PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NTR vs. MOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTR and MOS is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

NTR vs. MOS - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
2.90%
-0.43%
NTR
MOS

Key characteristics

Sharpe Ratio

NTR:

-0.62

MOS:

-0.96

Sortino Ratio

NTR:

-0.78

MOS:

-1.33

Omega Ratio

NTR:

0.91

MOS:

0.85

Calmar Ratio

NTR:

-0.28

MOS:

-0.39

Martin Ratio

NTR:

-1.10

MOS:

-1.50

Ulcer Index

NTR:

14.74%

MOS:

20.74%

Daily Std Dev

NTR:

26.40%

MOS:

32.34%

Max Drawdown

NTR:

-58.18%

MOS:

-94.70%

Current Drawdown

NTR:

-57.67%

MOS:

-80.24%

Fundamentals

Market Cap

NTR:

$22.93B

MOS:

$8.08B

EPS

NTR:

$1.48

MOS:

$1.13

PE Ratio

NTR:

31.34

MOS:

22.51

PEG Ratio

NTR:

1.15

MOS:

1.86

Total Revenue (TTM)

NTR:

$31.02B

MOS:

$11.46B

Gross Profit (TTM)

NTR:

$9.09B

MOS:

$1.80B

EBITDA (TTM)

NTR:

$5.31B

MOS:

$2.02B

Returns By Period

In the year-to-date period, NTR achieves a -18.30% return, which is significantly higher than MOS's -30.61% return.


NTR

YTD

-18.30%

1M

-2.85%

6M

-11.67%

1Y

-18.05%

5Y*

1.76%

10Y*

N/A

MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NTR vs. MOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and The Mosaic Company (MOS). 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-4.00-2.000.002.00-0.62-0.96
The chart of Sortino ratio for NTR, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78-1.33
The chart of Omega ratio for NTR, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.85
The chart of Calmar ratio for NTR, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.46
The chart of Martin ratio for NTR, currently valued at -1.10, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.10-1.50
NTR
MOS

The current NTR Sharpe Ratio is -0.62, which is higher than the MOS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of NTR and MOS, 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-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.62
-0.96
NTR
MOS

Dividends

NTR vs. MOS - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 4.82%, more than MOS's 3.49% yield.


TTM20232022202120202019201820172016201520142013
NTR
Nutrien Ltd.
4.82%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%0.00%
MOS
The Mosaic Company
3.49%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%

Drawdowns

NTR vs. MOS - Drawdown Comparison

The maximum NTR drawdown since its inception was -58.18%, smaller than the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for NTR and MOS. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-57.67%
-67.18%
NTR
MOS

Volatility

NTR vs. MOS - Volatility Comparison

The current volatility for Nutrien Ltd. (NTR) is 7.36%, while The Mosaic Company (MOS) has a volatility of 11.30%. This indicates that NTR experiences smaller price fluctuations and is considered to be less risky than MOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.36%
11.30%
NTR
MOS

Financials

NTR vs. MOS - Financials Comparison

This section allows you to compare key financial metrics between Nutrien Ltd. and The Mosaic Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab