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NTR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NTR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutrien Ltd. (NTR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-19.12%
13.62%
NTR
VOO

Returns By Period

In the year-to-date period, NTR achieves a -14.10% return, which is significantly lower than VOO's 26.16% return.


NTR

YTD

-14.10%

1M

-2.60%

6M

-19.11%

1Y

-12.02%

5Y (annualized)

3.73%

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


NTRVOO
Sharpe Ratio-0.482.70
Sortino Ratio-0.563.60
Omega Ratio0.941.50
Calmar Ratio-0.233.90
Martin Ratio-0.9717.65
Ulcer Index13.60%1.86%
Daily Std Dev27.53%12.19%
Max Drawdown-57.51%-33.99%
Current Drawdown-55.49%-0.86%

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Correlation

-0.50.00.51.00.4

The correlation between NTR and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

NTR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and Vanguard S&P 500 ETF (VOO). 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 -0.48, compared to the broader market-4.00-2.000.002.004.00-0.482.70
The chart of Sortino ratio for NTR, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.563.60
The chart of Omega ratio for NTR, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.50
The chart of Calmar ratio for NTR, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.233.90
The chart of Martin ratio for NTR, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.9717.65
NTR
VOO

The current NTR Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of NTR and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.48
2.70
NTR
VOO

Dividends

NTR vs. VOO - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 4.59%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
NTR
Nutrien Ltd.
4.59%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NTR vs. VOO - Drawdown Comparison

The maximum NTR drawdown since its inception was -57.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NTR and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.49%
-0.86%
NTR
VOO

Volatility

NTR vs. VOO - Volatility Comparison

Nutrien Ltd. (NTR) has a higher volatility of 8.01% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.01%
3.99%
NTR
VOO