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

Performance

DVN vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) 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, DVN achieves a 18.98% return, which is significantly higher than NOG's -8.73% return. Over the past 10 years, DVN has outperformed NOG with an annualized return of 5.59%, while NOG has yielded a comparatively lower -6.64% annualized return.


DVN

1D
2.21%
1M
-8.18%
YTD
18.98%
6M
19.63%
1Y
28.81%
3Y*
0.16%
5Y*
13.27%
10Y*
5.59%

NOG

1D
-0.67%
1M
-18.69%
YTD
-8.73%
6M
-9.02%
1Y
-33.93%
3Y*
-10.99%
5Y*
3.80%
10Y*
-6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVN vs. NOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVN
Devon Energy Corporation
18.98%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%
NOG
Northern Oil and Gas, Inc.
-8.73%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%

Correlation

The correlation between DVN and NOG is 0.79, 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

0.79

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

0.79

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

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2007

0.60

The correlation between DVN and NOG shifts across timeframes, from 0.60 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DVN:

$4.54

NOG:

-$6.32

PS Ratio

DVN:

1.67

NOG:

1.25

Total Revenue (TTM)

DVN:

$12.24B

NOG:

$1.52B

Gross Profit (TTM)

DVN:

$2.67B

NOG:

$450.66M

EBITDA (TTM)

DVN:

$5.67B

NOG:

$73.21M

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Return for Risk

DVN vs. NOG — Risk / Return Rank

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

DVN
DVN Risk / Return Rank: 6767
Overall Rank
DVN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 6363
Sortino Ratio Rank
DVN Omega Ratio Rank: 6161
Omega Ratio Rank
DVN Calmar Ratio Rank: 7070
Calmar Ratio Rank
DVN Martin Ratio Rank: 7373
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 99
Overall Rank
NOG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1313
Sortino Ratio Rank
NOG Omega Ratio Rank: 1515
Omega Ratio Rank
NOG Calmar Ratio Rank: 55
Calmar Ratio Rank
NOG Martin Ratio Rank: 33
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.

DVN vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) 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.


DVNNOGDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.16

0.90

+0.27

Calmar ratioReturn relative to maximum drawdown

1.56

-0.93

+2.50

Martin ratioReturn relative to average drawdown

4.08

-1.66

+5.73

DVN vs. NOG - Sharpe Ratio Comparison

The current DVN Sharpe Ratio is 0.85, which is higher than the NOG Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of DVN 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

DVN vs. NOG - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, roughly equal to the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for DVN and NOG.


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Drawdown Indicators


DVNNOGDifference

Max Drawdown

Largest peak-to-trough decline

-94.93%

-98.96%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.53%

-36.42%

+17.89%

Max Drawdown (3Y)

Largest decline over 3 years

-49.22%

-51.36%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-61.45%

-51.36%

-10.09%

Max Drawdown (10Y)

Largest decline over 10 years

-88.51%

-93.00%

+4.49%

Current Drawdown

Current decline from peak

-44.52%

-92.72%

+48.20%

Average Drawdown

Average peak-to-trough decline

-35.94%

-69.76%

+33.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

20.54%

-13.39%

Volatility

DVN vs. NOG - Volatility Comparison

Devon Energy Corporation (DVN) and Northern Oil and Gas, Inc. (NOG) have volatilities of 12.05% and 12.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVNNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.05%

12.31%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

26.05%

31.23%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

34.32%

45.06%

-10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.99%

49.19%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.63%

70.59%

-20.96%

Dividends

DVN vs. NOG - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 2.42%, less than NOG's 9.32% yield.


PositionTTM20252024202320222021202020192018201720162015
DVN
Devon Energy Corporation
2.42%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%
NOG
Northern Oil and Gas, Inc.
9.32%8.38%4.41%4.02%2.86%0.75%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

DVN vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between Devon Energy 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
3.81M
5.03M
(DVN) Total Revenue
(NOG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DVN and NOG have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (12.31%) compared to DVN (12.05%). In terms of maximum drawdown, DVN dropped -94.93% vs NOG's -98.96%.

DVN currently has the higher Sharpe Ratio (0.84 vs -0.76), 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 DVN and NOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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