FCG vs. NWN
Compare and contrast key facts about First Trust Natural Gas ETF (FCG) and Northwest Natural Holding Company (NWN).
FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007.
Performance
FCG vs. NWN - Performance Comparison
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FCG vs. NWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 35.99% | -2.28% | 4.16% | 2.55% | 47.24% | 98.49% | -23.20% | -15.76% | -34.81% | -11.38% |
NWN Northwest Natural Holding Company | 15.07% | 23.75% | 6.77% | -14.45% | 1.49% | 10.26% | -35.52% | 25.46% | 4.48% | 2.82% |
Returns By Period
In the year-to-date period, FCG achieves a 35.99% return, which is significantly higher than NWN's 15.07% return. Over the past 10 years, FCG has outperformed NWN with an annualized return of 7.31%, while NWN has yielded a comparatively lower 3.71% annualized return.
FCG
- 1D
- -1.95%
- 1M
- 13.98%
- YTD
- 35.99%
- 6M
- 36.46%
- 1Y
- 30.79%
- 3Y*
- 15.23%
- 5Y*
- 22.03%
- 10Y*
- 7.31%
NWN
- 1D
- -0.75%
- 1M
- 0.34%
- YTD
- 15.07%
- 6M
- 20.99%
- 1Y
- 30.26%
- 3Y*
- 8.83%
- 5Y*
- 4.54%
- 10Y*
- 3.71%
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Return for Risk
FCG vs. NWN — Risk / Return Rank
FCG
NWN
FCG vs. NWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Northwest Natural Holding Company (NWN). 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 | NWN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.59 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.36 | 2.11 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.10 | -1.73 |
Martin ratioReturn relative to average drawdown | 3.92 | 6.27 | -2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCG | NWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.59 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.20 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.13 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.32 | -0.42 |
Correlation
The correlation between FCG and NWN is 0.25, 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.
Dividends
FCG vs. NWN - Dividend Comparison
FCG's dividend yield for the trailing twelve months is around 2.02%, less than NWN's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 2.02% | 2.86% | 2.76% | 3.25% | 3.04% | 1.73% | 3.82% | 2.87% | 1.46% | 1.56% | 1.70% | 4.79% |
NWN Northwest Natural Holding Company | 3.69% | 4.20% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% |
Drawdowns
FCG vs. NWN - Drawdown Comparison
The maximum FCG drawdown since its inception was -97.20%, which is greater than NWN's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for FCG and NWN.
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Drawdown Indicators
| FCG | NWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.20% | -46.27% | -50.93% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -9.85% | -13.38% |
Max Drawdown (5Y)Largest decline over 5 years | -33.33% | -32.09% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -85.04% | -46.27% | -38.77% |
Current DrawdownCurrent decline from peak | -72.58% | -10.59% | -61.99% |
Average DrawdownAverage peak-to-trough decline | -65.30% | -12.13% | -53.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 4.87% | +3.26% |
Volatility
FCG vs. NWN - Volatility Comparison
First Trust Natural Gas ETF (FCG) has a higher volatility of 6.09% compared to Northwest Natural Holding Company (NWN) at 4.72%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than NWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCG | NWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 4.72% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.28% | 12.83% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.42% | 19.09% | +13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 22.54% | +11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.28% | 28.06% | +10.22% |