Natures only affect the stats, the trait they get don't have any real effect, meaning it is ill advised to train one solely based on what the stat "do" rather than basing it of the stat increase it needs the most. Competitively speaking, Calm(+Sdef, -Atk) is your best bet, making it slightly less awful (but really, Noctowl is a rather bad Pokemon no matter what you do).