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HGER vs. NOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGER vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Commodity All-Weather Strategy ETF (HGER) 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, HGER achieves a 23.17% return, which is significantly higher than NOG's -10.36% return.


HGER

1D
-0.84%
1M
0.86%
6M
20.50%
YTD
23.17%
1Y
31.96%
3Y*
18.60%
5Y*
10Y*

NOG

1D
-1.44%
1M
-7.12%
6M
-12.00%
YTD
-10.36%
1Y
-35.02%
3Y*
-14.51%
5Y*
3.47%
10Y*
-7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGER vs. NOG - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
23.17%20.08%9.25%1.93%9.66%
NOG
Northern Oil and Gas, Inc.
-10.36%-38.20%4.84%25.54%38.92%

Correlation

The correlation between HGER and NOG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.47

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Return for Risk

HGER vs. NOG — Risk / Return Rank

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

HGER
HGER Risk / Return Rank: 6969
Overall Rank
HGER Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 7272
Sortino Ratio Rank
HGER Omega Ratio Rank: 7575
Omega Ratio Rank
HGER Calmar Ratio Rank: 6060
Calmar Ratio Rank
HGER Martin Ratio Rank: 6262
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 1111
Overall Rank
NOG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1414
Sortino Ratio Rank
NOG Omega Ratio Rank: 1616
Omega Ratio Rank
NOG Calmar Ratio Rank: 1010
Calmar Ratio Rank
NOG Martin Ratio Rank: 44
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.

HGER vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) 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.


HGERNOGDifference
Sharpe ratioReturn per unit of total volatility

+2.70

Sortino ratioReturn per unit of downside risk

+3.57

Omega ratioGain probability vs. loss probability

1.35

0.89

+0.46

Calmar ratioReturn relative to maximum drawdown

2.39

-0.85

+3.24

Martin ratioReturn relative to average drawdown

8.73

-1.62

+10.35

HGER vs. NOG - Sharpe Ratio Comparison

The current HGER Sharpe Ratio is 1.93, which is higher than the NOG Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HGER 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

HGER vs. NOG - Drawdown Comparison

The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for HGER and NOG.


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Drawdown Indicators


HGERNOGDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-98.96%

+75.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-41.43%

+27.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

-55.08%

+41.04%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

Max Drawdown (10Y)

Largest decline over 10 years

-92.98%

Current Drawdown

Current decline from peak

-8.66%

-92.85%

+84.19%

Average Drawdown

Average peak-to-trough decline

-7.71%

-69.82%

+62.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

21.78%

-17.95%

Volatility

HGER vs. NOG - Volatility Comparison

The current volatility for Harbor Commodity All-Weather Strategy ETF (HGER) is 5.75%, while Northern Oil and Gas, Inc. (NOG) has a volatility of 14.14%. This indicates that HGER experiences smaller price fluctuations and is considered to be less risky than NOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGERNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

14.14%

-8.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

32.39%

-17.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

45.38%

-28.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.67%

49.25%

-31.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

70.57%

-52.90%

Dividends

HGER vs. NOG - Dividend Comparison

HGER's dividend yield for the trailing twelve months is around 5.75%, less than NOG's 9.72% yield.


PositionTTM20252024202320222021
HGER
Harbor Commodity All-Weather Strategy ETF
5.75%7.09%3.28%7.24%0.64%0.00%
NOG
Northern Oil and Gas, Inc.
9.72%8.38%4.41%4.02%2.86%0.75%

Frequently Asked Questions


HGER and NOG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (14.14%) compared to HGER (5.75%). In terms of maximum drawdown, HGER dropped -23.31% vs NOG's -98.96%.

HGER currently has the higher Sharpe Ratio (1.93 vs -0.78), 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 HGER 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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