NTR vs. VTV

Last updated Jun 4, 2026

NTR (Nutrien Ltd.) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 5 years, NTR returned 4.93%/yr vs 11.24%/yr for VTV. At a 0.46 correlation, their price movements are largely independent.

Performance

NTR vs. VTV - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with NTR having a 12.29% return and VTV slightly higher at 12.30%.

NTR

• 1D: 0.45%
• 1M: -9.25%
• YTD: 12.29%
• 6M: 16.39%
• 1Y: 19.23%
• 3Y*: 12.16%
• 5Y*: 4.93%
• 10Y*: —

VTV

• 1D: 0.01%
• 1M: 4.23%
• YTD: 12.30%
• 6M: 13.12%
• 1Y: 26.25%
• 3Y*: 18.28%
• 5Y*: 11.24%
• 10Y*: 12.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTR vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NTR Nutrien Ltd.	12.29%	43.33%	-16.97%	-20.19%	0.23%	60.78%	5.60%	5.57%	-11.36%
VTV Vanguard Value ETF	12.30%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.77%

Correlation

The correlation between NTR and VTV is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 3, 2018	0.46

Over the past year, the correlation between NTR and VTV has dropped to 0.09 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

NTR vs. VTV — Risk / Return Rank

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

NTR

NTR Risk / Return Rank: 58
NTR Sharpe Ratio Rank: 61
NTR Sortino Ratio Rank: 54
NTR Omega Ratio Rank: 53
NTR Calmar Ratio Rank: 62
NTR Martin Ratio Rank: 63

VTV

VTV Risk / Return Rank: 79
VTV Sharpe Ratio Rank: 78
VTV Sortino Ratio Rank: 82
VTV Omega Ratio Rank: 77
VTV Calmar Ratio Rank: 79
VTV Martin Ratio Rank: 79

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	0.61	2.61	-2.00
Sortino ratio: Return per unit of downside risk	1.04	3.74	-2.70
Omega ratio: Gain probability vs. loss probability	1.13	1.47	-0.34
Calmar ratio: Return relative to maximum drawdown	1.07	4.15	-3.08
Martin ratio: Return relative to average drawdown	2.46	15.69	-13.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTR vs. VTV - Sharpe Ratio Comparison

The current NTR Sharpe Ratio is 0.61, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of NTR and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTR	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	2.61	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.81	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.51	-0.32

Drawdowns

NTR vs. VTV - Drawdown Comparison

The maximum NTR drawdown since its inception was -57.80%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NTR and VTV.

Drawdown Indicators

	NTR	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-57.80%	-59.27%	+1.47%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-6.35%	-11.66%
Max Drawdown (3Y) Largest decline over 3 years	-32.82%	-14.52%	-18.30%
Max Drawdown (5Y) Largest decline over 5 years	-57.80%	-17.04%	-40.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-30.13%	0.00%	-30.13%
Average Drawdown Average peak-to-trough decline	-26.17%	-7.87%	-18.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.82%	1.68%	+6.14%

Volatility

NTR vs. VTV - Volatility Comparison

Nutrien Ltd. (NTR) has a higher volatility of 11.01% compared to Vanguard Value ETF (VTV) at 2.52%. This indicates that NTR's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTR	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.01%	2.52%	+8.49%
Volatility (6M) Calculated over the trailing 6-month period	25.52%	7.55%	+17.97%
Volatility (1Y) Calculated over the trailing 1-year period	31.53%	10.11%	+21.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.18%	13.88%	+20.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.98%	16.67%	+17.31%

Dividends

NTR vs. VTV - Dividend Comparison

NTR's dividend yield for the trailing twelve months is around 3.18%, more than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NTR Nutrien Ltd.	3.18%	3.53%	4.83%	3.76%	3.51%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.86%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both NTR and VTV in my portfolio?

NTR and VTV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTR or VTV?

NTR has higher volatility (11.01%) compared to VTV (2.52%). In terms of maximum drawdown, NTR dropped -57.80% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 vs 0.61), 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.