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A natural combo is not glued to slate and has BBW (Belgian Blue Whetstone) on the underside. The BBW is different from slate and it can be used as a hone itself, just a coarser and slower stone than the yellow coticule side.
If your only going to use the yellow coticule side, then no, there isn't a difference between a natural combo and a coticule on slate as far as performance goes. I like natural combos for 2 reasons:
1) I can use the BBW side as well.
2) I like that is was naturally formed that way and nothing was artificially put together.
#2 doesn't affect performance at ALL, I just have a thing for naturals and things naturally formed together.