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DNN vs. NOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DNN and NOG is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DNN vs. NOG - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-82.62%
19.59%
DNN
NOG

Key characteristics

Sharpe Ratio

DNN:

-0.11

NOG:

0.89

Sortino Ratio

DNN:

0.24

NOG:

1.36

Omega Ratio

DNN:

1.03

NOG:

1.18

Calmar Ratio

DNN:

-0.07

NOG:

0.32

Martin Ratio

DNN:

-0.36

NOG:

3.03

Ulcer Index

DNN:

18.13%

NOG:

9.56%

Daily Std Dev

DNN:

56.28%

NOG:

32.69%

Max Drawdown

DNN:

-98.41%

NOG:

-98.96%

Current Drawdown

DNN:

-85.09%

NOG:

-85.37%

Fundamentals

Market Cap

DNN:

$1.69B

NOG:

$4.20B

EPS

DNN:

-$0.02

NOG:

$8.48

PEG Ratio

DNN:

0.00

NOG:

0.56

Total Revenue (TTM)

DNN:

$2.85M

NOG:

$1.61B

Gross Profit (TTM)

DNN:

-$23.68M

NOG:

$650.66M

EBITDA (TTM)

DNN:

-$53.97M

NOG:

$1.24B

Returns By Period

In the year-to-date period, DNN achieves a 4.44% return, which is significantly lower than NOG's 13.11% return. Over the past 10 years, DNN has outperformed NOG with an annualized return of 7.91%, while NOG has yielded a comparatively lower -2.33% annualized return.


DNN

YTD

4.44%

1M

-3.09%

6M

-3.59%

1Y

-4.08%

5Y*

36.64%

10Y*

7.91%

NOG

YTD

13.11%

1M

15.53%

6M

4.19%

1Y

28.98%

5Y*

20.46%

10Y*

-2.33%

*Annualized

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Risk-Adjusted Performance

DNN vs. NOG — Risk-Adjusted Performance Rank

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

DNN
The Risk-Adjusted Performance Rank of DNN is 3939
Overall Rank
The Sharpe Ratio Rank of DNN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DNN is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DNN is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DNN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DNN is 3939
Martin Ratio Rank

NOG
The Risk-Adjusted Performance Rank of NOG is 6969
Overall Rank
The Sharpe Ratio Rank of NOG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of NOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NOG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of NOG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NOG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNN vs. NOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp. (DNN) 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.


Sharpe ratio
The chart of Sharpe ratio for DNN, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.110.89
The chart of Sortino ratio for DNN, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.36
The chart of Omega ratio for DNN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.18
The chart of Calmar ratio for DNN, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.070.32
The chart of Martin ratio for DNN, currently valued at -0.36, compared to the broader market-10.000.0010.0020.0030.00-0.363.03
DNN
NOG

The current DNN Sharpe Ratio is -0.11, which is lower than the NOG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DNN and NOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.11
0.89
DNN
NOG

Dividends

DNN vs. NOG - Dividend Comparison

DNN has not paid dividends to shareholders, while NOG's dividend yield for the trailing twelve months is around 3.90%.


TTM2024202320222021
DNN
Denison Mines Corp.
0.00%0.00%0.00%0.00%0.00%
NOG
Northern Oil and Gas, Inc.
3.90%4.41%4.02%2.86%1.04%

Drawdowns

DNN vs. NOG - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.41%, roughly equal to the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for DNN and NOG. For additional features, visit the drawdowns tool.


-88.00%-86.00%-84.00%-82.00%AugustSeptemberOctoberNovemberDecember2025
-85.09%
-85.37%
DNN
NOG

Volatility

DNN vs. NOG - Volatility Comparison

Denison Mines Corp. (DNN) has a higher volatility of 19.20% compared to Northern Oil and Gas, Inc. (NOG) at 7.77%. This indicates that DNN's price experiences larger fluctuations and is considered to be riskier than NOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
19.20%
7.77%
DNN
NOG

Financials

DNN vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between Denison Mines Corp. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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