PortfoliosLab logoPortfoliosLab logo
MGY vs. PXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGY vs. PXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magnolia Oil & Gas Corporation (MGY) and Invesco DWA Energy Momentum ETF (PXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MGY achieves a 25.43% return, which is significantly higher than PXI's 22.95% return.


MGY

1D
2.73%
1M
-7.22%
YTD
25.43%
6M
25.94%
1Y
15.88%
3Y*
13.97%
5Y*
14.39%
10Y*

PXI

1D
1.37%
1M
-7.84%
YTD
22.95%
6M
23.28%
1Y
26.37%
3Y*
15.94%
5Y*
14.47%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGY vs. PXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGY
Magnolia Oil & Gas Corporation
25.43%-3.85%12.20%-7.26%26.52%168.77%-43.88%12.22%15.09%-2.60%
PXI
Invesco DWA Energy Momentum ETF
22.95%3.86%0.76%5.48%45.85%75.05%-35.91%1.67%-27.56%20.88%

Correlation

The correlation between MGY and PXI is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.79

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.77

The correlation between MGY and PXI has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MGY vs. PXI — Risk / Return Rank

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

MGY
MGY Risk / Return Rank: 5757
Overall Rank
MGY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MGY Sortino Ratio Rank: 5353
Sortino Ratio Rank
MGY Omega Ratio Rank: 5151
Omega Ratio Rank
MGY Calmar Ratio Rank: 6161
Calmar Ratio Rank
MGY Martin Ratio Rank: 6262
Martin Ratio Rank

PXI
PXI Risk / Return Rank: 3737
Overall Rank
PXI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PXI Sortino Ratio Rank: 3232
Sortino Ratio Rank
PXI Omega Ratio Rank: 3131
Omega Ratio Rank
PXI Calmar Ratio Rank: 4747
Calmar Ratio Rank
PXI Martin Ratio Rank: 4343
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.

MGY vs. PXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Magnolia Oil & Gas Corporation (MGY) and Invesco DWA Energy Momentum ETF (PXI). 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.


MGYPXIDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.11

1.20

-0.10

Calmar ratioReturn relative to maximum drawdown

0.89

2.28

-1.38

Martin ratioReturn relative to average drawdown

1.98

6.80

-4.82

MGY vs. PXI - Sharpe Ratio Comparison

The current MGY Sharpe Ratio is 0.52, which is lower than the PXI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MGY and PXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MGY vs. PXI - Drawdown Comparison

The maximum MGY drawdown since its inception was -77.76%, smaller than the maximum PXI drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for MGY and PXI.


Loading charts...

Drawdown Indicators


MGYPXIDifference

Max Drawdown

Largest peak-to-trough decline

-77.76%

-85.08%

+7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.91%

-11.64%

-6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-31.48%

-30.74%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.14%

-33.47%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-79.55%

Current Drawdown

Current decline from peak

-15.67%

-10.43%

-5.24%

Average Drawdown

Average peak-to-trough decline

-19.91%

-29.38%

+9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

3.96%

+4.12%

Volatility

MGY vs. PXI - Volatility Comparison

Magnolia Oil & Gas Corporation (MGY) and Invesco DWA Energy Momentum ETF (PXI) have volatilities of 8.30% and 7.91%, 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.


Loading charts...

Volatility by Period


MGYPXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

7.91%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

22.45%

17.04%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

30.86%

22.14%

+8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.61%

33.41%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.18%

37.16%

+9.02%

Dividends

MGY vs. PXI - Dividend Comparison

MGY's dividend yield for the trailing twelve months is around 2.32%, more than PXI's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
MGY
Magnolia Oil & Gas Corporation
2.32%2.74%2.22%2.16%1.71%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
PXI
Invesco DWA Energy Momentum ETF
1.71%1.81%1.52%1.82%3.14%0.57%1.72%2.80%0.93%0.80%0.73%2.07%

Frequently Asked Questions


MGY and PXI have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGY has higher volatility (8.30%) compared to PXI (7.91%). In terms of maximum drawdown, MGY dropped -77.76% vs PXI's -85.08%.

PXI currently has the higher Sharpe Ratio (1.20 vs 0.52), 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 MGY and PXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer