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CRC vs. NOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRC vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Resources Corporation (CRC) and Northern Oil and Gas, Inc. (NOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRC achieves a 28.87% return, which is significantly higher than NOG's -3.48% return.


CRC

1D
-3.41%
1M
-4.09%
YTD
28.87%
6M
22.22%
1Y
26.74%
3Y*
14.50%
5Y*
14.04%
10Y*

NOG

1D
-4.36%
1M
-14.45%
YTD
-3.48%
6M
-9.31%
1Y
-29.75%
3Y*
-9.64%
5Y*
5.51%
10Y*
-5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRC vs. NOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRC
California Resources Corporation
28.87%-10.78%-2.57%28.85%3.69%81.82%18.25%
NOG
Northern Oil and Gas, Inc.
-3.48%-38.20%4.84%25.54%54.51%136.72%112.11%

Correlation

The correlation between CRC and NOG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.65

The correlation between CRC and NOG has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

Fundamentals

EPS

CRC:

$4.17

NOG:

-$6.32

PS Ratio

CRC:

1.42

NOG:

1.32

Total Revenue (TTM)

CRC:

$3.48B

NOG:

$1.52B

Gross Profit (TTM)

CRC:

$1.30B

NOG:

$450.66M

EBITDA (TTM)

CRC:

$1.34B

NOG:

$73.21M

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Return for Risk

CRC vs. NOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRC
CRC Risk / Return Rank: 6464
Overall Rank
CRC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CRC Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRC Omega Ratio Rank: 6161
Omega Ratio Rank
CRC Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRC Martin Ratio Rank: 6565
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 1313
Overall Rank
NOG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1717
Sortino Ratio Rank
NOG Omega Ratio Rank: 1818
Omega Ratio Rank
NOG Calmar Ratio Rank: 88
Calmar Ratio Rank
NOG Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRC vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California Resources Corporation (CRC) 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.


CRCNOGDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.16

0.91

+0.24

Calmar ratioReturn relative to maximum drawdown

1.12

-0.87

+1.99

Martin ratioReturn relative to average drawdown

2.32

-1.43

+3.75

CRC vs. NOG - Sharpe Ratio Comparison

The current CRC Sharpe Ratio is 0.76, which is higher than the NOG Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of CRC and NOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRC vs. NOG - Drawdown Comparison

The maximum CRC drawdown since its inception was -44.75%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for CRC and NOG.


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Drawdown Indicators


CRCNOGDifference

Max Drawdown

Largest peak-to-trough decline

-44.75%

-98.96%

+54.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.04%

-34.26%

+10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-44.75%

-51.36%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-44.75%

-51.36%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-93.06%

Current Drawdown

Current decline from peak

-18.38%

-92.31%

+73.93%

Average Drawdown

Average peak-to-trough decline

-11.93%

-69.73%

+57.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.55%

20.88%

-9.33%

Volatility

CRC vs. NOG - Volatility Comparison

The current volatility for California Resources Corporation (CRC) is 9.92%, while Northern Oil and Gas, Inc. (NOG) has a volatility of 13.29%. This indicates that CRC 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


CRCNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

13.29%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.69%

31.99%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

35.48%

44.90%

-9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.42%

49.16%

-8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.70%

70.62%

-25.92%

Dividends

CRC vs. NOG - Dividend Comparison

CRC's dividend yield for the trailing twelve months is around 2.82%, less than NOG's 8.81% yield.


PositionTTM20252024202320222021
CRC
California Resources Corporation
2.82%3.51%2.69%2.12%1.82%0.40%
NOG
Northern Oil and Gas, Inc.
8.81%8.38%4.41%4.02%2.86%0.75%

Financials

CRC vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between California Resources Corporation and Northern Oil and Gas, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
871.00M
5.03M
(CRC) Total Revenue
(NOG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CRC and NOG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (13.29%) compared to CRC (9.92%). In terms of maximum drawdown, CRC dropped -44.75% vs NOG's -98.96%.

CRC currently has the higher Sharpe Ratio (0.76 vs -0.67), 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.

Portfolio Optimizer

Find the right allocation for CRC and NOG

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