SQM vs. NTR
Compare and contrast key facts about Sociedad Química y Minera de Chile S.A. (SQM) and Nutrien Ltd. (NTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQM or NTR.
Key characteristics
| SQM | NTR | |
|---|---|---|
| YTD Return | -24.13% | -5.36% |
| 1Y Return | -23.72% | -21.61% |
| 3Y Return (Ann) | 1.90% | 1.44% |
| 5Y Return (Ann) | 10.62% | 3.52% |
| Sharpe Ratio | -0.56 | -0.68 |
| Daily Std Dev | 47.29% | 31.15% |
| Max Drawdown | -77.80% | -55.30% |
| Current Drawdown | -54.09% | -50.96% |
Fundamentals
| SQM | NTR | |
|---|---|---|
| Market Cap | $12.61B | $26.01B |
| EPS | $7.04 | $2.53 |
| PE Ratio | 6.27 | 20.77 |
| Revenue (TTM) | $7.47B | $28.08B |
| Gross Profit (TTM) | $5.74B | $15.42B |
| EBITDA (TTM) | $3.16B | $5.33B |
Correlation
The correlation between SQM and NTR is 0.50, 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.
Performance
SQM vs. NTR - Performance Comparison
In the year-to-date period, SQM achieves a -24.13% return, which is significantly lower than NTR's -5.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SQM vs. NTR - Dividend Comparison
SQM's dividend yield for the trailing twelve months is around 11.20%, more than NTR's 4.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | 11.20% | 8.50% | 9.79% | 3.91% | 1.65% | 4.59% | 5.41% | 2.38% | 5.31% | 2.37% | 5.80% | 3.94% |
NTR Nutrien Ltd. | 4.04% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SQM vs. NTR - Drawdown Comparison
The maximum SQM drawdown since its inception was -77.80%, which is greater than NTR's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for SQM and NTR. For additional features, visit the drawdowns tool.
Volatility
SQM vs. NTR - Volatility Comparison
Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 14.41% compared to Nutrien Ltd. (NTR) at 7.17%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities