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

Performance

ETN vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Corporation plc (ETN) 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, ETN achieves a 24.32% return, which is significantly higher than NOG's -3.48% return. Over the past 10 years, ETN has outperformed NOG with an annualized return of 23.41%, while NOG has yielded a comparatively lower -5.15% annualized return.


ETN

1D
4.84%
1M
-1.96%
YTD
24.32%
6M
13.01%
1Y
22.25%
3Y*
29.25%
5Y*
23.79%
10Y*
23.41%

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)

ETN vs. NOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETN
Eaton Corporation plc
24.32%-2.79%39.51%56.22%-7.18%46.70%29.88%42.76%-10.04%21.54%
NOG
Northern Oil and Gas, Inc.
-3.48%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%

Correlation

The correlation between ETN and NOG is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.15

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

0.22

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

0.26

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

0.32

The correlation between ETN and NOG shifts across timeframes, from -0.02 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ETN:

$153.20B

NOG:

$2.01B

EPS

ETN:

$10.22

NOG:

-$6.32

PS Ratio

ETN:

5.39

NOG:

1.32

PB Ratio

ETN:

7.75

NOG:

1.13

Total Revenue (TTM)

ETN:

$28.52B

NOG:

$1.52B

Gross Profit (TTM)

ETN:

$7.87B

NOG:

$450.66M

EBITDA (TTM)

ETN:

$4.75B

NOG:

$73.21M

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Return for Risk

ETN vs. NOG — Risk / Return Rank

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

ETN
ETN Risk / Return Rank: 6464
Overall Rank
ETN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 5959
Sortino Ratio Rank
ETN Omega Ratio Rank: 5959
Omega Ratio Rank
ETN Calmar Ratio Rank: 6868
Calmar Ratio Rank
ETN Martin Ratio Rank: 6666
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.

ETN vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) 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.


ETNNOGDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.14

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

1.17

-0.87

+2.04

Martin ratioReturn relative to average drawdown

2.52

-1.43

+3.95

ETN vs. NOG - Sharpe Ratio Comparison

The current ETN Sharpe Ratio is 0.67, which is higher than the NOG Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of ETN 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

ETN vs. NOG - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for ETN and NOG.


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Drawdown Indicators


ETNNOGDifference

Max Drawdown

Largest peak-to-trough decline

-68.95%

-98.96%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-34.26%

+15.12%

Max Drawdown (3Y)

Largest decline over 3 years

-34.46%

-51.36%

+16.90%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-51.36%

+16.90%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

-93.06%

+48.51%

Current Drawdown

Current decline from peak

-8.84%

-92.31%

+83.47%

Average Drawdown

Average peak-to-trough decline

-14.89%

-69.73%

+54.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.84%

20.88%

-12.04%

Volatility

ETN vs. NOG - Volatility Comparison

Eaton Corporation plc (ETN) and Northern Oil and Gas, Inc. (NOG) have volatilities of 13.64% and 13.29%, 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


ETNNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.64%

13.29%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

26.97%

31.99%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

33.47%

44.90%

-11.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.25%

49.16%

-18.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.10%

70.62%

-40.52%

Dividends

ETN vs. NOG - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.09%, less than NOG's 8.81% yield.


PositionTTM20252024202320222021202020192018201720162015
ETN
Eaton Corporation plc
1.09%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%
NOG
Northern Oil and Gas, Inc.
8.81%8.38%4.41%4.02%2.86%0.75%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ETN vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between Eaton Corporation plc 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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.45B
5.03M
(ETN) Total Revenue
(NOG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ETN and NOG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETN has higher volatility (13.64%) compared to NOG (13.29%). In terms of maximum drawdown, ETN dropped -68.95% vs NOG's -98.96%.

ETN currently has the higher Sharpe Ratio (0.67 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 ETN 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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