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FCG vs. HUBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FCGHUBB
YTD Return5.13%43.62%
1Y Return5.58%66.44%
3Y Return (Ann)12.66%33.28%
5Y Return (Ann)20.82%28.91%
Sharpe Ratio0.232.35
Sortino Ratio0.462.82
Omega Ratio1.061.40
Calmar Ratio0.064.30
Martin Ratio0.6410.18
Ulcer Index7.87%6.73%
Daily Std Dev22.07%29.19%
Max Drawdown-97.20%-41.63%
Current Drawdown-79.17%-0.89%

Correlation

-0.50.00.51.00.4

The correlation between FCG and HUBB is 0.39, 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.

Performance

FCG vs. HUBB - Performance Comparison

In the year-to-date period, FCG achieves a 5.13% return, which is significantly lower than HUBB's 43.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-6.17%
15.61%
FCG
HUBB

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Risk-Adjusted Performance

FCG vs. HUBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Hubbell Incorporated (HUBB). 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.


FCG
Sharpe ratio
The chart of Sharpe ratio for FCG, currently valued at 0.23, compared to the broader market-2.000.002.004.006.000.23
Sortino ratio
The chart of Sortino ratio for FCG, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.0012.000.46
Omega ratio
The chart of Omega ratio for FCG, currently valued at 1.06, compared to the broader market1.001.502.002.503.001.06
Calmar ratio
The chart of Calmar ratio for FCG, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.23
Martin ratio
The chart of Martin ratio for FCG, currently valued at 0.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.64
HUBB
Sharpe ratio
The chart of Sharpe ratio for HUBB, currently valued at 2.35, compared to the broader market-2.000.002.004.006.002.35
Sortino ratio
The chart of Sortino ratio for HUBB, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for HUBB, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for HUBB, currently valued at 4.30, compared to the broader market0.005.0010.0015.004.30
Martin ratio
The chart of Martin ratio for HUBB, currently valued at 10.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.18

FCG vs. HUBB - Sharpe Ratio Comparison

The current FCG Sharpe Ratio is 0.23, which is lower than the HUBB Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FCG and HUBB, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.23
2.35
FCG
HUBB

Dividends

FCG vs. HUBB - Dividend Comparison

FCG's dividend yield for the trailing twelve months is around 3.11%, more than HUBB's 1.04% yield.


TTM20232022202120202019201820172016201520142013
FCG
First Trust Natural Gas ETF
3.11%3.25%3.04%1.73%3.83%2.88%1.46%1.56%1.69%4.82%1.34%0.35%
HUBB
Hubbell Incorporated
1.04%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%0.00%0.00%

Drawdowns

FCG vs. HUBB - Drawdown Comparison

The maximum FCG drawdown since its inception was -97.20%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for FCG and HUBB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.96%
-0.89%
FCG
HUBB

Volatility

FCG vs. HUBB - Volatility Comparison

The current volatility for First Trust Natural Gas ETF (FCG) is 7.67%, while Hubbell Incorporated (HUBB) has a volatility of 9.97%. This indicates that FCG experiences smaller price fluctuations and is considered to be less risky than HUBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.67%
9.97%
FCG
HUBB