NTR vs. XES
NTR (Nutrien Ltd.) is a stock, while XES (SPDR S&P Oil & Gas Equipment & Services ETF) is Energy Equities fund tracking the S&P Oil & Gas Equipment & Services Select Industry Index. Over the past 5 years, NTR returned 5.01%/yr vs 14.19%/yr for XES. At a 0.49 correlation, their price movements are largely independent.
Performance
NTR vs. XES - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NTR achieves a 7.75% return, which is significantly lower than XES's 37.45% return.
NTR
- 1D
- 1.33%
- 1M
- 0.71%
- 6M
- 11.17%
- YTD
- 7.75%
- 1Y
- 11.02%
- 3Y*
- 6.86%
- 5Y*
- 5.01%
- 10Y*
- —
XES
- 1D
- 1.64%
- 1M
- -8.57%
- 6M
- 26.49%
- YTD
- 37.45%
- 1Y
- 65.04%
- 3Y*
- 10.31%
- 5Y*
- 14.19%
- 10Y*
- -4.13%
NTR vs. XES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTR Nutrien Ltd. | 7.75% | 43.33% | -16.97% | -20.19% | 0.23% | 60.78% | 5.60% | 5.57% | -7.73% |
XES SPDR S&P Oil & Gas Equipment & Services ETF | 37.45% | 5.89% | -5.44% | 6.68% | 62.03% | 12.00% | -43.38% | -9.00% | -46.99% |
Correlation
The correlation between NTR and XES is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.49 |
The correlation between NTR and XES shifts across timeframes, from 0.34 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NTR vs. XES — Risk / Return Rank
NTR
XES
NTR vs. XES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nutrien Ltd. (NTR) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NTR | XES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.18 | -2.77 |
| Martin ratioReturn relative to average drawdown | 1.12 | 11.53 | -10.41 |
Loading charts...
Drawdowns
NTR vs. XES - Drawdown Comparison
The maximum NTR drawdown since its inception was -57.80%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for NTR and XES.
Loading charts...
Drawdown Indicators
| NTR | XES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.80% | -95.65% | +37.85% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -20.69% | -6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -32.82% | -45.95% | +13.13% |
Max Drawdown (5Y)Largest decline over 5 years | -57.80% | -45.95% | -11.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.23% | — |
Current DrawdownCurrent decline from peak | -32.96% | -73.46% | +40.50% |
Average DrawdownAverage peak-to-trough decline | -26.25% | -54.44% | +28.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.14% | 5.70% | +4.44% |
Volatility
NTR vs. XES - Volatility Comparison
Nutrien Ltd. (NTR) and SPDR S&P Oil & Gas Equipment & Services ETF (XES) have volatilities of 8.92% and 9.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NTR | XES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 9.22% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 25.80% | 21.50% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.15% | 30.96% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.17% | 38.85% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 44.88% | -10.93% |
Dividends
NTR vs. XES - Dividend Comparison
NTR's dividend yield for the trailing twelve months is around 3.35%, more than XES's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTR Nutrien Ltd. | 3.35% | 3.53% | 4.83% | 3.76% | 3.51% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% |
XES SPDR S&P Oil & Gas Equipment & Services ETF | 1.16% | 1.69% | 1.31% | 0.66% | 0.36% | 1.81% | 1.33% | 1.43% | 1.14% | 1.68% | 0.64% | 2.47% |
Frequently Asked Questions
NTR and XES have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XES has higher volatility (9.22%) compared to NTR (8.92%). In terms of maximum drawdown, NTR dropped -57.80% vs XES's -95.65%.
XES currently has the higher Sharpe Ratio (2.13 vs 0.36), 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.
Find the right allocation for NTR and XES
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer