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

Correlation

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.


-0.50.00.51.00.4

Performance

FCG vs. HUBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Natural Gas ETF (FCG) and Hubbell Incorporated (HUBB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-9.77%
12.60%
FCG
HUBB

Key characteristics

Sharpe Ratio

FCG:

-0.11

HUBB:

1.10

Sortino Ratio

FCG:

-0.00

HUBB:

1.55

Omega Ratio

FCG:

1.00

HUBB:

1.21

Calmar Ratio

FCG:

-0.03

HUBB:

2.04

Martin Ratio

FCG:

-0.29

HUBB:

4.73

Ulcer Index

FCG:

8.38%

HUBB:

6.87%

Daily Std Dev

FCG:

22.17%

HUBB:

29.54%

Max Drawdown

FCG:

-97.20%

HUBB:

-41.63%

Current Drawdown

FCG:

-80.71%

HUBB:

-9.63%

Returns By Period

In the year-to-date period, FCG achieves a -2.62% return, which is significantly lower than HUBB's 30.95% return.


FCG

YTD

-2.62%

1M

-9.93%

6M

-8.96%

1Y

-3.30%

5Y*

18.22%

10Y*

-6.72%

HUBB

YTD

30.95%

1M

-4.11%

6M

10.37%

1Y

33.07%

5Y*

25.90%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for FCG, currently valued at -0.11, compared to the broader market0.002.004.00-0.111.10
The chart of Sortino ratio for FCG, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.0010.00-0.001.55
The chart of Omega ratio for FCG, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.21
The chart of Calmar ratio for FCG, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.112.04
The chart of Martin ratio for FCG, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.294.73
FCG
HUBB

The current FCG Sharpe Ratio is -0.11, which is lower than the HUBB Sharpe Ratio of 1.10. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
1.10
FCG
HUBB

Dividends

FCG vs. HUBB - Dividend Comparison

FCG's dividend yield for the trailing twelve months is around 3.35%, more than HUBB's 1.17% yield.


TTM20232022202120202019201820172016201520142013
FCG
First Trust Natural Gas ETF
3.35%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
1.17%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%JulyAugustSeptemberOctoberNovemberDecember
-18.44%
-9.63%
FCG
HUBB

Volatility

FCG vs. HUBB - Volatility Comparison

The current volatility for First Trust Natural Gas ETF (FCG) is 6.84%, while Hubbell Incorporated (HUBB) has a volatility of 7.49%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.84%
7.49%
FCG
HUBB
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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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