They both seem to attract aphids and white cabbage butterflies (with the following green caterpillars).

Nasturtium can be useful as a sacrifice plant for attracting the aphids but those little green pests don't need any encouragement to proliferate in my garden, for sure!

I've read they are good together. Possibly because the nasturtium is a trap crop. Almost every report on companion planting is contradicted somewhere else, so I don't know what to believe.