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

Key characteristics


NTRMOS
YTD Return-13.88%-26.04%
1Y Return-9.83%-22.96%
3Y Return (Ann)-8.93%-9.82%
5Y Return (Ann)2.61%6.69%
Sharpe Ratio-0.31-0.64
Sortino Ratio-0.27-0.76
Omega Ratio0.970.91
Calmar Ratio-0.15-0.26
Martin Ratio-0.64-0.98
Ulcer Index13.41%21.49%
Daily Std Dev27.99%32.78%
Max Drawdown-57.51%-94.71%
Current Drawdown-55.38%-78.96%

Fundamentals


NTRMOS
Market Cap$24.17B$8.93B
EPS$1.48$0.75
PE Ratio32.9937.37
PEG Ratio1.152.86
Total Revenue (TTM)$25.67B$8.65B
Gross Profit (TTM)$7.35B$1.38B
EBITDA (TTM)$3.19B$1.58B

Correlation

-0.50.00.51.00.7

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.

Performance

NTR vs. MOS - Performance Comparison

In the year-to-date period, NTR achieves a -13.88% return, which is significantly higher than MOS's -26.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-16.49%
-12.74%
NTR
MOS

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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.


NTR
Sharpe ratio
The chart of Sharpe ratio for NTR, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31
Sortino ratio
The chart of Sortino ratio for NTR, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.27
Omega ratio
The chart of Omega ratio for NTR, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for NTR, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for NTR, currently valued at -0.64, compared to the broader market0.0010.0020.0030.00-0.64
MOS
Sharpe ratio
The chart of Sharpe ratio for MOS, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.64
Sortino ratio
The chart of Sortino ratio for MOS, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.006.00-0.76
Omega ratio
The chart of Omega ratio for MOS, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for MOS, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31
Martin ratio
The chart of Martin ratio for MOS, currently valued at -0.98, compared to the broader market0.0010.0020.0030.00-0.98

NTR vs. MOS - Sharpe Ratio Comparison

The current NTR Sharpe Ratio is -0.31, which is higher than the MOS Sharpe Ratio of -0.64. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.31
-0.64
NTR
MOS

Dividends

NTR vs. MOS - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 4.58%, more than MOS's 3.21% yield.


TTM20232022202120202019201820172016201520142013
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%
MOS
The Mosaic Company
3.21%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 -57.51%, smaller than the maximum MOS drawdown of -94.71%. 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%-45.00%JuneJulyAugustSeptemberOctoberNovember
-55.38%
-65.02%
NTR
MOS

Volatility

NTR vs. MOS - Volatility Comparison

The current volatility for Nutrien Ltd. (NTR) is 7.99%, while The Mosaic Company (MOS) has a volatility of 11.98%. 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%JuneJulyAugustSeptemberOctoberNovember
7.99%
11.98%
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