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NTRS vs. ULTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTRS vs. ULTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Corporation (NTRS) and Ulta Beauty, Inc. (ULTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTRS achieves a 28.95% return, which is significantly higher than ULTA's -22.69% return. Over the past 10 years, NTRS has outperformed ULTA with an annualized return of 12.65%, while ULTA has yielded a comparatively lower 7.00% annualized return.


NTRS

1D
2.10%
1M
7.47%
YTD
28.95%
6M
27.15%
1Y
63.49%
3Y*
36.66%
5Y*
11.48%
10Y*
12.65%

ULTA

1D
-1.82%
1M
-4.96%
YTD
-22.69%
6M
-22.25%
1Y
1.15%
3Y*
1.77%
5Y*
6.68%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTRS vs. ULTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTRS
Northern Trust Corporation
28.95%36.92%25.63%-1.02%-23.82%31.65%-9.29%30.59%-14.68%14.18%
ULTA
Ulta Beauty, Inc.
-22.69%39.11%-11.24%4.46%13.76%43.59%13.44%3.39%9.47%-12.27%

Correlation

The correlation between NTRS and ULTA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.28

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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2007

0.36

The correlation between NTRS and ULTA shifts across timeframes, from 0.23 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NTRS:

$9.09

ULTA:

$26.57

PE Ratio

NTRS:

19.17

ULTA:

17.60

PEG Ratio

NTRS:

1.51

ULTA:

1.75

PS Ratio

NTRS:

2.33

ULTA:

1.65

Total Revenue (TTM)

NTRS:

$14.30B

ULTA:

$12.71B

Gross Profit (TTM)

NTRS:

$8.09B

ULTA:

$5.00B

EBITDA (TTM)

NTRS:

$3.21B

ULTA:

$1.81B

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Return for Risk

NTRS vs. ULTA — Risk / Return Rank

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

NTRS
NTRS Risk / Return Rank: 9292
Overall Rank
NTRS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NTRS Sortino Ratio Rank: 9292
Sortino Ratio Rank
NTRS Omega Ratio Rank: 9090
Omega Ratio Rank
NTRS Calmar Ratio Rank: 9393
Calmar Ratio Rank
NTRS Martin Ratio Rank: 9393
Martin Ratio Rank

ULTA
ULTA Risk / Return Rank: 4242
Overall Rank
ULTA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ULTA Sortino Ratio Rank: 3838
Sortino Ratio Rank
ULTA Omega Ratio Rank: 3939
Omega Ratio Rank
ULTA Calmar Ratio Rank: 4343
Calmar Ratio Rank
ULTA Martin Ratio Rank: 4343
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.

NTRS vs. ULTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and Ulta Beauty, Inc. (ULTA). 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.


NTRSULTADifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.41

1.04

+0.37

Calmar ratioReturn relative to maximum drawdown

5.15

0.03

+5.12

Martin ratioReturn relative to average drawdown

13.90

0.08

+13.82

NTRS vs. ULTA - Sharpe Ratio Comparison

The current NTRS Sharpe Ratio is 2.41, which is higher than the ULTA Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of NTRS and ULTA, 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

NTRS vs. ULTA - Drawdown Comparison

The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum ULTA drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for NTRS and ULTA.


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Drawdown Indicators


NTRSULTADifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-87.89%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-34.56%

+22.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-44.56%

+19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-50.03%

-44.56%

-5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-50.03%

-64.92%

+14.89%

Current Drawdown

Current decline from peak

0.00%

-33.82%

+33.82%

Average Drawdown

Average peak-to-trough decline

-20.95%

-20.81%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

14.13%

-9.55%

Volatility

NTRS vs. ULTA - Volatility Comparison

The current volatility for Northern Trust Corporation (NTRS) is 6.42%, while Ulta Beauty, Inc. (ULTA) has a volatility of 9.69%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRSULTADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

9.69%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

25.04%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

33.39%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

34.26%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.40%

38.32%

-7.92%

Dividends

NTRS vs. ULTA - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 1.84%, while ULTA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NTRS
Northern Trust Corporation
1.84%2.27%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%
ULTA
Ulta Beauty, 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

NTRS vs. ULTA - Financials Comparison

This section allows you to compare key financial metrics between Northern Trust Corporation and Ulta Beauty, 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
3.61B
3.16B
(NTRS) Total Revenue
(ULTA) Total Revenue
Values in USD except per share items

NTRS vs. ULTA - Profitability Comparison

The chart below illustrates the profitability comparison between Northern Trust Corporation and Ulta Beauty, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
58.8%
40.1%
Portfolio components
NTRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.

ULTA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ulta Beauty, Inc. reported a gross profit of 1.27B and revenue of 3.16B. Therefore, the gross margin over that period was 40.1%.

NTRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.

ULTA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ulta Beauty, Inc. reported an operating income of 448.26M and revenue of 3.16B, resulting in an operating margin of 14.2%.

NTRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.

ULTA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ulta Beauty, Inc. reported a net income of 340.47M and revenue of 3.16B, resulting in a net margin of 10.8%.


Frequently Asked Questions


NTRS and ULTA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULTA has higher volatility (9.69%) compared to NTRS (6.42%). In terms of maximum drawdown, NTRS dropped -67.67% vs ULTA's -87.89%.

NTRS currently has the higher Sharpe Ratio (2.41 vs 0.03), 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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