Take the Adamant Nature. It raises the Attack Stat by 10%, but lowers the Special Attack Stat by 10%.
There are 20 of these natures that raise one stat and lower another.
Take Hardy. It does nothing whatsoever to the stats.
There are 5 Natures that do nothing.
These are Values that determine how high the stat will be. It can be between 0-31 and are chosen randomly for each stat by game. They cannot be changed except through hacking.
Nothing can change the fact that you can give any Pokemon the same amount of Evs as any other Pokemon. All Pokemon get 510 Maximum EVs, and each Stat gets 255 Max.