COMT vs. NOG
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while NOG (Northern Oil and Gas, Inc.) is a stock. Over the past 10 years, COMT returned 9.00%/yr vs -2.51%/yr for NOG. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
COMT vs. NOG - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 31.11% return, which is significantly higher than NOG's 2.37% return. Over the past 10 years, COMT has outperformed NOG with an annualized return of 9.00%, while NOG has yielded a comparatively lower -2.51% annualized return.
COMT
- 1D
- -0.06%
- 1M
- 8.35%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 31.84%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
NOG
- 1D
- 1.49%
- 1M
- 20.44%
- 6M
- -12.08%
- YTD
- 2.37%
- 1Y
- -18.99%
- 3Y*
- -13.95%
- 5Y*
- 9.05%
- 10Y*
- -2.51%
- ALL TIME*
- -2.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $10.46M | $14.41M | |
| $54.84M | $61.54M | $65.18M |
COMT vs. NOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
NOG Northern Oil and Gas, Inc. | 2.37% | -38.20% | 4.84% | 25.54% | 54.51% | 136.72% | -62.56% | 3.54% | 10.24% | -25.45% |
Correlation
The correlation between COMT and NOG is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.55 |
The correlation between COMT and NOG has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.
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Return for Risk
COMT vs. NOG — Risk / Return Rank
COMT
NOG
COMT vs. NOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Northern Oil and Gas, Inc. (NOG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COMT | NOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.96 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.46 | +2.28 |
| Martin ratioReturn relative to average drawdown | 5.69 | -1.03 | +6.72 |
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Drawdowns
COMT vs. NOG - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for COMT and NOG.
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Drawdown Indicators
| COMT | NOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -98.96% | +47.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -41.43% | +23.86% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -55.08% | +37.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -55.08% | +26.08% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -92.15% | +52.93% |
Current DrawdownCurrent decline from peak | -10.65% | -91.84% | +81.19% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -69.89% | +45.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 19.41% | -13.78% |
Volatility
COMT vs. NOG - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.08%, while Northern Oil and Gas, Inc. (NOG) has a volatility of 16.52%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than NOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | NOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 16.52% | -11.44% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 33.58% | -13.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 46.31% | -24.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 49.16% | -28.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 70.52% | -51.66% |
Dividends
COMT vs. NOG - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.90%, less than NOG's 8.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
NOG Northern Oil and Gas, Inc. | 8.51% | 8.38% | 4.41% | 4.02% | 2.86% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and NOG have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOG has higher volatility (16.52%) compared to COMT (5.08%). In terms of maximum drawdown, COMT dropped -51.89% vs NOG's -98.96%.
COMT currently has the higher Sharpe Ratio (1.48 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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