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NTRA vs. DOL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTRA vs. DOL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natera, Inc. (NTRA) and Dollarama Inc. (DOL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NTRA is traded in USD, while DOL.TO is traded in CAD. To make them comparable, the DOL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NTRA achieves a -7.43% return, which is significantly higher than DOL.TO's -8.76% return. Over the past 10 years, NTRA has outperformed DOL.TO with an annualized return of 33.53%, while DOL.TO has yielded a comparatively lower 19.56% annualized return.


NTRA

1D
-3.27%
1M
8.58%
YTD
-7.43%
6M
-8.57%
1Y
29.04%
3Y*
61.10%
5Y*
15.34%
10Y*
33.53%

DOL.TO

1D
-2.74%
1M
9.37%
YTD
-8.76%
6M
-6.90%
1Y
-3.58%
3Y*
29.53%
5Y*
24.61%
10Y*
19.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTRA vs. DOL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTRA
Natera, Inc.
-7.43%44.72%152.71%55.94%-56.99%-6.16%195.40%141.33%55.28%-23.23%
DOL.TO
Dollarama Inc.
-8.76%53.61%35.84%23.91%17.98%22.53%19.52%43.95%-42.42%73.13%

Correlation

The correlation between NTRA and DOL.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2015

0.12

Fundamentals

Market Cap

NTRA:

$30.01B

DOL.TO:

CA$52.20B

EPS

NTRA:

-$1.64

DOL.TO:

CA$4.86

PS Ratio

NTRA:

11.70

DOL.TO:

6.94

PB Ratio

NTRA:

16.92

DOL.TO:

38.10

Total Revenue (TTM)

NTRA:

$2.50B

DOL.TO:

CA$7.58B

Gross Profit (TTM)

NTRA:

$1.63B

DOL.TO:

CA$3.09B

EBITDA (TTM)

NTRA:

-$294.86M

DOL.TO:

CA$2.23B

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Return for Risk

NTRA vs. DOL.TO — Risk / Return Rank

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

NTRA
NTRA Risk / Return Rank: 6262
Overall Rank
NTRA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NTRA Sortino Ratio Rank: 6060
Sortino Ratio Rank
NTRA Omega Ratio Rank: 5959
Omega Ratio Rank
NTRA Calmar Ratio Rank: 6464
Calmar Ratio Rank
NTRA Martin Ratio Rank: 6363
Martin Ratio Rank

DOL.TO
DOL.TO Risk / Return Rank: 3838
Overall Rank
DOL.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DOL.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
DOL.TO Omega Ratio Rank: 3434
Omega Ratio Rank
DOL.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DOL.TO Martin Ratio Rank: 4141
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.

NTRA vs. DOL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) and Dollarama Inc. (DOL.TO). 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.


NTRADOL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.14

0.99

+0.15

Calmar ratioReturn relative to maximum drawdown

1.03

-0.18

+1.21

Martin ratioReturn relative to average drawdown

2.17

-0.40

+2.57

NTRA vs. DOL.TO - Sharpe Ratio Comparison

The current NTRA Sharpe Ratio is 0.68, which is higher than the DOL.TO Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of NTRA and DOL.TO, 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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Drawdowns

NTRA vs. DOL.TO - Drawdown Comparison

The maximum NTRA drawdown since its inception was -77.74%, which is greater than DOL.TO's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for NTRA and DOL.TO.


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Drawdown Indicators


NTRADOL.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.74%

-49.54%

-28.20%

Max Drawdown (1Y)

Largest decline over 1 year

-28.20%

-19.95%

-8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-19.95%

-19.99%

Max Drawdown (5Y)

Largest decline over 5 years

-77.74%

-19.95%

-57.79%

Max Drawdown (10Y)

Largest decline over 10 years

-77.74%

-49.54%

-28.20%

Current Drawdown

Current decline from peak

-16.64%

-9.16%

-7.48%

Average Drawdown

Average peak-to-trough decline

-33.43%

-7.89%

-25.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

8.98%

+4.43%

Volatility

NTRA vs. DOL.TO - Volatility Comparison

Natera, Inc. (NTRA) has a higher volatility of 14.27% compared to Dollarama Inc. (DOL.TO) at 11.28%. This indicates that NTRA's price experiences larger fluctuations and is considered to be riskier than DOL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRADOL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.27%

11.28%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

35.19%

20.51%

+14.68%

Volatility (1Y)

Calculated over the trailing 1-year period

42.95%

23.53%

+19.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.04%

22.79%

+34.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.95%

25.33%

+35.62%

Dividends

NTRA vs. DOL.TO - Dividend Comparison

NTRA has not paid dividends to shareholders, while DOL.TO's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
DOL.TO
Dollarama Inc.
0.23%0.20%0.25%0.28%0.27%0.31%0.34%0.39%0.95%0.82%1.19%1.31%
NTRA
Natera, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NTRA vs. DOL.TO - Financials Comparison

This section allows you to compare key financial metrics between Natera, Inc. and Dollarama 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
696.64M
1.85B
(NTRA) Total Revenue
(DOL.TO) Total Revenue
Please note, different currencies. NTRA values in USD, DOL.TO values in CAD

NTRA vs. DOL.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%65.0%70.0%20222023202420252026
64.8%
37.2%
Portfolio components
NTRA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a gross profit of 451.44M and revenue of 696.64M. Therefore, the gross margin over that period was 64.8%.

DOL.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a gross profit of 686.75M and revenue of 1.85B. Therefore, the gross margin over that period was 37.2%.

NTRA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported an operating income of -93.52M and revenue of 696.64M, resulting in an operating margin of -13.4%.

DOL.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported an operating income of 382.72M and revenue of 1.85B, resulting in an operating margin of 20.7%.

NTRA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a net income of -85.09M and revenue of 696.64M, resulting in a net margin of -12.2%.

DOL.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dollarama Inc. reported a net income of 302.27M and revenue of 1.85B, resulting in a net margin of 16.4%.


Frequently Asked Questions


NTRA and DOL.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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