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NTR vs. STLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTR vs. STLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, NTR achieves a 9.80% return, which is significantly lower than STLD's 58.17% return.


NTR

1D
0.12%
1M
-1.54%
YTD
9.80%
6M
15.63%
1Y
16.58%
3Y*
8.74%
5Y*
4.29%
10Y*

STLD

1D
-0.48%
1M
13.65%
YTD
58.17%
6M
61.80%
1Y
102.77%
3Y*
41.16%
5Y*
34.95%
10Y*
28.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTR vs. STLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NTR
Nutrien Ltd.
9.80%43.33%-16.97%-20.19%0.23%60.78%5.60%5.57%-11.36%
STLD
Steel Dynamics, Inc.
58.17%50.70%-1.99%22.75%60.14%71.42%12.46%16.78%-31.76%

Correlation

The correlation between NTR and STLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2018

0.42

Over the past year, the correlation between NTR and STLD has dropped to 0.14 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

NTR:

$32.41B

STLD:

$38.69B

EPS

NTR:

$4.93

STLD:

$9.33

PE Ratio

NTR:

13.65

STLD:

28.63

PS Ratio

NTR:

1.17

STLD:

2.07

PB Ratio

NTR:

1.28

STLD:

4.22

Total Revenue (TTM)

NTR:

$27.76B

STLD:

$19.01B

Gross Profit (TTM)

NTR:

$8.66B

STLD:

$2.66B

EBITDA (TTM)

NTR:

$6.33B

STLD:

$2.23B

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Return for Risk

NTR vs. STLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTR
NTR Risk / Return Rank: 5858
Overall Rank
NTR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NTR Sortino Ratio Rank: 5454
Sortino Ratio Rank
NTR Omega Ratio Rank: 5353
Omega Ratio Rank
NTR Calmar Ratio Rank: 6161
Calmar Ratio Rank
NTR Martin Ratio Rank: 6262
Martin Ratio Rank

STLD
STLD Risk / Return Rank: 9494
Overall Rank
STLD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STLD Sortino Ratio Rank: 9494
Sortino Ratio Rank
STLD Omega Ratio Rank: 9292
Omega Ratio Rank
STLD Calmar Ratio Rank: 9292
Calmar Ratio Rank
STLD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTR vs. STLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and Steel Dynamics, Inc. (STLD). 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.


NTRSTLDDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.11

1.45

-0.34

Calmar ratioReturn relative to maximum drawdown

0.86

5.08

-4.22

Martin ratioReturn relative to average drawdown

2.06

17.05

-15.00

NTR vs. STLD - Sharpe Ratio Comparison

The current NTR Sharpe Ratio is 0.53, which is lower than the STLD Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of NTR and STLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NTRSTLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

3.11

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.92

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.35

-0.17

Drawdowns

NTR vs. STLD - Drawdown Comparison

The maximum NTR drawdown since its inception was -57.80%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for NTR and STLD.


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Drawdown Indicators


NTRSTLDDifference

Max Drawdown

Largest peak-to-trough decline

-57.80%

-87.05%

+29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-20.33%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-32.82%

-28.66%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-57.80%

-32.20%

-25.60%

Max Drawdown (10Y)

Largest decline over 10 years

-68.46%

Current Drawdown

Current decline from peak

-31.68%

-3.49%

-28.19%

Average Drawdown

Average peak-to-trough decline

-26.17%

-33.29%

+7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

6.05%

+2.03%

Volatility

NTR vs. STLD - Volatility Comparison

The current volatility for Nutrien Ltd. (NTR) is 6.83%, while Steel Dynamics, Inc. (STLD) has a volatility of 9.30%. This indicates that NTR experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRSTLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

9.30%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

25.59%

24.94%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

31.67%

33.34%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.18%

38.03%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.97%

39.31%

-5.34%

Dividends

NTR vs. STLD - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 3.25%, more than STLD's 0.76% yield.


PositionTTM20252024202320222021202020192018201720162015
NTR
Nutrien Ltd.
3.25%3.53%4.83%3.76%3.51%2.45%3.74%3.67%3.47%0.00%0.00%0.00%
STLD
Steel Dynamics, Inc.
0.76%1.18%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.08%

Financials

NTR vs. STLD - Financials Comparison

This section allows you to compare key financial metrics between Nutrien Ltd. and Steel Dynamics, Inc.. 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


4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
5.96B
5.20B
(NTR) Total Revenue
(STLD) Total Revenue
Values in USD except per share items

NTR vs. STLD - Profitability Comparison

The chart below illustrates the profitability comparison between Nutrien Ltd. and Steel Dynamics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
27.2%
14.7%
Portfolio components
NTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a gross profit of 1.62B and revenue of 5.96B. Therefore, the gross margin over that period was 27.2%.

STLD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.

NTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported an operating income of 419.11M and revenue of 5.96B, resulting in an operating margin of 7.0%.

STLD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.

NTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a net income of 129.19M and revenue of 5.96B, resulting in a net margin of 2.2%.

STLD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.


Frequently Asked Questions


NTR and STLD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLD has higher volatility (9.30%) compared to NTR (6.83%). In terms of maximum drawdown, NTR dropped -57.80% vs STLD's -87.05%.

STLD currently has the higher Sharpe Ratio (3.11 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.

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