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SQM vs. NTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQM and NTR is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SQM vs. NTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sociedad Química y Minera de Chile S.A. (SQM) and Nutrien Ltd. (NTR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-27.96%
27.69%
SQM
NTR

Key characteristics

Sharpe Ratio

SQM:

-0.45

NTR:

0.29

Sortino Ratio

SQM:

-0.41

NTR:

0.62

Omega Ratio

SQM:

0.95

NTR:

1.07

Calmar Ratio

SQM:

-0.28

NTR:

0.14

Martin Ratio

SQM:

-0.97

NTR:

0.51

Ulcer Index

SQM:

20.45%

NTR:

16.00%

Daily Std Dev

SQM:

44.21%

NTR:

27.97%

Max Drawdown

SQM:

-78.66%

NTR:

-58.18%

Current Drawdown

SQM:

-65.62%

NTR:

-47.47%

Fundamentals

Market Cap

SQM:

$9.92B

NTR:

$26.30B

EPS

SQM:

-$1.42

NTR:

$1.36

PEG Ratio

SQM:

0.69

NTR:

1.13

PS Ratio

SQM:

2.19

NTR:

1.05

PB Ratio

SQM:

1.98

NTR:

1.06

Total Revenue (TTM)

SQM:

$4.52B

NTR:

$20.37B

Gross Profit (TTM)

SQM:

$1.25B

NTR:

$6.23B

EBITDA (TTM)

SQM:

$1.15B

NTR:

$3.24B

Returns By Period

In the year-to-date period, SQM achieves a -1.54% return, which is significantly lower than NTR's 22.11% return.


SQM

YTD

-1.54%

1M

-13.98%

6M

-12.32%

1Y

-17.48%

5Y*

14.39%

10Y*

8.44%

NTR

YTD

22.11%

1M

8.19%

6M

15.52%

1Y

8.60%

5Y*

13.29%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SQM vs. NTR — Risk-Adjusted Performance Rank

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

SQM
The Risk-Adjusted Performance Rank of SQM is 2929
Overall Rank
The Sharpe Ratio Rank of SQM is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 2929
Martin Ratio Rank

NTR
The Risk-Adjusted Performance Rank of NTR is 5858
Overall Rank
The Sharpe Ratio Rank of NTR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NTR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of NTR is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NTR is 5959
Calmar Ratio Rank
The Martin Ratio Rank of NTR is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SQM vs. NTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) and Nutrien Ltd. (NTR). 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.


The chart of Sharpe ratio for SQM, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
SQM: -0.45
NTR: 0.29
The chart of Sortino ratio for SQM, currently valued at -0.41, compared to the broader market-6.00-4.00-2.000.002.004.00
SQM: -0.41
NTR: 0.62
The chart of Omega ratio for SQM, currently valued at 0.95, compared to the broader market0.501.001.502.00
SQM: 0.95
NTR: 1.07
The chart of Calmar ratio for SQM, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
SQM: -0.28
NTR: 0.14
The chart of Martin ratio for SQM, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.00
SQM: -0.97
NTR: 0.51

The current SQM Sharpe Ratio is -0.45, which is lower than the NTR Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SQM and NTR, 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-1.00-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2025FebruaryMarchApril
-0.45
0.29
SQM
NTR

Dividends

SQM vs. NTR - Dividend Comparison

SQM's dividend yield for the trailing twelve months is around 0.39%, less than NTR's 4.01% yield.


TTM20242023202220212020201920182017201620152014
SQM
Sociedad Química y Minera de Chile S.A.
0.39%0.39%5.41%6.26%2.54%1.09%2.98%3.79%1.97%4.12%0.15%0.35%
NTR
Nutrien Ltd.
4.01%4.83%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%

Drawdowns

SQM vs. NTR - Drawdown Comparison

The maximum SQM drawdown since its inception was -78.66%, which is greater than NTR's maximum drawdown of -58.18%. Use the drawdown chart below to compare losses from any high point for SQM and NTR. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-65.62%
-47.47%
SQM
NTR

Volatility

SQM vs. NTR - Volatility Comparison

Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 20.50% compared to Nutrien Ltd. (NTR) at 10.67%. This indicates that SQM's price experiences larger fluctuations and is considered to be riskier than NTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.50%
10.67%
SQM
NTR

Financials

SQM vs. NTR - Financials Comparison

This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. and Nutrien Ltd.. 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


Values in USD except per share items