NTR vs CF: returns, Sharpe ratio and drawdown

Over the past year, CF returned +51.98% against +32.04% for NTR. Over five years, CF averaged +19.06% a year, compared with +3.29% for NTR. CF had the higher Sharpe ratio over the past year (1.09 vs 0.88), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -25.45% for CF and -27.56% for NTR. Dividends over the past year came to 3.16% of NTR's price, against 1.70% for CF.