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STLD vs. NTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STLD vs. NTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steel Dynamics, Inc. (STLD) and Nutrien Ltd. (NTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STLD achieves a 67.39% return, which is significantly higher than NTR's 10.35% return.


STLD

1D
1.15%
1M
19.27%
YTD
67.39%
6M
65.42%
1Y
117.36%
3Y*
40.23%
5Y*
36.27%
10Y*
29.92%

NTR

1D
3.14%
1M
-5.15%
YTD
10.35%
6M
9.34%
1Y
15.83%
3Y*
7.94%
5Y*
4.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STLD vs. NTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
STLD
Steel Dynamics, Inc.
67.39%50.70%-1.99%22.75%60.14%71.42%12.46%16.78%-29.02%
NTR
Nutrien Ltd.
10.35%43.33%-16.97%-20.19%0.23%60.78%5.60%5.57%-7.73%

Correlation

The correlation between STLD and NTR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.25

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.42

Over the past year, the correlation between STLD and NTR has dropped to 0.14 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

STLD:

$40.94B

NTR:

$32.57B

EPS

STLD:

$9.33

NTR:

$4.93

PE Ratio

STLD:

30.30

NTR:

13.72

PS Ratio

STLD:

2.19

NTR:

1.18

PB Ratio

STLD:

4.47

NTR:

1.29

Total Revenue (TTM)

STLD:

$19.01B

NTR:

$27.76B

Gross Profit (TTM)

STLD:

$2.66B

NTR:

$8.66B

EBITDA (TTM)

STLD:

$2.23B

NTR:

$6.33B

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Return for Risk

STLD vs. NTR — Risk / Return Rank

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

STLD
STLD Risk / Return Rank: 9595
Overall Rank
STLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
STLD Omega Ratio Rank: 9494
Omega Ratio Rank
STLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
STLD Martin Ratio Rank: 9696
Martin Ratio Rank

NTR
NTR Risk / Return Rank: 5757
Overall Rank
NTR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NTR Sortino Ratio Rank: 5454
Sortino Ratio Rank
NTR Omega Ratio Rank: 5252
Omega Ratio Rank
NTR Calmar Ratio Rank: 5959
Calmar Ratio Rank
NTR Martin Ratio Rank: 6161
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.

STLD vs. NTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) 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.

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.


STLDNTRDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.50

1.11

+0.39

Calmar ratioReturn relative to maximum drawdown

5.81

0.72

+5.08

Martin ratioReturn relative to average drawdown

19.49

1.87

+17.62

STLD vs. NTR - Sharpe Ratio Comparison

The current STLD Sharpe Ratio is 3.54, which is higher than the NTR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of STLD and NTR, 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

STLD vs. NTR - Drawdown Comparison

The maximum STLD drawdown since its inception was -87.05%, which is greater than NTR's maximum drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for STLD and NTR.


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Drawdown Indicators


STLDNTRDifference

Max Drawdown

Largest peak-to-trough decline

-87.05%

-57.80%

-29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-21.97%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-28.66%

-32.82%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-57.80%

+25.60%

Max Drawdown (10Y)

Largest decline over 10 years

-68.46%

Current Drawdown

Current decline from peak

0.00%

-31.34%

+31.34%

Average Drawdown

Average peak-to-trough decline

-33.27%

-26.17%

-7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

8.49%

-2.45%

Volatility

STLD vs. NTR - Volatility Comparison

Steel Dynamics, Inc. (STLD) has a higher volatility of 9.70% compared to Nutrien Ltd. (NTR) at 6.45%. This indicates that STLD'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.


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Volatility by Period


STLDNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

6.45%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

24.96%

25.79%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

33.38%

31.82%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.03%

34.21%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.31%

33.99%

+5.32%

Dividends

STLD vs. NTR - Dividend Comparison

STLD's dividend yield for the trailing twelve months is around 0.72%, less than NTR's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
NTR
Nutrien Ltd.
3.23%3.53%4.83%3.76%3.51%2.45%3.74%3.67%3.47%0.00%0.00%0.00%
STLD
Steel Dynamics, Inc.
0.72%1.18%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.08%

Financials

STLD vs. NTR - Financials Comparison

This section allows you to compare key financial metrics between Steel Dynamics, Inc. 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


4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
5.20B
5.96B
(STLD) Total Revenue
(NTR) Total Revenue
Values in USD except per share items

STLD vs. NTR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
14.7%
27.2%
Portfolio components
STLD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.

NTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a gross profit of 1.62B and revenue of 5.96B. Therefore, the gross margin over that period was 27.2%.

STLD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.

NTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported an operating income of 419.11M and revenue of 5.96B, resulting in an operating margin of 7.0%.

STLD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.

NTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nutrien Ltd. reported a net income of 129.19M and revenue of 5.96B, resulting in a net margin of 2.2%.


Frequently Asked Questions


STLD and NTR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLD has higher volatility (9.70%) compared to NTR (6.45%). In terms of maximum drawdown, STLD dropped -87.05% vs NTR's -57.80%.

STLD currently has the higher Sharpe Ratio (3.54 vs 0.50), 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.

Portfolio Optimizer

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