowns
NTR vs. JFLI - Drawdown Comparison
The maximum NTR drawdown since its inception was -57.80%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for NTR and JFLI.
Loading charts...
Drawdown Indicators
| NTR | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.80% | -12.87% | -44.93% |
Max Drawdown (1Y)Largest decline over 1 year | -19.36% | -6.67% | -12.69% |
Max Drawdown (3Y)Largest decline over 3 years | -32.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.80% | — | — |
Current DrawdownCurrent decline from peak | -31.68% | -2.19% | -29.49% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -1.44% | -24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 1.39% | +6.69% |
Volatility
NTR vs. JFLI - Volatility Comparison
Nutrien Ltd. (NTR) has a higher volatility of 6.83% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than JFLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTR | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 3.23% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 25.59% | 7.35% | +18.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.67% | 8.74% | +22.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.18% | 12.03% | +22.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.97% | 12.03% | +21.94% |
Dividends
NTR vs. JFLI - Dividend Comparison
NTR's dividend yield for the trailing twelve months is around 3.25%, less than JFLI's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR Nutrien Ltd. | 3.25% | 3.53% | 4.83% | 3.76% | 3.51% | 2.45% | 3.74% | 3.67% | 3.47% |
Frequently Asked Questions
NTR and JFLI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTR has higher volatility (6.83%) compared to JFLI (3.23%). In terms of maximum drawdown, NTR dropped -57.80% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs 0.53), 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.
Find the right allocation for NTR and JFLI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer